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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Energy economics"
~person:"Benth, Fred Espen"
~person:"Ma, Feng"
~person:"Zhang, Dayong"
~subject:"Asset allocation"
~subject:"Börsenkurs"
~subject:"Kapitalmarktrendite"
~subject:"Prognoseverfahren"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Benth, Fred Espen
Ma, Feng
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ECONIS (ZBW)
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1
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
2
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
3
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?
Ma, Yan-Ran
;
Zhang, Dayong
;
Ji, Qiang
;
Pan, Jiaofeng
- In:
Energy economics
81
(
2019
),
pp. 536-544
Persistent link: https://www.econbiz.de/10012172799
Saved in:
9
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:
10
Oil shocks and stock markets revisited : measuring connectedness from a global perspective
Zhang, Dayong
- In:
Energy economics
62
(
2017
),
pp. 323-333
Persistent link: https://www.econbiz.de/10011748157
Saved in:
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