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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The energy journal"
~isPartOf:"Working Paper / Bank of Greece"
~person:"Bilgin, Mehmet Huseyin"
~person:"Byström, Hans N. E."
~person:"Ciner, Cetin"
~person:"Degiannakis, Stavros"
~person:"Floros, Christos"
~person:"Ma, Feng"
~person:"Wang, Ze"
~person:"Wei, Yu"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Aktienmarkt
Oil price
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Time series analysis
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Volatility
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Volatilität
45
ARCH model
21
ARCH-Modell
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Bilgin, Mehmet Huseyin
Byström, Hans N. E.
Ciner, Cetin
Degiannakis, Stavros
Floros, Christos
Ma, Feng
Wang, Ze
Wei, Yu
Yin, Libo
Yoon, Seong-min
Filis, George
11
Hammoudeh, Shawkat
8
Li, Yan
7
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5
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Lau, Chi Keung
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Uddin, Mohammed Gazi Salah
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An, Haizhong
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3
Benkraiem, Ramzi
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Guesmi, Khaled
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Lin, Boqiang
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Lu, Xinjie
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Lucey, Brian M.
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Luu Duc Toan Huynh
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Shahzad, Syed Jawad Hussain
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Vigne, Samuel A.
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Wagner, Niklas F.
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Xiong, Xiong
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3
Abid, Ilyes
2
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2
Bekiros, Stelios
2
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2
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International review of financial analysis
Journal of international financial markets, institutions & money
The energy journal
Working Paper / Bank of Greece
Energy economics
40
Applied economics
13
International review of economics & finance : IREF
11
Economic modelling
8
Finance research letters
8
International journal of finance & economics : IJFE
6
The North American journal of economics and finance : a journal of financial economics studies
6
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5
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4
International journal of forecasting
4
Journal of forecasting
4
Research in international business and finance
4
Bank of Greece Working Paper
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2
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2
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2
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Department of Economics working paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
34
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1
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:
2
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:
3
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:
4
What should be taken into consideration when forecasting oil implied volatility index?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Giannopoulos, …
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
5
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:
6
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
7
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
8
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
9
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
10
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
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