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~isPartOf:"Energy economics"
~isPartOf:"Journal of international business studies : JIBS ; an official journal of the Academy of International Business"
~person:"Zhang, Yaojie"
~subject:"Prognoseverfahren"
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Search: ("Globalisierung" OR "Rohstoff" OR "Rohstoffpreis" OR "Wirtschaftskrise") AND NOT isPartOf:Wirtschaftsdienst
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Prognoseverfahren
ARCH model
3
ARCH-Modell
3
Commodity derivative
3
Forecasting model
3
Oil price
3
Rohstoffderivat
3
Volatility
3
Volatility forecasting
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Asset allocation
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Oil futures market
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Oil futures price
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Portfolio selection
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Predictive evaluation
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Realized range-based volatility
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oil futures price
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Zhang, Yaojie
Ma, Feng
9
Wei, Yu
4
Lee, Chien-chiang
3
Date, Paresh
2
Degiannakis, Stavros
2
DiLellio, James A.
2
Drachal, Krzysztof
2
Dyer, James S.
2
Filis, George
2
Hahn, Warren J.
2
Huang, Dengshi
2
Lai, Xiaodong
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Li, Xiafei
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Liu, Jing
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Liu, Li
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Lu, Xinjie
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Nguyen, Duc Khuong
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Al-Freedi, Ajab
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1
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Energy economics
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
International journal of forecasting
3
Economic modelling
2
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
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ECONIS (ZBW)
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Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
2
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
3
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
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