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~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Hasanov, Akram Shavkatovich"
~person:"Kang, Sang Hoon"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"Commodity derivative"
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Search: subject:"conditional heteroskedasticity"
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Commodity derivative
ARCH model
29
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29
Volatility
29
Volatilität
29
Oil price
22
Ölpreis
22
Forecasting model
19
Prognoseverfahren
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18
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11
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10
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Hasanov, Akram Shavkatovich
Kang, Sang Hoon
Ma, Feng
McAleer, Michael
Wei, Yu
5
Zhang, Yaojie
4
Chang, Chia-Lin
3
Chevallier, Julien
3
Gong, Xu
3
Nguyen, Duc Khuong
3
Hammoudeh, Shawkat
2
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2
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2
Klein, Tony
2
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2
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2
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2
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2
Roengchai Tansuchat
2
Sadorsky, Perry A.
2
Wang, Shouyang
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2
Yoon, Seong-min
2
Zagaglia, Paolo
2
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1
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1
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Al-Freedi, Ajab
1
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Energy economics
International journal of finance & economics : IJFE
Econometric Institute research papers
9
Working paper
6
Finance research letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
18
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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
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
3
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
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
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:
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
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
Forecasting volatility in the petroleum futures markets : a re-examination and extension
Hasanov, Akram Shavkatovich
;
Shaiban, Mohammed Sharaf
; …
- In:
Energy economics
86
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012511802
Saved in:
9
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:
10
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
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