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~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Gupta, Rangan"
~person:"Liu, Bing-Yue"
~person:"Ma, Feng"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~subject:"Oil prices"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Oil prices
Volatility
Volatilität
63
Oil price
44
Ölpreis
44
ARCH model
29
ARCH-Modell
29
Forecasting model
29
Prognoseverfahren
29
Welt
25
World
25
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17
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17
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16
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16
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14
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Gupta, Rangan
Liu, Bing-Yue
Ma, Feng
Uddin, Mohammed Gazi Salah
Wang, Yudong
Yin, Libo
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Bouri, Elie
13
Ji, Qiang
11
Wei, Yu
10
Demirer, Rıza
9
Kang, Sang Hoon
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Liu, Li
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lucey, Brian M.
5
Maghyereh, Aktham I.
5
Nguyen, Duc Khuong
5
Serletis, Apostolos
5
Soytaş, Uǧur
5
Wang, Shouyang
5
Batten, Jonathan A.
4
Chang, Chia-Lin
4
Ciarreta, Aitor
4
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4
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Economics / Discussion papers : the open-access, open-assessment e-journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Quantitative finance
International review of economics & finance : IREF
21
International review of financial analysis
19
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
15
Journal of forecasting
14
Economic modelling
13
International journal of finance & economics : IJFE
12
Finance research letters
11
Applied economics letters
10
Economics letters
9
International journal of forecasting
8
Research in international business and finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Financial innovation : FIN
5
The European journal of finance
5
Emerging markets, finance and trade : EMFT
4
Journal of empirical finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance
3
Journal of multinational financial management
3
Pacific-Basin finance journal
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The journal of futures markets
3
China finance review international
2
Economics and Business Letters : EBL
2
Emerging markets review
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Global finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
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Journal of international financial markets, institutions & money
2
Journal of management science and engineering
2
Journal of risk and financial management : JRFM
2
OPEC energy review
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ECONIS (ZBW)
63
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1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
3
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
4
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
5
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
6
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
7
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
8
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
9
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
10
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
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