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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~person:"Bouri, Elie"
~person:"Ma, Feng"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Börsenkurs
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32
Oil price
24
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24
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Bouri, Elie
Ma, Feng
Gupta, Rangan
13
Tiwari, Aviral Kumar
9
Wang, Yudong
9
Lechner, Michael
8
Wei, Yu
8
Demirer, Rıza
7
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Marcellino, Massimiliano
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Sarno, Lucio
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Ji, Qiang
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Yoon, Seong-min
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Lee, Chien-chiang
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Liang, Chao
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Liu, Li
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Lu, Xinjie
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Maghyereh, Aktham I.
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Wang, Jiqian
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Xiao, Jihong
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Awartani, Basel
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Başak, Suleyman
3
Benth, Fred Espen
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Discussion paper / Centre for Economic Policy Research
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
International review of financial analysis
10
Applied economics
9
Finance research letters
9
Economic modelling
7
International review of economics & finance : IREF
7
Department of Economics working paper series
6
International journal of finance & economics : IJFE
6
Journal of forecasting
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Applied economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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ECONIS (ZBW)
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1
Oil
volatility
shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie
- In:
Energy economics
51
(
2015
),
pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
Saved in:
2
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
3
Asymmetric
volatility
spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Saved in:
4
Geopolitical risk and oil
volatility
: a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
5
Good, bad cojumps and
volatility
forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
6
Out-of-sample prediction of the oil futures market
volatility
: a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
7
Forecasting the realized
volatility
of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
8
Forecasting the
volatility
of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
9
Forecasting the oil futures price
volatility
: large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
10
Forecasting oil futures price
volatility
: new evidence from realized range-based
volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
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