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~isPartOf:"Energy economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of public economics"
~language:"eng"
~person:"Ma, Feng"
~person:"Otero, Jesús G."
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Schätzung
Forecasting model
27
Prognoseverfahren
27
Volatility
27
Volatilität
27
ARCH model
22
ARCH-Modell
22
Oil price
20
Ölpreis
20
Volatility forecasting
15
Estimation
14
Commodity derivative
13
Rohstoffderivat
13
Welt
10
World
10
Aktienmarkt
9
Börsenkurs
9
Share price
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8
Kapitaleinkommen
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Erdöl
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Petroleum
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Forecast
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Oil market
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Prognose
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Realized volatility
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USA
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United States
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Ölmarkt
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Cointegration
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Kointegration
4
Time series analysis
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Zeitreihenanalyse
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Asset allocation
3
Causality analysis
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Crude oil futures
3
Kausalanalyse
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Panel
3
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English
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Ma, Feng
Otero, Jesús G.
Hammoudeh, Shawkat
13
Wang, Yudong
12
Lee, Chien-chiang
9
Wohar, Mark E.
9
Balcilar, Mehmet
8
Gupta, Rangan
8
Salisu, Afees A.
8
Shahbaz, Muhammad
8
Smyth, Russell
8
Bouri, Elie
7
Liddle, Brantley
7
Tiwari, Aviral Kumar
7
Xuan Vinh Vo
7
Yin, Libo
6
Ghoddusi, Hamed
5
Gil-Alaña, Luis A.
5
Gozgor, Giray
5
Kang, Sang Hoon
5
Liu, Li
5
Narayan, Paresh Kumar
5
Ren, Xiaohang
5
Yoon, Seong-min
5
Apergēs, Nikolaos
4
Balli, Faruk
4
Gruber, Jonathan
4
Ji, Qiang
4
Kutan, Ali Mustafa
4
McAleer, Michael
4
Miller, J. Isaac
4
Narayan, Seema
4
Park, Sung Y.
4
Polemis, Michael
4
Shahzad, Syed Jawad Hussain
4
Sousa, Ricardo M.
4
Wang, Shouyang
4
Wei, Yu
4
Wen, Fenghua
4
Xiao, Jihong
4
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Energy economics
International review of economics & finance : IREF
Journal of public economics
Applied economics
5
International review of financial analysis
5
Finance research letters
4
International journal of finance & economics : IJFE
3
Applied economics letters
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Computational economics
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The journal of real estate finance and economics
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ECONIS (ZBW)
14
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14
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date (oldest first)
1
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
Saved in:
2
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
3
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:
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 importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
6
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:
7
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
8
Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J.
;
Otero, Jesús G.
- In:
Energy economics
82
(
2019
),
pp. 224-236
Persistent link: https://www.econbiz.de/10012173925
Saved in:
9
Forecasting the prices of crude oil : an iterated combination approach
Zhang, Yaojie
;
Ma, Feng
;
Shi, Benshan
;
Huang, Dengshi
- In:
Energy economics
70
(
2018
),
pp. 472-483
Persistent link: https://www.econbiz.de/10011942869
Saved in:
10
Investigating diesel market integration in France : evidence from micro data
Cárdenas, Jeisson
;
Gutiérrez Urdaneta, Luis H.
; …
- In:
Energy economics
63
(
2017
),
pp. 314-321
Persistent link: https://www.econbiz.de/10011757984
Saved in:
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