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~isPartOf:"Journal of empirical finance"
~language:"deu"
~language:"eng"
~person:"Cuervo-Cazurra, Alvaro"
~person:"Faff, Robert W."
~person:"Ma, Feng"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~person:"Wu, Chongfeng"
~subject:"Börsenkurs"
~subject:"Economic policy"
~subject:"Forecasting model"
~subject:"Globalisierung"
~subject:"Oil price"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Economic policy
Forecasting model
Globalisierung
Oil price
Prognoseverfahren
7
Capital income
4
Kapitaleinkommen
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Ölpreis
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Predictive regression
3
Schätzung
3
Commodity derivative
2
Rohstoffderivat
2
Share price
2
Welt
2
World
2
Certainty equivalent return
1
Cojumps
1
Commodity risk premium
1
Crude oil
1
Crude oil volatility
1
Dynamic equi-correlation
1
Dynamic portfolio allocation
1
Economic forecast
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Economic significance
1
Elastic net
1
Equal weights
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Forecast
1
Forecasting
1
Industry portfolio
1
Jump intensity
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Lasso
1
Long-short portfolios
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Article in journal
Aufsatz in Zeitschrift
Language
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German
English
Author
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Cuervo-Cazurra, Alvaro
Faff, Robert W.
Ma, Feng
Stiglitz, Joseph E.
Vines, David
Wu, Chongfeng
Wang, Yudong
6
Frijns, Bart
4
Wu, Yangru
4
Cenesizoglu, Tolga
3
Gospodinov, Nikolaj
3
Kapetanios, George
3
Pan, Zhiyuan
3
Schlag, Christian
3
Tzavalis, Elias
3
Wei, K. C. John
3
Yu, Deshui
3
Aldrich, Eric M.
2
Baillie, Richard
2
Bekaert, Geert
2
Chen, Haiqiang
2
Chou, Robin K.
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dark, Jonathan
2
Dijk, Dick van
2
Ding, Zhuanxin
2
Engsted, Tom
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Francis, Bill B.
2
Fung, Scott
2
Gu, Ming
2
Harvey, David I.
2
Hasan, Iftekhar
2
Hautsch, Nikolaus
2
Herrera, Rodrigo
2
Huang, Difang
2
Hur, Jungshik
2
Indriawan, Ivan
2
Jiang, George J.
2
Karanasos, Menelaos
2
Kim, Jae H.
2
Ko, Kuan-Cheng
2
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Journal of empirical finance
Energy economics
32
International review of financial analysis
16
Economic modelling
13
Finance research letters
11
International review of economics & finance : IREF
11
Applied economics
9
Oxford review of economic policy
9
International journal of finance & economics : IJFE
7
Journal of banking & finance
7
Applied economics letters
6
International journal of forecasting
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
Journal of world business : JWB
6
Journal of forecasting
5
Pacific-Basin finance journal
5
The journal of futures markets
5
Journal of international financial markets, institutions & money
4
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
3
Australian journal of management
2
China finance review international
2
Economics letters
2
Global finance journal
2
Global strategy journal : GSJ
2
Journal of accounting & management information systems : JAMIS
2
Journal of business research : JBR
2
Journal of globalization and development
2
Multinational business review
2
Review of applied economics
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Abacus : a journal of accounting, finance and business studies
1
Accounting research journal
1
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics
1
Asian Pacific economic literature
1
Asian development review
1
Australian economic papers
1
Business economics : the journal of the National Association for Business Economists
1
Challenge
1
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ECONIS (ZBW)
7
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7
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1
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
2
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
3
Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?
Zhang, Yaojie
;
Ma, Feng
;
Wang, Yudong
- In:
Journal of empirical finance
54
(
2019
),
pp. 97-117
Persistent link: https://www.econbiz.de/10012174816
Saved in:
4
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
5
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
6
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
7
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
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