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~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Ma, Feng"
~person:"Yoon, Seong-min"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
23
ARCH-Modell
23
Volatility
23
Volatilität
23
Oil price
19
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19
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14
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Ma, Feng
Yoon, Seong-min
Bouri, Elie
8
Hammoudeh, Shawkat
8
Wang, Yudong
6
Wei, Yu
6
Zhang, Yaojie
6
Nguyen, Duc Khuong
5
Sadorsky, Perry A.
5
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4
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4
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4
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3
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3
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3
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3
Ji, Qiang
3
Kang, Sang Hoon
3
Klein, Tony
3
Lai, Xiaodong
3
Liu, Jing
3
Liu, Xiaochun
3
Lu, Xinjie
3
McAleer, Michael
3
Mensi, Walid
3
Rahman, Sajjadur
3
Sévi, Benoît
3
Uddin, Mohammed Gazi Salah
3
Umar, Muhammad
3
Wang, Jiqian
3
Wang, Lu
3
Wang, Shouyang
3
Wang, Xunxiao
3
Wu, Chongfeng
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Energy economics
Journal of economic dynamics & control
International review of economics & finance : IREF
7
International review of financial analysis
7
Applied economics
6
International journal of finance & economics : IJFE
5
Economic modelling
3
Finance research letters
3
International journal of forecasting
3
Journal of forecasting
3
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2
Dae oe gyeong je yeon gu
2
Korea and the world economy
2
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2
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2
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2
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1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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1
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1
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1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
23
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23
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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
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:
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
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:
8
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:
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
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
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