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~isPartOf:"Energy economics"
~isPartOf:"Pacific-Basin finance journal"
~person:"Liang, Chao"
~person:"Lucey, Brian M."
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~person:"Zhang, Yaojie"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Prognose"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
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Volatility
75
Volatilität
75
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37
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67
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Liang, Chao
Lucey, Brian M.
Ma, Feng
Sadorsky, Perry A.
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Zhang, Yaojie
Hammoudeh, Shawkat
15
Bouri, Elie
14
Gupta, Rangan
10
Ji, Qiang
9
Kang, Sang Hoon
9
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8
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8
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7
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7
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6
Lin, Boqiang
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Filis, George
5
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Maitra, Debasish
5
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Nguyen, Duc Khuong
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Sitara Karim
5
Wohar, Mark E.
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Xiao, Jihong
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Zhang, Bing
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Do, Hung Xuan
4
Dutta, Anupam
4
Hasanov, Akram Shavkatovich
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4
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4
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4
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18
Finance research letters
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16
International review of financial analysis
14
Economic modelling
10
International journal of finance & economics : IJFE
10
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
Journal of forecasting
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Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Applied economics letters
4
The European journal of finance
4
Economics letters
3
Journal of empirical finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
China finance review international
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
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Journal of commodity markets
2
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Journal of management science and engineering
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The journal of futures markets
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Brussels economic review
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ECONIS (ZBW)
67
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1
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
2
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:
3
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
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
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
6
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
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
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:
9
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:
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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