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~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~person:"Chevallier, Julien"
~person:"Ma, Feng"
~person:"McGee, Robert W."
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Chevallier, Julien
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ECONIS (ZBW)
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1
Evaluating the carbon-macroeconomy relationship : evidence from threshold vector error-correction and Markov-switching VAR models
Chevallier, Julien
- In:
Economic modelling
28
(
2011
)
6
,
pp. 2634-2656
Persistent link: https://www.econbiz.de/10009512487
Saved in:
2
Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien
- In:
Economic modelling
29
(
2012
)
3
,
pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
Saved in:
3
Variance risk-premia in CO 2 markets
Chevallier, Julien
- In:
Economic modelling
31
(
2013
),
pp. 598-605
Persistent link: https://www.econbiz.de/10009731478
Saved in:
4
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
5
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
6
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
7
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
8
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
9
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
10
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
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