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Forecasting model
Volatility
40,906
Volatilität
40,638
Asien
23,915
Asia
21,719
Theorie
10,691
Theory
10,445
Börsenkurs
9,733
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9,595
Schätzung
9,150
Estimation
8,949
Kapitaleinkommen
7,256
Capital income
7,228
Welt
6,531
ARCH-Modell
6,492
ARCH model
6,423
World
6,401
Aktienmarkt
6,263
Stock market
6,205
USA
5,665
United States
5,350
Wechselkurs
4,859
Exchange rate
4,764
Gaswirtschaft
4,504
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4,204
Optionspreistheorie
3,946
Prognoseverfahren
3,924
Stochastischer Prozess
3,903
Option pricing theory
3,885
Stochastic process
3,839
Finanzkrise
3,730
Financial crisis
3,704
Erdgas
3,537
Wirtschaftswachstum
3,410
Economic growth
3,306
Zeitreihenanalyse
3,294
China
3,285
Time series analysis
3,220
Natural gas
2,977
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2,707
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3,854
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20
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Gupta, Rangan
121
Ma, Feng
82
McAleer, Michael
47
Pierdzioch, Christian
47
Bollerslev, Tim
45
Zhang, Yaojie
40
Liang, Chao
33
Wang, Yudong
33
Diebold, Francis X.
32
Bouri, Elie
30
Wei, Yu
29
Lux, Thomas
27
Salisu, Afees A.
27
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Degiannakis, Stavros
21
Asai, Manabu
20
Engle, Robert F.
20
Medeiros, Marcelo C.
20
Bonato, Matteo
18
Molnár, Peter
18
Patton, Andrew J.
18
Chan, Joshua
17
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
Ji, Qiang
15
Kumar, Dilip
15
Wu, Xinyu
15
Marcellino, Massimiliano
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of San Francisco
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
HafenCity Universität Hamburg
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Massachusetts Energy Facilities Siting Council
1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
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International journal of forecasting
127
Energy economics
126
Journal of forecasting
117
Finance research letters
116
International review of financial analysis
74
International review of economics & finance : IREF
60
Economic modelling
59
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
53
Applied economics
51
Journal of econometrics
49
Journal of banking & finance
48
Department of Economics working paper series
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
The journal of futures markets
34
Applied economics letters
33
The European journal of finance
32
Quantitative finance
31
Working paper
31
Discussion paper / Tinbergen Institute
30
International journal of finance & economics : IJFE
30
Applied financial economics
28
Journal of international financial markets, institutions & money
25
Pacific-Basin finance journal
25
Journal of financial econometrics
24
Computational economics
23
Economics letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Research in international business and finance
23
Journal of financial economics
21
Journal of applied econometrics
19
Risks : open access journal
19
CREATES research paper
17
Finance and economics discussion series
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Financial innovation : FIN
16
NBER working paper series
16
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ECONIS (ZBW)
3,877
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1
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10
of
3,877
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1
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
2
Volatility
of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
3
Natural gas
volatility
prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
4
Natural gas
volatility
predictability in a data-rich world
Lu, Fei
;
Ma, Feng
;
Li, Pan
;
Huang, Dengshi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
Saved in:
5
Energy forecasting : focus: natural gas : dissertation
Greitzer, Maria
-
2021
Persistent link: https://www.econbiz.de/10013270072
Saved in:
6
A three-factor model on the natural gas forward curve including temperature forecasts
Jablonowski, Christoph
;
Schicks, Markus
- In:
The journal of energy markets
10
(
2017
)
3
,
pp. 87-105
Persistent link: https://www.econbiz.de/10011999462
Saved in:
7
Natural gas storage forecasts : is the crowd wiser?
Fernandez-Perez, Adrian
;
Garel, Alexandre
;
Indriawan, Ivan
- In:
The energy journal
41
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012546909
Saved in:
8
Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?
Luo, Keyu
;
Guo, Qiang
;
Li, Xiafei
- In:
Energy economics
109
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013283751
Saved in:
9
Charting the future global status of oil and natural gas using grey forecasting
Dehdar, Fatemeh
;
Yap, Su-Fei
;
Naghavi, M.S.
;
Dehdar, M. …
- In:
Institutions and economies
8
(
2016
)
3
,
pp. 105-125
Persistent link: https://www.econbiz.de/10011646899
Saved in:
10
Uncovering the nonlinear predictive causality between natural gas and electricity prices
Uribe, Jorge
;
Guillén, Montserrat
;
Mosquera-López, …
- In:
Energy economics
74
(
2018
),
pp. 904-916
Persistent link: https://www.econbiz.de/10011972999
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