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~person:"Ma, Feng"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
~subject:"Kausalanalyse"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Kausalanalyse
Oil price
Risk
Stock market
Time series analysis
Ölmarkt
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Volatility
235
Volatilität
234
Forecasting model
123
Prognoseverfahren
123
ARCH model
113
ARCH-Modell
113
Welt
80
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80
Börsenkurs
76
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76
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72
Capital income
68
Kapitaleinkommen
68
Estimation
62
Schätzung
62
Commodity derivative
45
Rohstoffderivat
45
Volatility forecasting
45
Oil market
34
Risiko
33
Theorie
29
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Spillover effect
28
Spillover-Effekt
28
Zeitreihenanalyse
28
Erdöl
26
Petroleum
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Forecast
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China
19
Realized volatility
19
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18
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18
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17
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3
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3
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Language
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English
180
Author
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Ma, Feng
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Gupta, Rangan
180
Caporale, Guglielmo Maria
96
McAleer, Michael
95
Bouri, Elie
57
Hammoudeh, Shawkat
55
Chang, Chia-Lin
46
Mensi, Walid
46
Gil-Alaña, Luis A.
44
Pierdzioch, Christian
44
Spagnolo, Nicola
44
Bollerslev, Tim
43
Wei, Yu
41
Kang, Sang Hoon
40
Koopman, Siem Jan
40
Zhang, Yaojie
38
Demirer, Rıza
37
Lux, Thomas
37
Wohar, Mark E.
37
Ji, Qiang
36
Salisu, Afees A.
36
Bekaert, Geert
35
Bloom, Nicholas
31
Filis, George
31
Härdle, Wolfgang
31
Balcilar, Mehmet
30
Xuan Vinh Vo
30
Andersen, Torben
29
Liang, Chao
29
Yoon, Seong-min
29
Diebold, Francis X.
28
Todorov, Viktor
28
Degiannakis, Stavros
27
Kumar, Dilip
27
Kočenda, Evžen
25
McMillan, David G.
25
Rodriguez, Gabriel
25
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Energy economics
46
International review of economics & finance : IREF
13
Applied economics
12
International review of financial analysis
11
Finance research letters
10
Economic modelling
8
International journal of finance & economics : IJFE
8
International journal of forecasting
7
Journal of forecasting
6
Research in international business and finance
5
Applied economics letters
4
Journal of empirical finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of management science and engineering
2
Pacific-Basin finance journal
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
Brussels economic review
1
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1
Department of Economics working paper series
1
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1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial innovation : FIN
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Istanbul business research
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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OPEC energy review
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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11
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:
12
Oil price volatility and changes in corporate debt : an empirical study in the Indian landscape
Hammoudeh, Shawkat
;
Nand Tripathi, Nitya
;
Binu Raj, Asha
; …
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014581042
Saved in:
13
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:
14
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:
15
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:
16
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:
17
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
18
Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar
;
Sharma, Gagan Deep
;
Rao, Amar
; …
- In:
Energy economics
134
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
Saved in:
19
Correlation and dependence between oil prices, stock returns, policy uncertainty, and financial stress during COVID-19 pandemic : new evidence from a multicountry analysis using cr...
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
-
2024
Persistent link: https://www.econbiz.de/10015045591
Saved in:
20
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
Saved in:
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