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~language:"eng"
~person:"Brooks, Robert D."
~person:"Demirer, Rıza"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Commodity derivative
Volatilität
Volatility
82
Forecasting model
81
Prognoseverfahren
81
Stock market
66
Aktienmarkt
64
Capital income
64
Kapitaleinkommen
64
Börsenkurs
53
Share price
53
Estimation
47
Schätzung
47
Welt
45
World
45
ARCH model
43
ARCH-Modell
43
Oil price
41
Ölpreis
41
Risiko
36
Risk
36
Theorie
24
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24
Volatility forecasting
21
China
19
Rohstoffderivat
19
Anlageverhalten
16
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16
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16
Forecast
15
Herdenverhalten
15
Herding
15
Portfolio selection
15
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15
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15
CAPM
13
Risikoprämie
13
Risk premium
13
Emerging economies
12
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88
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5
Graue Literatur
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5
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English
Author
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Brooks, Robert D.
Demirer, Rıza
Zhang, Yaojie
Gupta, Rangan
156
Bouri, Elie
96
Ma, Feng
90
McAleer, Michael
79
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
69
Tiwari, Aviral Kumar
68
Kang, Sang Hoon
62
Mensi, Walid
53
Bollerslev, Tim
51
McMillan, David G.
51
Wang, Yudong
51
Wohar, Mark E.
51
Xuan Vinh Vo
47
Corbet, Shaen
44
Irwin, Scott H.
44
Kumar, Dilip
44
Caporale, Guglielmo Maria
42
Chevallier, Julien
41
Hamori, Shigeyuki
41
Pierdzioch, Christian
41
Lien, Da-hsiang Donald
40
Lucey, Brian M.
40
Wei, Yu
40
Andersen, Torben
39
Ji, Qiang
38
Yoon, Seong-min
38
Liang, Chao
37
Roubaud, David
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Hegerty, Scott W.
35
Brooks, Robert
34
Todorov, Viktor
34
Apergēs, Nikolaos
32
Nguyen, Duc Khuong
32
Serletis, Apostolos
32
Shahzad, Syed Jawad Hussain
32
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Energy economics
17
Applied economics
6
Journal of forecasting
6
Economic modelling
5
International journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
4
Economics letters
3
International journal of finance & economics : IJFE
3
Pacific-Basin finance journal
3
Research in international business and finance
3
Applied economics letters
2
Finance research letters
2
International review of financial analysis
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Bulletin of economic research
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
Managerial finance
1
OPEC energy review
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
88
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1
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88
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date (oldest first)
1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
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:
3
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
4
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
6
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
7
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
8
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
9
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
10
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
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