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~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Wang, Yudong"
~person:"Xiao, Jihong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Rohstoffderivat"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH-Modell
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Rohstoffderivat
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54
Volatilität
54
ARCH model
33
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23
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Ma, Feng
Sadorsky, Perry A.
Wang, Yudong
Xiao, Jihong
Yin, Libo
Yoon, Seong-min
Hammoudeh, Shawkat
16
Tiwari, Aviral Kumar
15
Bouri, Elie
11
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9
Ji, Qiang
9
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9
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7
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6
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5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Naeem, Muhammad Abubakr
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5
Sitara Karim
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4
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4
Klein, Tony
4
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4
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International review of economics & finance : IREF
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9
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8
International journal of forecasting
7
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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
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:
4
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:
5
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
6
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:
7
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:
8
Oil price uncertainty and stock price crash risk : evidence from China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
9
Cash holdings and oil price uncertainty exposures
Wu, Xi
;
Wang, Yudong
;
Tong, Xinle
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012888459
Saved in:
10
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
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