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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Bouri, Elie"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Wohar, Mark E."
~person:"Xuan Vinh Vo"
~subject:"Commodity derivative"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Commodity derivative
Entwicklungsländer
Kapitaleinkommen
Volatility
325
Volatilität
325
Estimation
262
Schätzung
262
Forecasting model
254
Prognoseverfahren
254
Capital income
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Bouri, Elie
Ma, Feng
Pierdzioch, Christian
Sehgal, Sanjay
Wohar, Mark E.
Xuan Vinh Vo
Gupta, Rangan
125
Zaremba, Adam
104
Gnangnon, Sèna Kimm
90
Narayan, Paresh Kumar
71
McMillan, David G.
68
Nunnenkamp, Peter
61
Tiwari, Aviral Kumar
50
Faff, Robert W.
48
Lien, Da-hsiang Donald
45
Wang, Yudong
44
Cakici, Nusret
42
Hammoudeh, Shawkat
42
Irwin, Scott H.
42
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Demirer, Rıza
40
Nguyen, Duc Khuong
40
Brooks, Robert
39
Fletcher, Jonathan
36
Lee, Chien-chiang
36
Zhang, Yaojie
36
Bird, Graham R.
35
Chiang, Thomas C.
34
Shahzad, Syed Jawad Hussain
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Zhang, Wei
34
Apergēs, Nikolaos
33
Caporale, Guglielmo Maria
33
Hassan, M. Kabir
33
Titman, Sheridan
32
Kang, Sang Hoon
31
Kutan, Ali Mustafa
31
Li, Bin
31
Zhou, Guofu
30
Gil-Alaña, Luis A.
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Energy economics
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Finance research letters
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International review of financial analysis
24
International review of economics & finance : IREF
18
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
10
Journal of forecasting
7
Economic modelling
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International journal of finance & economics : IJFE
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The European journal of finance
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Vision : the journal of business perspective
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Financial innovation : FIN
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
IIMB management review
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International journal of emerging markets
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International journal of forecasting
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Journal of financial markets
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Pacific-Basin finance journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Applied economics letters
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China finance review international
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Cogent economics & finance
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Defence and peace economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
286
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1
Are investment grade Sukuks decoupled from the conventional yield curve?
Trabelsi, Nader
;
Umar, Zaghum
;
Dogah, Kingsley E.
;
Xuan …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014446968
Saved in:
2
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
3
Can ChatGPT predict Chinese equity premiums?
Ma, Feng
;
Lyu, Zhichong
;
Li, Haibo
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
Saved in:
4
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
5
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
6
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
7
ESG, clean energy, and petroleum futures markets : asymmetric return connectedness and hedging effectiveness
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Bouri, Elie
; …
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014582653
Saved in:
8
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:
9
Global geopolitical risk and the long- and short-run impacts on the returns and volatilities of US Treasuries
Jalkh, Naji
;
Bouri, Elie
- In:
Defence and peace economics
35
(
2024
)
3
,
pp. 339-366
Persistent link: https://www.econbiz.de/10014514974
Saved in:
10
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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