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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~subject:"Commodity derivative"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Commodity derivative
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Gil-Alaña, Luis A.
Ma, Feng
Caporale, Guglielmo Maria
9
Kanas, Angelos
9
Gupta, Rangan
8
Liang, Chao
5
Wei, Yu
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Choudhry, Taufiq
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Energy economics
20
Applied economics
12
International review of economics & finance : IREF
10
International review of financial analysis
10
Applied economics letters
9
Economic modelling
8
Finance research letters
6
Journal of forecasting
6
Journal of economics and finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
The journal of futures markets
3
China finance review international
2
Economia internazionale
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of theoretical and applied finance
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African development review
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics letters
1
Atlantic economic journal : AEJ
1
Computational economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics bulletin : EB
1
European review of economics and finance
1
Financial innovation : FIN
1
Global economy journal : GEJ
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International Journal of Financial Studies : open access journal
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of applied econometrics
1
Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
21
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1
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
2
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
5
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
6
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
7
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
8
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
9
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
10
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
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