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~isPartOf:"International journal of forecasting"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Schätzung"
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ARCH model
Derivat
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Commodity derivative
11
Forecasting model
11
Prognoseverfahren
11
Rohstoffderivat
11
Volatility
6
Volatilität
6
Estimation
5
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4
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1964-1995
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Wang, Yudong
3
Zhang, Yaojie
3
He, Mengxi
2
Asai, Manabu
1
Athanasopoulos, George
1
Chen, Langnan
1
Gupta, Rangan
1
Horváth, Lajos
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Hyndman, Rob J.
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1
Wang, Shixuan
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Wei, Lu
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Wen, Danyan
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International journal of forecasting
Energy economics
149
The journal of futures markets
57
Finance research letters
34
International review of financial analysis
33
Economic modelling
32
International review of economics & finance : IREF
31
Applied economics
26
Journal of banking & finance
23
Journal of commodity markets
23
Applied economics letters
19
International Journal of Energy Economics and Policy : IJEEP
18
Research in international business and finance
18
The energy journal
18
Working paper
18
American journal of agricultural economics
13
The North American journal of economics and finance : a journal of financial economics studies
12
Applied financial economics
11
Econometric Institute research papers
10
International journal of finance & economics : IJFE
9
Journal of empirical finance
9
Journal of international financial markets, institutions & money
8
Journal of international money and finance
8
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Journal of applied econometrics
7
Pacific-Basin finance journal
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
The European journal of finance
7
Applied economic perspectives and policy
6
Cogent economics & finance
6
European journal of operational research : EJOR
6
Journal of forecasting
6
Quantitative finance
6
Review of quantitative finance and accounting
6
Working paper / National Bureau of Economic Research, Inc.
6
CESifo working papers
5
European review of agricultural economics : ERAE
5
International journal of bonds and derivatives
5
International journal of theoretical and applied finance
5
Journal of agricultural economics
5
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ECONIS (ZBW)
9
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1
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
2
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
3
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
4
A novel text-based framework for forecasting agricultural futures using massive online news headlines
Li, Jianping
;
Li, Guowen
;
Liu, Mingxi
;
Zhu, Xiaoqian
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 35-50
Persistent link: https://www.econbiz.de/10013347409
Saved in:
5
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
6
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
7
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
8
Crude oil price forecasting based on internet concern using an extreme learning machine
Wang, Jue
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012031079
Saved in:
9
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
Saved in:
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