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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Cebula, Richard J."
~person:"Feijó, Carmem"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"Economic policy"
~subject:"Oil market"
~subject:"Public debt"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Book review"
~type_genre:"Rezension"
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Economic policy
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Forecasting model
10
Prognoseverfahren
10
Volatilität
10
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9
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9
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6
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Cebula, Richard J.
Feijó, Carmem
Gupta, Rangan
Ma, Feng
Neck, Reinhard
Stiglitz, Joseph E.
Vines, David
Afonso, António
5
Kouretas, Georgios P.
5
Liang, Chao
5
Shahbaz, Muhammad
5
Caporale, Guglielmo Maria
4
Gong, Xu
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Kanas, Angelos
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Li, Xiafei
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Jawadi, Fredj
3
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3
Salisu, Afees A.
3
Xuan Vinh Vo
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Abor, Joshua Yindenaba
2
Agbloyor, Elikplimi Komla
2
Ahmed, Rizwan
2
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Arshian Sharif
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2
Azhar Mohamad
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Aşici, Ahmet Atil
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Carlson, Mark
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Chen, Zhonglu
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Coakley, Jerry
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Enilov, Martin
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2
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2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Hook, Law Siong
2
Jalles, João Tovar
2
Jiang, Yonghong
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International journal of finance & economics : IJFE
Energy economics
39
Finance research letters
27
Applied economics
16
International review of economics & finance : IREF
16
Oxford review of economic policy
16
International review of financial analysis
15
The North American journal of economics and finance : a journal of financial economics studies
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Empirica : journal of european economics
12
Applied economics letters
11
Economia internazionale
11
Economic modelling
9
Economics letters
9
Journal of forecasting
9
Journal of policy modeling : JPMOD ; a social science forum of world issues
8
Research in international business and finance
8
Journal of economics and finance
6
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International journal of forecasting
5
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
5
Southern economic journal
5
The European journal of finance
5
Annals of financial economics
4
Atlantic economic journal : AEJ
4
Defence and peace economics
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial innovation : FIN
4
Central European journal of operations research
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics and economic policy : IEEP
3
Journal of financial economic policy
3
Journal of globalization and development
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
Public finance
3
Structural change and economic dynamics : SC+ED
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The Economists' voice
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ECONIS (ZBW)
10
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1
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:
2
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:
3
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
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:
6
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:
7
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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 predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
10
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:
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