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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Ma, Feng"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~subject:"Exchange rate"
~subject:"Oil prices"
~subject:"Spillover effect"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Exchange rate
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47
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34
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34
ARCH model
27
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27
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Ma, Feng
Uddin, Mohammed Gazi Salah
Wang, Yudong
Yin, Libo
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Bouri, Elie
14
Gupta, Rangan
13
Ji, Qiang
11
Wei, Yu
10
Demirer, Rıza
9
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9
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9
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8
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7
Mensi, Walid
7
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7
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6
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6
Do, Hung Xuan
6
Liang, Chao
6
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6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
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5
Filis, George
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Gong, Xu
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Serletis, Apostolos
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5
Soytaş, Uǧur
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5
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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
15
Applied economics
11
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10
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10
International journal of finance & economics : IJFE
9
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7
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The North American journal of economics and finance : a journal of financial economics studies
5
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4
The journal of futures markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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47
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1
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
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
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:
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
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:
7
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:
8
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:
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
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
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