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~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Liang, Chao"
~person:"Liu, Bing-Yue"
~person:"Liu, Li"
~person:"Lucey, Brian M."
~person:"Ma, Feng"
~person:"Maitra, Debasish"
~person:"Sadorsky, Perry A."
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Prognose"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
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Stock market
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Volatility
96
Volatilität
96
ARCH model
49
ARCH-Modell
49
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39
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39
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36
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25
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84
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Liang, Chao
Liu, Bing-Yue
Liu, Li
Lucey, Brian M.
Ma, Feng
Maitra, Debasish
Sadorsky, Perry A.
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Zhang, Yaojie
Bouri, Elie
14
Hammoudeh, Shawkat
14
Gupta, Rangan
13
Wei, Yu
12
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10
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9
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8
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7
Li, Xiafei
7
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7
Mensi, Walid
7
Salisu, Afees A.
7
Shahzad, Syed Jawad Hussain
7
Uddin, Mohammed Gazi Salah
7
Dai, Zhifeng
6
Gong, Xu
6
Nguyen, Duc Khuong
6
Dutta, Anupam
5
Filis, George
5
Wohar, Mark E.
5
Do, Hung Xuan
4
Hasanov, Akram Shavkatovich
4
Huang, Dengshi
4
Klein, Tony
4
Lau, Chi Keung
4
Lu, Xinjie
4
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4
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Energy economics
International journal of finance & economics : IJFE
Finance research letters
20
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18
International review of economics & finance : IREF
18
International review of financial analysis
15
Economic modelling
13
The North American journal of economics and finance : a journal of financial economics studies
13
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7
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6
Journal of international financial markets, institutions & money
6
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6
Research in international business and finance
6
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4
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3
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ECONIS (ZBW)
84
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
3
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
4
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
5
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
6
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:
7
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:
8
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
9
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:
10
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
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