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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
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Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
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On the influence of US monetary policy on crude oil price volatility
Amendola, Alessandra; Candila, Vincenzo; Scognamillo, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 1, pp. 155-178
Persistent link: https://www.econbiz.de/10011631589
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Can oil prices help predict US stock market returns? : evidence using a dynamic model averaging (DMA) approach
Naser, Hanan; Alaali, Fatema - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1757-1777
Persistent link: https://www.econbiz.de/10011950311
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Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor; Muniain, Peru; Zarraga, Ainhoa - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
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The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih; Öcal, Nadir - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
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Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato - In: Empirical economics : a journal of the Institute for … 57 (2019) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
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S&P500 volatility analysis using high-frequency multipower variation volatility proxies
Chin, Wen Cheong; Lee, Min Cherng - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1297-1318
Persistent link: https://www.econbiz.de/10011949524
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A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 621-651
Persistent link: https://www.econbiz.de/10011949857