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~isPartOf:"Energy economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The Korean economic review"
~language:"eng"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Soytaş, Uǧur"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"China"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Rohstoffderivat"
~subject:"Stock market"
~subject:"Volatility forecasting"
~subject:"Welt"
~subject:"Ölpreis"
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Ma, Feng
Sadorsky, Perry A.
Soytaş, Uǧur
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
16
Gupta, Rangan
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11
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11
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6
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1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
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
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
4
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
5
In search of time-varying jumps during the turmoil periods : evidence from crude oil futures markets
Dutta, Anupam
;
Soytaş, Uǧur
;
Das, Debojyoti
; …
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477590
Saved in:
6
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
7
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
8
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:
9
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
10
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
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