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~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Bilgin, Mehmet Huseyin"
~person:"Ciner, Cetin"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Li, Yan"
~person:"Ma, Feng"
~person:"Wang, Ze"
~person:"Wei, Yu"
~person:"Xiong, Xiong"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Hedging"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Hedging
Oil price
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Theorie
Time series analysis
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Volatility
61
Volatilität
61
ARCH model
28
ARCH-Modell
28
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Bilgin, Mehmet Huseyin
Ciner, Cetin
Degiannakis, Stavros
Floros, Christos
Li, Yan
Ma, Feng
Wang, Ze
Wei, Yu
Xiong, Xiong
Yin, Libo
Yoon, Seong-min
Bouri, Elie
10
Lau, Chi Keung
8
Roubaud, David
8
Guesmi, Khaled
7
Hammoudeh, Shawkat
7
Liang, Chao
7
Lu, Xinjie
7
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6
Gupta, Rangan
6
Ji, Qiang
6
Lucey, Brian M.
6
McMillan, David G.
6
Mensi, Walid
6
Molnár, Peter
6
Shahzad, Syed Jawad Hussain
6
Aloui, Chaker
5
Corbet, Shaen
5
Filis, George
5
Sun, Xiaolei
5
Wang, Jiqian
5
Yarovaya, Larisa
5
An, Haizhong
4
Brzeszczyński, Janusz
4
Caporale, Guglielmo Maria
4
Christiansen, Charlotte
4
Das, Debojyoti
4
Gil-Alaña, Luis A.
4
Lin, Boqiang
4
Nguyen, Duc Khuong
4
Nonejad, Nima
4
Sun, Qingru
4
Tiwari, Aviral Kumar
4
Uddin, Mohammed Gazi Salah
4
Wagner, Niklas F.
4
Wang, Jun
4
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Finance research letters
International review of financial analysis
Journal of international financial markets, institutions & money
Energy economics
41
Applied economics
13
International review of economics & finance : IREF
12
Economic modelling
9
International journal of finance & economics : IJFE
8
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Journal of empirical finance
5
Pacific-Basin finance journal
5
International journal of forecasting
4
Journal of forecasting
4
Research in international business and finance
4
The energy journal
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Bank of Greece Working Paper
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Financial innovation : FIN
3
Global finance journal
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2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Working Paper / Bank of Greece
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Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
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Applied financial economics
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Applied financial economics letters
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Australian economic papers
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Department of Economics working paper series
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Economics letters
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ECONIS (ZBW)
52
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1
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
2
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
3
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
4
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
5
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
6
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
7
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
8
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
9
Oil price volatility predictability based on global economic conditions
Guo, Yangli
;
Ma, Feng
;
Li, Haibo
;
Lai, Xiaodong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
Saved in:
10
A volatility model based on adaptive expectations : an improvement on the rational expectations model
Yao, Yuan
;
Zhao, Yang
;
Li, Yan
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013431245
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