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~language:"eng"
~person:"Ma, Feng"
~subject:"Unternehmenserfolg"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Übersichtsarbeit"
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Unternehmenserfolg
Volatilität
Forecasting model
96
Prognoseverfahren
96
Volatility
90
ARCH model
63
ARCH-Modell
63
Börsenkurs
48
Share price
48
Oil price
45
Ölpreis
45
Aktienmarkt
42
Stock market
42
Capital income
41
Kapitaleinkommen
41
Estimation
36
Schätzung
36
Volatility forecasting
36
Welt
31
World
31
Commodity derivative
30
Rohstoffderivat
30
Forecast
19
Prognose
19
Realized volatility
16
Risiko
15
Risk
15
China
14
Erdöl
14
Petroleum
14
Time series analysis
14
Zeitreihenanalyse
14
Theorie
11
Theory
11
USA
11
United States
11
Coronavirus
9
Economic policy
8
Markov chain
8
Markov-Kette
8
Oil market
8
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Undetermined
87
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2
Type of publication
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Article
90
Type of publication (narrower categories)
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Article in journal
Konferenzschrift
Übersichtsarbeit
Aufsatz in Zeitschrift
90
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
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English
Author
All
Ma, Feng
Gupta, Rangan
154
Bouri, Elie
96
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
63
Kang, Sang Hoon
54
Bollerslev, Tim
52
Xuan Vinh Vo
51
Mensi, Walid
50
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Kumar, Dilip
44
Corbet, Shaen
43
Lee, Seoki
43
Zhang, Yaojie
43
Caporale, Guglielmo Maria
42
Pierdzioch, Christian
42
Andersen, Torben
40
Wei, Yu
40
Wagner, Joachim
39
Demirer, Rıza
38
Lucey, Brian M.
38
Liang, Chao
37
Roubaud, David
37
Brooks, Robert
36
Chevallier, Julien
36
Salisu, Afees A.
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Hegerty, Scott W.
35
Kuvalin, Dmitrij B.
35
Hassan, M. Kabir
34
Todorov, Viktor
34
Apergēs, Nikolaos
33
Ji, Qiang
33
Kraus, Sascha
33
Zhang, Wei
33
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Energy economics
20
International review of financial analysis
10
Applied economics
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Economic modelling
6
Applied economics letters
4
Journal of forecasting
4
Finance research letters
3
International journal of forecasting
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
The journal of futures markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
90
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1
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10
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90
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date (oldest first)
1
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
2
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:
3
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:
4
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
5
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
Saved in:
6
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
7
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
9
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
10
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
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