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~isPartOf:"Energy economics"
~language:"eng"
~person:"Ma, Feng"
~subject:"Capital income"
~subject:"Oil price"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Capital income
Oil price
Volatility
20
Volatilität
20
Forecasting model
19
Prognoseverfahren
19
Ölpreis
17
ARCH model
16
ARCH-Modell
16
Commodity derivative
11
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11
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Article in journal
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18
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English
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Ma, Feng
Hammoudeh, Shawkat
29
Wang, Yudong
25
Tiwari, Aviral Kumar
22
Gupta, Rangan
21
Wang, Shouyang
17
Sadorsky, Perry A.
15
Bouri, Elie
13
Kang, Sang Hoon
13
Wen, Fenghua
13
Ji, Qiang
12
Demirer, Rıza
11
Filis, George
10
Manera, Matteo
10
Shahbaz, Muhammad
10
Shahzad, Syed Jawad Hussain
10
Uddin, Mohammed Gazi Salah
10
Yoon, Seong-min
10
Dai, Zhifeng
9
Fan, Ying
9
Lee, Chien-chiang
9
Ratti, Ronald A.
9
Smyth, Russell
9
Wei, Yu
9
Yin, Libo
9
Zhang, Dayong
9
Zhang, Yaojie
9
Kaufmann, Robert Kurt
8
Liu, Li
8
Mensi, Walid
8
Naeem, Muhammad Abubakr
8
Narayan, Paresh Kumar
8
Nguyen, Duc Khuong
8
Reboredo, Juan Carlos
8
Serletis, Apostolos
8
Wu, Chongfeng
8
Do, Hung Xuan
6
Gong, Xu
6
Lin, Boqiang
6
Lucey, Brian M.
6
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Energy economics
International review of financial analysis
11
Economic modelling
6
Finance research letters
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Applied economics
3
Applied economics letters
3
Journal of empirical finance
3
Journal of forecasting
3
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
18
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18
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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
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
Saved in:
4
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:
5
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:
6
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
7
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
8
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
9
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Saved in:
10
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
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