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~subject:"Volatilität"
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Search: subject:"Crude Oil Futures"
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Volatilität
Commodity derivative
104
Rohstoffderivat
104
Oil price
101
Ölpreis
101
Erdöl
95
Petroleum
95
Volatility
61
Crude oil futures
53
ARCH model
40
ARCH-Modell
40
Estimation
39
Schätzung
39
Welt
34
World
34
Forecasting model
32
Prognoseverfahren
32
China
28
crude oil futures
26
Oil market
21
Ölmarkt
21
Commodity exchange
20
Warenbörse
20
Spillover effect
15
Spillover-Effekt
15
Shanghai
14
Forecast
13
Prognose
13
Hedging
12
Volatility forecasting
11
Derivat
10
Derivative
10
Coronavirus
9
Capital income
8
Kapitaleinkommen
8
Realized volatility
8
Correlation
7
Korrelation
7
Aktienmarkt
6
Börsenkurs
6
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Undetermined
52
Free
4
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Article
58
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2
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Article in journal
57
Aufsatz in Zeitschrift
57
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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2
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1
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1
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English
60
Author
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Ma, Feng
6
Gong, Xu
3
Lin, Boqiang
3
Sun, Chuanwang
3
Sévi, Benoît
3
Wang, Jiqian
3
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chatrath, Arjun
2
Chevallier, Julien
2
Huang, Yisu
2
Liu, Jing
2
Liu, Xiaomeng
2
Liu, Yanan
2
Mang, Huiting
2
McAleer, Michael
2
Miao, Hong
2
Peng, Yiqi
2
Ramchander, Sanjay
2
Wang, Yudong
2
Wei, Yu
2
Yu, Ziliang
2
Zhan, Yanhong
2
Zhang, Yaojie
2
Bai, Dingchuan
1
Baum, Christopher F.
1
Bian, Huabin
1
Brooks, Robert
1
Cai, Weiyi
1
Chakrabarti, Binay Bhushan
1
Chang, Chiu-Lan
1
Chang, Ya-Kai
1
Chen, Xingyu
1
Chen, Yiyang
1
Chen, Yu-Lun
1
Cui, Tianxiang
1
Czudaj, Robert
1
Czudaj, Robert L.
1
Degiannakis, Stavros
1
Ding, Hui
1
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Energy economics
22
International review of financial analysis
5
International review of economics & finance : IREF
4
Applied economics
3
Economic modelling
3
Finance research letters
2
International journal of finance & economics : IJFE
2
Journal of forecasting
2
Chemnitz economic papers
1
Discussion paper / Tinbergen Institute
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
International Journal of Energy Economics and Policy : IJEEP
1
Journal of commodity markets : JCM
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of risk
1
Journal of risk : JOR
1
Letters in spatial and resource sciences : LSRS
1
The European journal of finance
1
The energy journal
1
The journal of energy markets
1
The journal of futures markets
1
The journal of risk finance : JRF
1
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ECONIS (ZBW)
60
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1
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:
2
Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging
crude
oil
futures
markets
Hong, Shuifeng
;
Luo, Yimin
;
Li, Mengya
;
Yang, Duoping
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
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
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
5
Stress from attention : the relationship between climate change attention and crude oil markets
Lin, Boqiang
;
Chen, Yiyang
;
Gong, Xu
- In:
Journal of commodity markets : JCM
34
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014548327
Saved in:
6
Can
crude
oil
futures
market volatility motivate peer firms in competing ESG performance? : an exploration of Shanghai International Energy Exchange
Zhang, Dongyang
;
Bai, Dingchuan
;
Chen, Xingyu
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558916
Saved in:
7
Extreme events, economic uncertainty and speculation on occurrences of price bubbles in
crude
oil
futures
Chang, Chiu-Lan
- In:
Energy economics
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014559245
Saved in:
8
How does China's
crude
oil
futures
affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers
Sun, Chuanwang
;
Peng, Yiqi
;
Zhan, Yanhong
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 204-222
Persistent link: https://www.econbiz.de/10014474284
Saved in:
9
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
10
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
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