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~isPartOf:"Energy economics"
~isPartOf:"Research in international business and finance"
~language:"eng"
~subject:"Forecasting model"
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Search: subject_exact:"GARCH-Modell"
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Forecasting model
ARCH model
392
ARCH-Modell
392
Volatility
317
Volatilität
317
Oil price
175
Ölpreis
175
Welt
115
World
115
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103
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103
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GARCH
37
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Volatility forecasting
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Ma, Feng
14
Zhang, Yaojie
7
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4
Wang, Yudong
4
Wei, Yu
4
Bouri, Elie
3
Gupta, Rangan
3
Lai, Xiaodong
3
Liu, Jing
3
Lu, Xinjie
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3
Al-Freedi, Ajab
2
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2
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2
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2
Hasanov, Akram Shavkatovich
2
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2
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2
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2
Klein, Tony
2
Li, Pan
2
Li, Xiafei
2
Mohammadi, Hassan
2
Molnár, Peter
2
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Qu, Hui
2
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2
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2
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2
Alizadeh-Masoodian, Amir H.
1
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Ausín, M. Concepción
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1
Balcilar, Mehmet
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Barbaglia, Luca
1
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1
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Energy economics
Research in international business and finance
International journal of forecasting
80
Journal of forecasting
73
Finance research letters
67
International review of financial analysis
40
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
35
Journal of empirical finance
33
Economic modelling
26
Applied economics letters
21
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20
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19
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18
Department of Economics working paper series
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The European journal of finance
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Pacific-Basin finance journal
12
Working papers
12
International Journal of Energy Economics and Policy : IJEEP
11
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11
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Econometric Institute research papers
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Financial innovation : FIN
8
International journal of economics and finance
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ECONIS (ZBW)
90
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90
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date (oldest first)
1
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
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
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
4
More is better? : the impact of predictor choice on the INE oil futures volatility forecasting
Fu, Tong
;
Huang, Dasen
;
Feng, Lingbing
;
Tang, Xiaoping
- In:
Energy economics
134
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015047115
Saved in:
5
Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
Wu, Hanlin
;
Li, Pan
;
Cao, Jiawei
;
Xu, Zijian
- In:
Energy economics
134
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015047129
Saved in:
6
China's futures market volatility and sectoral stock market volatility prediction
Zeng, Qing
;
Zhang, Jixiang
;
Zhong, Juandan
- In:
Energy economics
132
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015047525
Saved in:
7
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
8
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
9
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:
10
Jumps in the Chinese crude oil futures volatility forecasting : new evidence
Guo, Yangli
;
Li, Pan
;
Wu, Hanlin
- In:
Energy economics
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
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