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~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
~person:"Ma, Feng"
~person:"Nguyen, Duc Khuong"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
22
ARCH-Modell
22
Volatility
21
Volatilität
21
Forecasting model
17
Oil price
17
Prognoseverfahren
17
Ölpreis
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14
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Ma, Feng
Nguyen, Duc Khuong
Bouri, Elie
9
Tiwari, Aviral Kumar
9
Hammoudeh, Shawkat
8
Yoon, Seong-min
8
Wang, Yudong
7
Wei, Yu
7
Zhang, Yaojie
7
Chevallier, Julien
5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
Gong, Xu
4
Hasanov, Akram Shavkatovich
4
Ji, Qiang
4
Kang, Sang Hoon
4
Lau, Chi Keung
4
Li, Ping
4
Lin, Boqiang
4
Liu, Jing
4
Mensi, Walid
4
Serletis, Apostolos
4
Wang, Jiqian
4
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4
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3
Baum, Christopher F.
3
Ciarreta, Aitor
3
Elder, John
3
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3
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3
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3
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Energy economics
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Journal of economic dynamics & control
International review of economics & finance : IREF
7
International review of financial analysis
7
Applied economics
6
Economic modelling
5
International journal of finance & economics : IJFE
4
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4
International journal of forecasting
3
Journal of forecasting
3
Applied economics letters
2
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2
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
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ECONIS (ZBW)
22
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22
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1
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:
2
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:
3
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:
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
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:
7
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:
8
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
9
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan
;
Liang, Chao
;
Ma, Feng
;
Wang, Jiqian
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
Saved in:
10
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Saved in:
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