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~subject:"Oil price"
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Search: subject:"GARCH-MIDAS"
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Oil price
Volatility
109
Volatilität
108
GARCH-MIDAS
96
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74
ARCH model
72
Forecasting model
60
Prognoseverfahren
60
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45
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37
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24
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20
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Salisu, Afees A.
7
Gupta, Rangan
5
Ma, Feng
4
Ogbonna, Ahamuefula Ephraim
3
Yin, Libo
3
Conrad, Christian
2
Ji, Qiang
2
Lang, Qiaoqi
2
Lu, Xinjie
2
Rittler, Daniel
2
Wang, Lu
2
Wei, Yu
2
Zhou, Yimin
2
Amendola, Alessandra
1
Awartani, Basel
1
Bajgiran, Bahareh Ramezanian
1
Bian, Huabin
1
Bouri, Elie
1
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1
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1
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1
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Lai, Xiaodong
1
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1
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1
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Department of Economics working paper series
3
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3
International journal of finance & economics : IJFE
3
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2
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2
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1
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ECONIS (ZBW)
27
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1
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Geopolitical risks and oil returns volatility : a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
4
Petroleum market volatility tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
5
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
6
Technology shocks and crude oil market connection : the role of climate change
Salisu, Afees A.
;
Isah, Kazeem
;
Oloko, Tirimisiyu O.
- In:
Energy economics
130
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014559268
Saved in:
7
Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran
;
Yu, Jize
;
Su, Yuquan
;
Wang, Lu
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
Saved in:
8
Climate change and fossil fuel prices : a
GARCH-MIDAS
analysis
Tumala, Mohammed M.
;
Salisu, Afees A.
;
Nmadu, Yaaba B.
- In:
Energy economics
124
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484016
Saved in:
9
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:
10
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
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