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~language:"eng"
~person:"Mensi, Walid"
~person:"Wang, Yudong"
~person:"Wei, Yu"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Volatilität
Ölpreis
Volatility
124
Oil price
90
Forecasting model
89
Prognoseverfahren
89
Welt
73
World
73
Estimation
70
Schätzung
70
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69
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69
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61
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61
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57
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57
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52
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151
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English
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Mensi, Walid
Wang, Yudong
Wei, Yu
Gupta, Rangan
177
Bouri, Elie
91
Hammoudeh, Shawkat
91
Ma, Feng
91
McAleer, Michael
75
Tiwari, Aviral Kumar
74
Bahmani-Oskooee, Mohsen
73
Kang, Sang Hoon
59
Kilian, Lutz
53
Wohar, Mark E.
53
Bollerslev, Tim
52
Xuan Vinh Vo
52
McMillan, David G.
50
Ji, Qiang
48
Zhang, Yaojie
48
Kumar, Dilip
44
Pierdzioch, Christian
44
Caporale, Guglielmo Maria
43
Demirer, Rıza
43
Salisu, Afees A.
43
Balcilar, Mehmet
42
Narayan, Paresh Kumar
41
Serletis, Apostolos
41
Andersen, Torben
40
Lucey, Brian M.
40
Chevallier, Julien
39
Corbet, Shaen
39
Yoon, Seong-min
39
Nguyen, Duc Khuong
38
Apergēs, Nikolaos
37
Gil-Alaña, Luis A.
37
Hamori, Shigeyuki
37
Shahzad, Syed Jawad Hussain
36
Brooks, Robert
35
Hegerty, Scott W.
35
Filis, George
34
Roubaud, David
34
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Energy economics
40
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
International review of economics & finance : IREF
11
Economic modelling
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Applied economics
4
Financial innovation : FIN
4
International journal of forecasting
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of banking & finance
3
Journal of international financial markets, institutions & money
3
Borsa Istanbul Review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Research in international business and finance
2
Applied economics letters
1
Australian economic papers
1
Computational economics
1
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1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
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The European journal of finance
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The quarterly review of economics 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
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ECONIS (ZBW)
151
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
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
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
5
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:
6
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
7
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
8
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
9
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
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