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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Ademmer, Martin"
~person:"Cebula, Richard J."
~person:"Feijó, Carmem"
~person:"Hammoudeh, Shawkat"
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Economic policy"
~subject:"Fiscal consolidation"
~subject:"Oil price"
~subject:"Public debt"
~subject:"Share price"
~type_genre:"Article in journal"
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ARCH-Modell
Aktienmarkt
Economic policy
Fiscal consolidation
Oil price
Public debt
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Forecasting model
8
Prognoseverfahren
8
Volatility
8
Volatilität
8
Estimation
6
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volatility forecasting
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forecasting
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oil price
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realized volatility
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Ademmer, Martin
Cebula, Richard J.
Feijó, Carmem
Hammoudeh, Shawkat
Ma, Feng
Neck, Reinhard
Stiglitz, Joseph E.
Vines, David
Afonso, António
6
Gupta, Rangan
5
Liang, Chao
5
Gong, Xu
4
Kanas, Angelos
4
Kouretas, Georgios P.
4
Wei, Yu
4
Caporale, Guglielmo Maria
3
Chen, Zhonglu
3
Choudhry, Taufiq
3
Li, Xiafei
3
Lin, Boqiang
3
McMillan, David G.
3
Shahbaz, Muhammad
3
Tiwari, Aviral Kumar
3
Wickens, Michael R.
3
Apergēs, Nikolaos
2
Arghyrou, Michael Georgiou
2
Ausloos, Marcel
2
Belaîd, Fateh
2
Bredin, Donal
2
Carlson, Mark
2
Cashin, Paul A.
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Cheung, Yin-Wong
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Hyde, Stuart
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Kohlscheen, Emanuel
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2
Kwon, Dohyoung
2
Lau, Chi Keung
2
Lewis, Kurt F.
2
Mallick, Sushanta Kumar
2
Mills, Terence C.
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International journal of finance & economics : IJFE
Energy economics
47
International review of economics & finance : IREF
20
International review of financial analysis
18
Applied economics
15
Economia internazionale
11
Empirica : journal of european economics
11
Journal of international financial markets, institutions & money
11
Economic modelling
10
Emerging markets review
8
Oxford review of economic policy
7
The North American journal of economics and finance : a journal of financial economics studies
7
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
6
Pacific-Basin finance journal
6
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
6
Finance research letters
5
Research in international business and finance
5
Applied economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
The world economy : the leading journal on international economic relations
4
Atlantic economic journal : AEJ
3
Central European journal of operations research
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
Journal of economic behavior & organization : JEBO
3
Journal of financial economic policy
3
Journal of forecasting
3
Public finance
3
Southern economic journal
3
Brazilian journal of political economy
2
Challenge
2
China finance review international
2
Energy policy
2
International journal of political economy : a journal of translations
2
International journal of sustainable economy
2
Journal of economics and finance
2
Journal of empirical finance
2
Public choice
2
The Economists' voice
2
The Indian journal of economics
2
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ECONIS (ZBW)
10
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1
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10
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10
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date (newest first)
date (oldest first)
1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
3
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
4
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
5
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
6
The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis
Tiwari, Aviral Kumar
;
Raheem, Ibrahim Dolapo
;
Bozoklu, Seref
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1569-1590
Persistent link: https://www.econbiz.de/10012815114
Saved in:
7
Stock market dynamics and the relative importance of domestic, foreign, and common shocks
Ademmer, Martin
;
Horn, Wolfram
;
Quast, Josefine
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3911-3923
Persistent link: https://www.econbiz.de/10013461285
Saved in:
8
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
9
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
10
The efficient resolution of capital account crises : how to avoid moral hazard
Irwin, Gregor
;
Vines, David
- In:
International journal of finance & economics : IJFE
10
(
2005
)
3
,
pp. 233-250
Persistent link: https://www.econbiz.de/10003008590
Saved in:
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