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~person:"Chevallier, Julien"
~person:"Ma, Feng"
~subject:"Petroleum"
~subject:"Stock market"
~subject:"Ölpreis"
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130
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129
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85
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85
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Chevallier, Julien
Ma, Feng
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120
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56
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52
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44
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42
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42
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41
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38
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35
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35
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34
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34
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33
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33
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33
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31
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31
Xuan Vinh Vo
30
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29
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28
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27
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26
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25
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25
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25
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24
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22
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21
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21
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20
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20
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20
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20
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21
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8
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7
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6
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5
International journal of finance & economics : IJFE
5
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3
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3
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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
Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
Saved in:
3
On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien
;
Sévi, Benoît
- In:
Energy economics
34
(
2012
)
6
,
pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
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
Leverage vs. feedback : which Effect drives the oil market?
Aboura, Sofiane
;
Chevallier, Julien
- In:
Finance research letters
10
(
2013
)
3
,
pp. 131-141
Persistent link: https://www.econbiz.de/10010222896
Saved in:
6
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
7
Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
He, Feng
;
Ma, Feng
;
Wang, Ziwei
;
Yang, Bohan
- In:
International review of financial analysis
75
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804048
Saved in:
8
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
9
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
10
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
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