//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chevallier, Julien"
~person:"Ma, Feng"
~subject:"Petroleum"
~subject:"Time series analysis"
~subject:"Ölpreis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Petroleum
Time series analysis
Ölpreis
Volatilität
130
Volatility
129
Forecasting model
85
Prognoseverfahren
85
ARCH model
78
ARCH-Modell
78
Oil price
49
Börsenkurs
47
Share price
47
Commodity derivative
43
Rohstoffderivat
43
Aktienmarkt
41
Stock market
41
Volatility forecasting
37
Welt
36
World
36
Estimation
35
Schätzung
35
Capital income
33
Kapitaleinkommen
33
Realized volatility
25
Emissionshandel
20
Erdöl
20
Emissions trading
19
EU ETS
14
EU-Staaten
14
Forecasting
14
Markov chain
14
Markov-Kette
14
EU countries
13
Forecast
13
Greenhouse gas emissions
13
Prognose
13
Risiko
13
Risk
13
Treibhausgas-Emissionen
13
USA
13
more ...
less ...
Online availability
All
Undetermined
54
Free
4
Type of publication
All
Article
60
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
61
Author
All
Chevallier, Julien
Ma, Feng
McAleer, Michael
80
Gupta, Rangan
75
Caporale, Guglielmo Maria
56
Hammoudeh, Shawkat
41
Koopman, Siem Jan
40
Chang, Chia-Lin
39
Gil-Alaña, Luis A.
37
Lux, Thomas
33
Serletis, Apostolos
32
Tiwari, Aviral Kumar
32
Bollerslev, Tim
30
Härdle, Wolfgang
29
Ji, Qiang
29
Filis, George
28
Mensi, Walid
28
Wang, Yudong
28
Kilian, Lutz
27
Wei, Yu
27
Degiannakis, Stavros
25
Manera, Matteo
25
Andersen, Torben
24
Bouri, Elie
23
Lucas, André
23
Chan, Joshua
21
Tauchen, George Eugene
20
Todorov, Viktor
20
Caporin, Massimiliano
19
Kumar, Dilip
19
Salisu, Afees A.
19
Zhang, Yaojie
19
Dijk, Dick van
18
Sibbertsen, Philipp
18
Asai, Manabu
17
Hafner, Christian M.
17
Rodriguez, Gabriel
17
Yin, Libo
17
Elder, John
16
Hallin, Marc
16
Kim, Donggyu
16
more ...
less ...
Published in...
All
Energy economics
20
Economic modelling
5
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Applied economics
3
Applied economics letters
3
Finance research letters
2
Journal of forecasting
2
Research in international business and finance
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
"Time series momentum" in commodity markets
Chevallier, Julien
;
Ielpo, Florian
- In:
Managerial finance
40
(
2014
)
7
,
pp. 662-680
Persistent link: https://www.econbiz.de/10010391104
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
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:
9
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
10
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->