//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~subject:"Volatility forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatility forecasting
Volatility
56
Volatilität
56
Oil price
39
Ölpreis
39
ARCH model
28
ARCH-Modell
28
Welt
23
World
23
Forecasting model
22
Prognoseverfahren
22
Commodity derivative
16
Rohstoffderivat
16
Börsenkurs
15
Share price
15
Estimation
14
Schätzung
14
Aktienmarkt
12
Capital income
12
Kapitaleinkommen
12
Stock market
12
Oil market
11
Ölmarkt
11
Spillover effect
9
Spillover-Effekt
9
Time series analysis
8
Zeitreihenanalyse
8
Erdöl
7
Petroleum
7
Risiko
7
Risk
7
Causality analysis
6
Kausalanalyse
6
Portfolio selection
6
Portfolio-Management
6
Exchange rate
5
Forecast
5
Oil prices
5
Prognose
5
Wechselkurs
5
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Ma, Feng
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Zhang, Yaojie
5
Gong, Xu
3
Lai, Xiaodong
3
Liu, Jing
3
Wei, Yu
3
Al-Freedi, Ajab
2
Bouri, Elie
2
Hasanov, Akram Shavkatovich
2
Huang, Dengshi
2
Lu, Xinjie
2
Wang, Jiqian
2
Arouri, Mohamed
1
Bissoondoyal-Bheenick, Emawtee
1
Bonnier, Jean-Baptiste
1
Brooks, Robert
1
Cai, Shenghua
1
Campbell, Kevin
1
Charles, Amélie
1
Chen, Wang
1
Chen, Yan
1
Chen, Yixiang
1
Chevallier, Julien
1
Darné, Olivier
1
Ding, Ashley
1
Do, Hung Xuan
1
Frömmel, Michael
1
Guan, Xinyue
1
Guo, Xiaozhu
1
Guo, Yangli
1
Hamdi, Fayçal
1
Han, Xing
1
Haugom, Erik
1
He, Feng
1
Heng, Zin Yau
1
Hu, Yang
1
Kratochvil, Stepan
1
Lahiani, Amine
1
Lee, Chien-chiang
1
Li, Guo
1
more ...
less ...
Published in...
All
Economics / Discussion papers : the open-access, open-assessment e-journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Applied economics
6
Economic modelling
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Finance research letters
3
International review of financial analysis
3
Pacific-Basin finance journal
2
China finance review international
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of management science and engineering
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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
Saved in:
6
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
7
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
8
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
9
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
10
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->