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~person:"Chevallier, Julien"
~person:"Ma, Feng"
~person:"Zhang, Yue-jun"
~subject:"Prognose"
~subject:"Ölpreis"
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Prognose
Ölpreis
Volatilität
139
Volatility
138
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89
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89
ARCH model
80
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80
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59
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48
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Chevallier, Julien
Ma, Feng
Zhang, Yue-jun
Gupta, Rangan
68
Hammoudeh, Shawkat
39
McAleer, Michael
34
Chang, Chia-Lin
29
Ji, Qiang
29
Wang, Yudong
29
Filis, George
28
Pierdzioch, Christian
28
Wei, Yu
27
Bouri, Elie
26
Manera, Matteo
26
Mensi, Walid
25
Serletis, Apostolos
25
Degiannakis, Stavros
21
Salisu, Afees A.
21
Tiwari, Aviral Kumar
21
Kilian, Lutz
20
Liang, Chao
19
Zhang, Yaojie
19
Shahzad, Syed Jawad Hussain
17
Yin, Libo
17
Ratti, Ronald A.
16
Wen, Fenghua
16
Guesmi, Khaled
15
Elder, John
14
Nguyen, Duc Khuong
14
Wang, Lu
14
Kang, Sang Hoon
13
Liu, Li
13
Rault, Christophe
13
Zhu, Huiming
13
Baumeister, Christiane
12
Caporale, Guglielmo Maria
12
Demirer, Rıza
12
Kang, Wensheng
12
Lin, Boqiang
12
Nonejad, Nima
12
Wohar, Mark E.
12
Bao Hoang Nguyen
11
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20
International review of financial analysis
7
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5
International journal of finance & economics : IJFE
5
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3
International review of economics & finance : IREF
3
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2
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2
Research in international business and finance
2
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
67
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1
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
2
Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng
;
Li, Yu
;
Liu, Li
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
Saved in:
3
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:
4
Interpreting the movement of oil prices : driven by fundamentals or bubbles?
Zhang, Yue-jun
;
Yao, Ting
- In:
Economic modelling
55
(
2016
),
pp. 226-240
Persistent link: https://www.econbiz.de/10011642513
Saved in:
5
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:
6
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:
7
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:
8
Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
9
Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Zhang, Yue-jun
;
Wang, Jin-Li
- In:
Energy economics
78
(
2019
),
pp. 192-201
Persistent link: https://www.econbiz.de/10012159923
Saved in:
10
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
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