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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Chang, Chia-Lin"
~person:"Chevallier, Julien"
~person:"Hammoudeh, Shawkat"
~person:"Huang, Dengshi"
~person:"Ignatieva, Ekaterina"
~person:"Ma, Feng"
~subject:"Credit derivative"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Credit derivative
Estimation
Spillover effect
Stock market
Time series analysis
Volatilität
Ölmarkt
Ölpreis
Volatility
52
Oil price
32
ARCH model
31
ARCH-Modell
31
Commodity derivative
23
Rohstoffderivat
23
Forecasting model
20
Prognoseverfahren
20
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16
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16
Volatility forecasting
11
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Erdöl
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Börsenkurs
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Share price
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Zeitreihenanalyse
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Natural gas
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Portfolio selection
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Portfolio-Management
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Realized volatility
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Spillover-Effekt
6
Erdgas
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Kreditderivat
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Markov chain
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Aufsatz in Zeitschrift
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52
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52
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Chang, Chia-Lin
Chevallier, Julien
Hammoudeh, Shawkat
Huang, Dengshi
Ignatieva, Ekaterina
Ma, Feng
Tiwari, Aviral Kumar
18
Bouri, Elie
14
Wang, Yudong
14
Gupta, Rangan
12
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Batten, Jonathan A.
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liu, Bing-Yue
5
Liu, Li
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Sitara Karim
5
Soytaş, Uǧur
5
Wang, Jiqian
5
Wang, Shouyang
5
Yin, Libo
5
Dutta, Anupam
4
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Energy economics
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International review of economics & finance : IREF
17
International review of financial analysis
15
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
12
Economic modelling
10
Finance research letters
8
International journal of finance & economics : IJFE
8
Applied economics letters
7
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Journal of banking & finance
4
Journal of forecasting
4
Pacific-Basin finance journal
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
Journal of econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
China finance review international
2
Economics letters
2
Energy policy
2
Journal of economic behavior & organization : JEBO
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
The energy journal
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Annals of finance
1
Annals of financial economics
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International review of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of commodity markets
1
Journal of empirical finance
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ECONIS (ZBW)
52
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1
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:
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
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
4
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:
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
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
7
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
Saved in:
8
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
9
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
10
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
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