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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:"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
50
Oil price
35
Ölpreis
35
ARCH model
27
ARCH-Modell
27
Forecasting model
23
Prognoseverfahren
23
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21
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21
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17
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17
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12
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11
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Liu, Bing-Yue
Ma, Feng
Uddin, Mohammed Gazi Salah
Wang, Yudong
Yin, Libo
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Bouri, Elie
13
Gupta, Rangan
13
Ji, Qiang
11
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10
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9
Kang, Sang Hoon
9
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9
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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
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5
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5
Soytaş, Uǧur
5
Wang, Shouyang
5
Batten, Jonathan A.
4
Chang, Chia-Lin
4
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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 financial analysis
18
International review of economics & finance : IREF
14
Applied economics
11
Economic modelling
10
Journal of forecasting
10
International journal of finance & economics : IJFE
8
International journal of forecasting
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Economics letters
4
Finance research letters
4
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4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Pacific-Basin finance journal
3
Research in international business and finance
3
The journal of futures markets
3
China finance review international
2
Financial innovation : FIN
2
Journal of management science and engineering
2
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2
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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1
Journal of financial stability
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
50
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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
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:
5
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:
6
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:
7
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:
8
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
9
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
10
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
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