//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zhu, Huiming"
~subject:"Forecast"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Forecast
Oil price
Prognoseverfahren
Stock market
Time series analysis
Ölpreis
Volatility
88
Volatilität
88
ARCH model
40
ARCH-Modell
40
Forecasting model
34
Welt
30
World
30
Börsenkurs
26
Share price
26
Estimation
25
Schätzung
25
Aktienmarkt
23
Capital income
22
Kapitaleinkommen
22
Commodity derivative
20
Rohstoffderivat
20
Oil market
17
Spillover effect
17
Spillover-Effekt
17
Ölmarkt
16
Erdöl
13
Petroleum
13
China
12
Volatility forecasting
12
Zeitreihenanalyse
10
Risiko
9
Risk
9
Causality analysis
8
Crude oil
8
Kausalanalyse
8
Portfolio selection
8
Portfolio-Management
8
USA
8
United States
8
Economic policy uncertainty
7
more ...
less ...
Online availability
All
Undetermined
67
Type of publication
All
Article
74
Type of publication (narrower categories)
All
Article in journal
74
Aufsatz in Zeitschrift
74
Language
All
English
74
Author
All
Ma, Feng
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Yoon, Seong-min
Zhu, Huiming
Gupta, Rangan
22
Hammoudeh, Shawkat
18
Kang, Sang Hoon
13
Zhang, Yaojie
13
Bouri, Elie
12
Ji, Qiang
12
Mensi, Walid
12
Dai, Zhifeng
11
Wei, Yu
10
Wen, Fenghua
10
Demirer, Rıza
9
Uddin, Mohammed Gazi Salah
9
Wohar, Mark E.
9
Sadorsky, Perry A.
8
Salisu, Afees A.
8
Shahzad, Syed Jawad Hussain
8
Pierdzioch, Christian
7
Filis, George
6
Liang, Chao
6
Lin, Boqiang
6
Liu, Li
6
Nguyen, Duc Khuong
6
Wang, Jiqian
6
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Lu, Xinjie
5
Maitra, Debasish
5
Nonejad, Nima
5
Roubaud, David
5
Soytaş, Uǧur
5
Wu, Chongfeng
5
Xuan Vinh Vo
5
Balcilar, Mehmet
4
more ...
less ...
Published in...
All
Energy economics
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
19
International review of economics & finance : IREF
15
International review of financial analysis
14
Finance research letters
11
Economic modelling
9
International journal of finance & economics : IJFE
8
International journal of forecasting
6
Applied economics letters
4
Research in international business and finance
4
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of empirical finance
3
Pacific-Basin finance journal
3
The Korean economic review
3
China finance review international
2
Economics / Discussion papers : the open-access, open-assessment e-journal
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
Journal of management science and engineering
2
Korea and the world economy
2
Quantitative finance
2
The European journal of finance
2
Australian economic papers
1
Brussels economic review
1
Computational economics
1
Dae oe gyeong je yeon gu
1
Department of Economics working paper series
1
ERF working papers series
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
International money and finance
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
2
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Which factors drive Bitcoin volatility : macroeconomic, technical, or both?
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Guo, Yangli
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 970-988
Persistent link: https://www.econbiz.de/10014292892
Saved in:
8
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
9
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
10
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->