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~isPartOf:"Journal of empirical finance"
~person:"Ahlfeldt, Gabriel M."
~person:"Custodio, Claudia"
~person:"D'Agostino, Antonella"
~person:"Leung, Charles Ka Yui"
~person:"Mohaddes, Kamiar"
~person:"Wang, Yudong"
~subject:"Agglomerationseffekt"
~subject:"Architecture"
~subject:"Balassa-Samuelson effect"
~subject:"Broadband communications"
~subject:"Elasticity"
~subject:"Housing market"
~subject:"Immobilienpreis"
~subject:"World"
~type_genre:"Article in journal"
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Agglomerationseffekt
Architecture
Balassa-Samuelson effect
Broadband communications
Elasticity
Housing market
Immobilienpreis
World
Forecasting model
5
Prognoseverfahren
5
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Oil price
3
Share price
3
Ölpreis
3
ARCH model
2
ARCH-Modell
2
Estimation
2
Predictive regression
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Schätzung
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Volatilität
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Welt
2
24-month high and low
1
Capital market returns
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Crude oil
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Crude oil volatility
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Dynamic equi-correlation
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Forecasting
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Industry portfolio
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Kapitalmarktrendite
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Lasso
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Markov chain
1
Markov-Kette
1
Mixed-frequency data sampling
1
Model combinations
1
Oil price predictability
1
Out-of-sample forecasts
1
Out-of-sample performance
1
Popular predictor variables
1
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Ahlfeldt, Gabriel M.
Custodio, Claudia
D'Agostino, Antonella
Leung, Charles Ka Yui
Mohaddes, Kamiar
Wang, Yudong
Pedersen, Thomas Quistgaard
2
Wu, Chongfeng
2
Yin, Libo
2
Ayuso, Juan
1
Blackburn, Douglas W.
1
Brandt, Michael W.
1
Branger, Nicole
1
Cakici, Nusret
1
Canepa, Alessandra
1
Chao, Hsiao-ying
1
Chen, Zhuo
1
Collver, Charles
1
Conrad, Christian
1
Dierkes, Maik
1
Donaldson, R. Glen
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Flacke, René Marian
1
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1
Gala, Vito D.
1
Gao, Lin
1
Gelain, Paolo
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Hansen, Jacob Hald
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Hasan, Iftekhar
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Jondeau, Eric
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Kamstra, Mark J.
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Kaplanski, Guy
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Keef, Stephen P.
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Kizys, Renatas
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Lansing, Kevin J.
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Lee, Kuan-hui
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Leippold, Markus
1
Levy, Haim
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Limthanakom, Natcha
1
Liu, Jinyu
1
Lohre, Harald
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Journal of empirical finance
Energy economics
12
International journal of forecasting
5
Regional science & urban economics
4
The journal of real estate finance and economics
4
International review of economics & finance : IREF
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of housing economics
2
Journal of regional science
2
Pacific economic review
2
The economic journal : the journal of the Royal Economic Society
2
Applied economics
1
Cambridge working papers in economics
1
China economic review : an international journal
1
Contemporary economic policy : a journal of Western Economic Association International
1
Economic and political studies : EPS
1
Economic modelling
1
Financial innovation : FIN
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German economic review
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1
Journal of international economics
1
Journal of management science and engineering
1
Journal of the European Economic Association
1
Journal of urban economics
1
OPEC energy review
1
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of development economics
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The review of economics and statistics
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ECONIS (ZBW)
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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:
2
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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