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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Yin, Libo"
~subject:"Aktienmarkt"
~subject:"Forecast"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Aktienmarkt
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Volatility
46
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46
ARCH model
23
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23
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21
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19
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14
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Ma, Feng
Tiwari, Aviral Kumar
Yin, Libo
Hammoudeh, Shawkat
13
Gupta, Rangan
12
Wang, Yudong
12
Bouri, Elie
10
Wei, Yu
10
Ji, Qiang
8
Kang, Sang Hoon
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Uddin, Mohammed Gazi Salah
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7
Mensi, Walid
7
Sadorsky, Perry A.
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7
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6
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5
Filis, George
5
Gong, Xu
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Liu, Li
5
Maghyereh, Aktham I.
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4
Elder, John
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4
Naeem, Muhammad Abubakr
4
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4
Salisu, Afees A.
4
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4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
International review of economics & finance : IREF
11
Applied economics
10
International review of financial analysis
10
International journal of finance & economics : IJFE
9
Finance research letters
7
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6
Applied economics letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
International journal of forecasting
3
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3
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3
China finance review international
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Pacific-Basin finance journal
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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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31
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
32
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
33
The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
Saved in:
34
Can investor attention predict oil prices?
Han, Liyan
;
Lv, Qiuna
;
Yin, Libo
- In:
Energy economics
66
(
2017
),
pp. 547-558
Persistent link: https://www.econbiz.de/10011896568
Saved in:
35
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
36
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
37
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
38
The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
Tiwari, Aviral Kumar
;
Mutascu, Mihai
;
Albulescu, …
- In:
Energy economics
40
(
2013
),
pp. 714-733
Persistent link: https://www.econbiz.de/10010354948
Saved in:
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