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Forecasting model
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Gupta, Rangan
207
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104
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102
Ma, Feng
98
Ravazzolo, Francesco
92
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85
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80
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74
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70
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68
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68
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66
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64
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64
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59
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59
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58
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57
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54
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48
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38
Dijk, Dick van
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School of Economics, Mathematics and Statistics <London>
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Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
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International journal of forecasting
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433
Energy economics
250
Finance research letters
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Journal of econometrics
174
Applied economics
164
Economic modelling
144
International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of banking & finance
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Applied economics letters
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International review of economics & finance : IREF
104
Economics letters
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96
Working paper / Department of Econometrics and Business Statistics, Monash University
88
NBER working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Computational economics
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NBER Working Paper
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75
Journal of financial economics
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Journal of applied econometrics
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Journal of international money and finance
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CESifo working papers
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Applied financial economics
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The European journal of finance
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European journal of operational research : EJOR
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The journal of futures markets
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Technological forecasting & social change : an international journal
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Pacific-Basin finance journal
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Working paper series / European Central Bank
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CREATES research paper
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Research in international business and finance
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ECONIS (ZBW)
14,936
RePEc
1
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1
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1
Cross-asset time-series momentum : crude oil
volatility
and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
On realized
volatility
of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
3
Forecasting crude oil market
volatility
: a Markov switching multifractal
volatility
approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
4
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:
5
Which determinant is the most informative in forecasting crude oil market
volatility
: fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Saved in:
6
Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da
;
Xu, Yahua
- In:
Energy economics
67
(
2017
),
pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
Saved in:
7
An empirical analysis of the volume-
volatility
nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
8
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and
volatility
forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
9
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
Saved in:
10
Forecasting crude oil price
volatility
via a HM-EGARCH model
Lin, Yu
;
Yang, Xiaoming
;
Li, Fuxing
- In:
Energy economics
87
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Saved in:
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