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~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Liang, Chao"
~person:"Ma, Feng"
~person:"Maitra, Debasish"
~person:"Roubaud, David"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognose"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Oil price
Prognose
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Time series analysis
Ölpreis
Volatility
84
Volatilität
84
ARCH model
43
ARCH-Modell
43
Welt
35
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35
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34
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34
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24
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Aufsatz in Zeitschrift
Article in journal
71
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English
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Liang, Chao
Ma, Feng
Maitra, Debasish
Roubaud, David
Tiwari, Aviral Kumar
Wang, Yudong
Wei, Yu
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
13
Gupta, Rangan
11
Bouri, Elie
10
Ji, Qiang
8
Kang, Sang Hoon
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Dai, Zhifeng
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Shahzad, Syed Jawad Hussain
7
Zhang, Yaojie
7
Demirer, Rıza
6
Filis, George
6
Lin, Boqiang
6
Dutta, Anupam
5
Gong, Xu
5
Nguyen, Duc Khuong
5
Wohar, Mark E.
5
Wu, Chongfeng
5
Arouri, Mohamed
4
Do, Hung Xuan
4
Elder, John
4
Hasanov, Akram Shavkatovich
4
Li, Xiafei
4
Liu, Bing-Yue
4
Liu, Li
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Naeem, Muhammad Abubakr
4
Salisu, Afees A.
4
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Energy economics
Journal of empirical finance
Finance research letters
22
Applied economics
19
International review of economics & finance : IREF
16
International review of financial analysis
13
International journal of finance & economics : IJFE
11
Economic modelling
9
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
Journal of forecasting
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
Pacific-Basin finance journal
3
Australian economic papers
2
China finance review international
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
Journal of commodity markets
2
Journal of economic behavior & organization
2
Journal of management science and engineering
2
Korea and the world economy
2
The European journal of finance
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The Korean economic review
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The journal of futures markets
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Borsa Istanbul Review
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Brussels economic review
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Dae oe gyeong je yeon gu
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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Journal of banking & finance
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Journal of commodity markets : JCM
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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ECONIS (ZBW)
71
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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
Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar
;
Sharma, Gagan Deep
;
Rao, Amar
; …
- In:
Energy economics
134
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
Saved in:
3
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
Saved in:
4
Market volatilities vs oil shocks : which dominate the relative performance of green bonds?
Wei, Yu
;
Shi, Chunpei
;
Zhou, Chunyan
;
Wang, Qian
;
Liu, …
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046906
Saved in:
5
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:
6
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
7
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:
8
Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei
;
Liang, Chao
;
Chen, Zhonglu
;
Umar, Muhammad
- In:
Energy economics
108
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
Saved in:
9
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
10
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
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