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~person:"Ma, Feng"
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Volatility
92
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92
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81
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81
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63
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63
Oil price
42
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Ma, Feng
McAleer, Michael
557
Gupta, Rangan
340
Caporale, Guglielmo Maria
273
Chang, Chia-Lin
184
Pesaran, M. Hashem
183
Lütkepohl, Helmut
162
Bollerslev, Tim
161
Aizenman, Joshua
148
Härdle, Wolfgang
148
Belke, Ansgar
144
Bouri, Elie
144
Pierdzioch, Christian
144
Diebold, Francis X.
143
Kilian, Lutz
138
Caballero, Ricardo J.
132
Mumtaz, Haroon
130
Fernández-Villaverde, Jesús
129
Engle, Robert F.
127
Marcellino, Massimiliano
126
Hammoudeh, Shawkat
122
Corbet, Shaen
117
Spagnolo, Nicola
114
Hautsch, Nikolaus
112
Caporin, Massimiliano
110
Koopman, Siem Jan
110
Castelnuovo, Efrem
108
Tiwari, Aviral Kumar
107
Allen, David E.
106
Andersen, Torben
105
Lucey, Brian M.
104
Herwartz, Helmut
103
Hafner, Christian M.
101
Bekaert, Geert
99
Gambetti, Luca
98
Canova, Fabio
97
Christiano, Lawrence J.
96
Buch, Claudia M.
93
Snower, Dennis J.
93
Clark, Todd E.
90
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Energy economics
20
International review of financial analysis
10
Applied economics
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Economic modelling
6
Applied economics letters
4
Finance research letters
4
Journal of forecasting
4
International journal of forecasting
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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ECONIS (ZBW)
94
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1
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:
2
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
Saved in:
3
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
4
Less is more? : new evidence from stock market
volatility
predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
5
Do extreme shocks help forecast oil price
volatility
? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
6
Oil shocks and stock market
volatility
: new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
7
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:
8
International commodity-market tail risk and stock
volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
9
Which predictor is more predictive for Bitcoin
volatility
? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
10
Forecasting the U.S. stock
volatility
: an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
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