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~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
~person:"Ma, Feng"
~person:"Nguyen, Duc Khuong"
~subject:"ARCH-Modell"
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Search: subject_exact:"ARCH-Modell"
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ARCH-Modell
ARCH model
25
Volatility
24
Volatilität
24
Forecasting model
20
Prognoseverfahren
20
Oil price
18
Ölpreis
18
Commodity derivative
14
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14
Volatility forecasting
12
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25
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Ma, Feng
Nguyen, Duc Khuong
Bouri, Elie
10
Tiwari, Aviral Kumar
9
Hammoudeh, Shawkat
8
Yoon, Seong-min
8
Wang, Yudong
7
Wei, Yu
7
Zhang, Yaojie
7
Chevallier, Julien
5
Corbet, Shaen
5
Huang, Dengshi
5
Ji, Qiang
5
Klein, Tony
5
Liang, Chao
5
Lu, Xinjie
5
Lucey, Brian M.
5
McAleer, Michael
5
Sadorsky, Perry A.
5
Wang, Jiqian
5
Wen, Fenghua
5
Wu, Xinyu
5
Chang, Chia-Lin
4
Gong, Xu
4
Hasanov, Akram Shavkatovich
4
Kang, Sang Hoon
4
Lau, Chi Keung
4
Li, Ping
4
Lin, Boqiang
4
Liu, Jing
4
Luo, Xingguo
4
Mensi, Walid
4
Serletis, Apostolos
4
Uddin, Mohammed Gazi Salah
4
Wang, Shouyang
4
Wu, Chongfeng
4
Zhong, Juandan
4
Abakah, Emmanuel Joel Aikins
3
Batten, Jonathan A.
3
Baum, Christopher F.
3
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Energy economics
Finance research letters
Journal of economic dynamics & control
International review of financial analysis
8
International review of economics & finance : IREF
7
Applied economics
6
Economic modelling
5
International journal of finance & economics : IJFE
5
Journal of international financial markets, institutions & money
4
International journal of forecasting
3
Journal of forecasting
3
Applied economics letters
2
Quantitative finance
2
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of management science and engineering
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Operational Research Society : OR
1
Managerial finance
1
Pacific-Basin finance journal
1
Review of accounting & finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The journal of applied business research
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The journal of futures markets
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ECONIS (ZBW)
25
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1
Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang
;
Ma, Feng
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
Saved in:
2
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:
3
Cross-sectional uncertainty and stock market volatility : new evidence
Lu, Fei
;
Ma, Feng
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513322
Saved in:
4
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:
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
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:
7
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:
8
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
9
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
10
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
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