//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~person:"Luo, Jiawen"
~person:"Wei, Yu"
~subject:"Resources sector"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Resources sector
Volatility
Commodity derivative
8
Rohstoffderivat
8
Volatilität
8
Oil price
7
Ölpreis
7
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Prognoseverfahren
5
Welt
5
World
5
China
4
Estimation
4
Schätzung
4
Erdöl
3
Oil market
3
Petroleum
3
Ölmarkt
3
Crude oil
2
Crude oil market
2
Volatility forecasting
2
Agrarpreis
1
Agricultural commodity futures
1
Agricultural price
1
Asset allocation
1
Asymmetric volatility spillover
1
Börsenkurs
1
Capital income
1
Capital market returns
1
China’s crude oil futures
1
Co-volatility
1
Combination
1
Commodity market
1
Commodity markets
1
Connectedness
1
Derivat
1
Derivative
1
Dynamic model averaging method
1
Erdölindustrie
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Luo, Jiawen
Wei, Yu
Ma, Feng
11
Hammoudeh, Shawkat
7
Nguyen, Duc Khuong
5
Chevallier, Julien
4
Filis, George
4
Kang, Sang Hoon
4
Lin, Boqiang
4
Uddin, Mohammed Gazi Salah
4
Yoon, Seong-min
4
Arouri, Mohamed
3
Bouri, Elie
3
Chang, Chia-Lin
3
Dai, Zhifeng
3
Dutta, Anupam
3
Gong, Xu
3
Hou, Yang
3
Hu, Yang
3
Ji, Qiang
3
Klein, Tony
3
Lee, Chien-chiang
3
Maitra, Debasish
3
Manera, Matteo
3
McAleer, Michael
3
Mensi, Walid
3
Tiwari, Aviral Kumar
3
Wang, Yudong
3
Yahya, Muhammad
3
Zhang, Yaojie
3
Alizadeh-Masoodian, Amir H.
2
Antonakakis, Nikolaos
2
Corbet, Shaen
2
Cuñado Eizaguirre, Juncal
2
Das, Debojyoti
2
Degiannakis, Stavros
2
Fonseca, José da
2
Gabauer, David
2
Guhathakurta, Kousik
2
Hasanov, Akram Shavkatovich
2
more ...
less ...
Published in...
All
Energy economics
International journal of finance & economics : IJFE
3
International review of financial analysis
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
QMS Research Paper 2021/04
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
2
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
3
High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
Luo, Jiawen
;
Ji, Qiang
- In:
Energy economics
76
(
2018
),
pp. 424-438
Persistent link: https://www.econbiz.de/10011976696
Saved in:
4
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
5
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
6
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:
7
Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
Saved in:
8
Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->