//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~person:"Gong, Xu"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Xiao, Jihong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Stock market"
~subject:"Ölpreis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Oil price
Portfolio selection
Stock market
Ölpreis
Volatility
61
Volatilität
61
ARCH model
39
ARCH-Modell
39
Forecasting model
32
Prognoseverfahren
32
Commodity derivative
23
Rohstoffderivat
23
Welt
19
World
19
Estimation
18
Schätzung
18
Börsenkurs
17
Share price
17
Volatility forecasting
15
Aktienmarkt
14
Capital income
13
Kapitaleinkommen
13
Oil market
13
Ölmarkt
12
Spillover effect
11
Spillover-Effekt
11
Erdöl
10
Petroleum
10
Risiko
8
Risk
8
USA
7
United States
7
China
6
Forecast
6
Prognose
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
Markov-Kette
5
Realized volatility
5
Theorie
5
more ...
less ...
Online availability
All
Undetermined
43
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
50
Author
All
Gong, Xu
Ma, Feng
Sadorsky, Perry A.
Xiao, Jihong
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
16
Tiwari, Aviral Kumar
16
Bouri, Elie
15
Hammoudeh, Shawkat
14
Ji, Qiang
13
Wang, Yudong
13
Wei, Yu
12
Shahzad, Syed Jawad Hussain
10
Wen, Fenghua
10
Zhang, Yaojie
10
Kang, Sang Hoon
9
Demirer, Rıza
8
Lu, Xinjie
8
Mensi, Walid
8
Roubaud, David
8
Dai, Zhifeng
7
Lin, Boqiang
7
Uddin, Mohammed Gazi Salah
7
Wohar, Mark E.
7
Arouri, Mohamed
6
Filis, George
6
Li, Xiafei
6
Liang, Chao
6
Salisu, Afees A.
6
Corbet, Shaen
5
Das, Debojyoti
5
Dutta, Anupam
5
Liu, Li
5
Luo, Jiawen
5
Molnár, Peter
5
Todorova, Neda
5
Zhang, Dayong
5
Zhu, Huiming
5
Chevallier, Julien
4
Do, Hung Xuan
4
more ...
less ...
Published in...
All
Energy economics
Finance research letters
Journal of forecasting
Applied economics
12
International review of economics & finance : IREF
11
International review of financial analysis
9
Economic modelling
7
International journal of finance & economics : IJFE
6
Emerging markets, finance and trade : EMFT
3
International journal of forecasting
3
Journal of empirical finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
China finance review international
2
Korea and the world economy
2
Pacific-Basin finance journal
2
The Korean economic review
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Australian economic papers
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International money and finance
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Modern economy
1
Quantitative finance
1
Review of financial economics : RFE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
1
The journal of the Korean economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
3
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
4
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
5
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
6
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:
7
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:
8
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:
9
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->