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~subject:"Volatility forecasting"
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Search: subject:"Crude Oil Futures"
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Volatility forecasting
Commodity derivative
111
Rohstoffderivat
111
Oil price
108
Ölpreis
108
Erdöl
102
Petroleum
102
Volatility
64
Volatilität
63
Crude oil futures
55
ARCH model
42
ARCH-Modell
42
Estimation
40
Schätzung
40
Welt
37
World
37
Forecasting model
33
Prognoseverfahren
33
China
31
crude oil futures
26
Oil market
22
Ölmarkt
22
Commodity exchange
21
Warenbörse
21
Shanghai
17
Spillover effect
16
Spillover-Effekt
16
Forecast
13
Hedging
13
Prognose
13
Derivat
10
Derivative
10
Coronavirus
9
Capital income
8
Kapitaleinkommen
8
Realized volatility
8
Shanghai crude oil futures
8
Correlation
7
Korrelation
7
Aktienmarkt
6
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English
11
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1
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Gong, Xu
2
Li, Pan
2
Ma, Feng
2
Sévi, Benoît
2
Wu, Hanlin
2
Cao, Jiawei
1
Degiannakis, Stavros
1
Feng, Lingbing
1
Filis, George
1
Guo, Yangli
1
Lee, Chien-chiang
1
Li, Guo
1
Lin, Boqiang
1
Liu, Jing
1
Liu, Li
1
Liu, Min
1
Lucey, Brian M.
1
Min, Jialin
1
Niu, Zibo
1
Qu, Hui
1
Rao, Haicheng
1
Sun, Chuanwang
1
Sun, Jiacheng
1
Wahab, M. I. M.
1
Xu, Zijian
1
Zhang, Hongwei
1
Zhu, Yiying
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Energy economics
7
Applied economics
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal of international money and finance
1
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ECONIS (ZBW)
11
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1
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:
2
Forecasting the Chinese
crude
oil
futures
volatility using jump intensity and Markov-regime switching model
Wu, Hanlin
;
Li, Pan
;
Cao, Jiawei
;
Xu, Zijian
- In:
Energy economics
134
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015047129
Saved in:
3
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
4
The role of China's
crude
oil
futures
in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
5
Jumps in the Chinese
crude
oil
futures
volatility forecasting : new evidence
Guo, Yangli
;
Li, Pan
;
Wu, Hanlin
- In:
Energy economics
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
Saved in:
6
The role of uncertainty measures in volatility forecasting of the
crude
oil
futures
market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
7
Capturing the dynamics of the China
crude
oil
futures
: Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
8
The incremental information content of investor fear gauge for volatility forecasting in the
crude
oil
futures
market
Gong, Xu
;
Lin, Boqiang
- In:
Energy economics
74
(
2018
),
pp. 370-386
Persistent link: https://www.econbiz.de/10011972865
Saved in:
9
Is economic policy uncertainty important to forecast the realized volatility of
crude
oil
futures
?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
10
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
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