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~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~person:"Liang, Chao"
~person:"Maitra, Debasish"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Wei, Yu"
~person:"Wu, Chongfeng"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Prognose"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
Prognose
Time series analysis
Ölmarkt
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Volatility
67
Volatilität
67
ARCH model
30
ARCH-Modell
30
Welt
30
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30
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19
Prognoseverfahren
19
Schätzung
18
Spillover effect
18
Spillover-Effekt
18
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17
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16
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16
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Crude oil
7
Risikomaß
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Risk measure
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Liang, Chao
Maitra, Debasish
Tiwari, Aviral Kumar
Wang, Yudong
Wei, Yu
Wu, Chongfeng
Yin, Libo
Yoon, Seong-min
Ma, Feng
18
Hammoudeh, Shawkat
14
Bouri, Elie
13
Gupta, Rangan
11
Kang, Sang Hoon
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Ji, Qiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Wen, Fenghua
7
Dai, Zhifeng
6
Demirer, Rıza
6
Filis, George
6
Lin, Boqiang
6
Zhang, Yaojie
6
Dutta, Anupam
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Nguyen, Duc Khuong
5
Wohar, Mark E.
5
Elder, John
4
Li, Xiafei
4
Liu, Li
4
Lu, Xinjie
4
Maghyereh, Aktham I.
4
Naeem, Muhammad Abubakr
4
Roubaud, David
4
Salisu, Afees A.
4
Serletis, Apostolos
4
Sitara Karim
4
Soytaş, Uǧur
4
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Energy economics
Journal of empirical finance
Finance research letters
15
International review of economics & finance : IREF
10
Applied economics
8
International journal of finance & economics : IJFE
6
The North American journal of economics and finance : a journal of financial economics studies
5
International journal of forecasting
4
International review of financial analysis
4
Journal of forecasting
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Economic modelling
3
Australian economic papers
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economic behavior & organization
2
Applied economics letters
1
Borsa Istanbul Review
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Brussels economic review
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Dae oe gyeong je yeon gu
1
Economics : the open-access, open-assessment journal
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Financial innovation : FIN
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of law and management
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Journal of banking & finance
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Journal of behavioral and experimental finance
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of economics and finance
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OPEC energy review
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu
;
Huang, Yisu
;
Liang, Chao
;
Umar, Muhammad
- In:
Energy economics
110
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
Saved in:
8
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:
9
Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
Saved in:
10
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
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