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~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Ma, Feng"
~person:"Nguyen, Duc Khuong"
~subject:"Prognoseverfahren"
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Search: subject_exact:"ARCH-Modell"
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Prognoseverfahren
ARCH model
21
ARCH-Modell
21
Volatility
20
Volatilität
20
Oil price
17
Ölpreis
17
Forecasting model
16
Commodity derivative
13
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Forecasting
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Ma, Feng
Nguyen, Duc Khuong
Zhang, Yaojie
6
Liang, Chao
4
Wei, Yu
4
Lai, Xiaodong
3
Liu, Jing
3
Lu, Xinjie
3
Wang, Jiqian
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Wang, Yudong
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Al-Freedi, Ajab
2
Bouri, Elie
2
Fałdziński, Marcin
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2
Guo, Yangli
2
Hasanov, Akram Shavkatovich
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Huang, Dengshi
2
Huang, Yisu
2
Klein, Tony
2
Li, Xiafei
2
Mohammadi, Hassan
2
Qu, Hui
2
Umar, Muhammad
2
Wang, Lu
2
Wu, Chongfeng
2
Xu, Yahua
2
Alizadeh-Masoodian, Amir H.
1
Arouri, Mohamed
1
Ausín, M. Concepción
1
Bakas, Dimitrios
1
Barbaglia, Luca
1
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1
Berger, Theo
1
Bissoondoyal-Bheenick, Emawtee
1
Bonnier, Jean-Baptiste
1
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1
Brooks, Robert
1
Byun, Suk Joon
1
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Energy economics
Journal of economic dynamics & control
International review of financial analysis
7
International review of economics & finance : IREF
6
Applied economics
5
International journal of finance & economics : IJFE
5
Economic modelling
3
International journal of forecasting
3
Journal of forecasting
3
Applied economics letters
2
Finance research letters
2
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
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Journal of management science and engineering
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Journal of the Operational Research Society : OR
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Pacific-Basin finance journal
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
16
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1
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
2
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:
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
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:
8
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
9
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
10
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:
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