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Forecasting model
Volatility
41,108
Volatilität
40,839
Theorie
18,252
Theory
17,899
Preis
14,980
Derivat
14,006
Derivative
13,969
Börsenkurs
10,878
Schätzung
10,777
Share price
10,722
ARCH-Modell
10,622
Estimation
10,527
ARCH model
10,441
Price
9,728
Kapitaleinkommen
8,078
Capital income
8,043
USA
7,932
United States
7,618
Welt
7,061
World
6,915
Aktienmarkt
6,545
Stock market
6,474
Optionspreistheorie
5,995
Option pricing theory
5,903
Wechselkurs
5,107
Exchange rate
4,968
Prognoseverfahren
4,823
Stochastischer Prozess
4,413
Rohstoffderivat
4,385
Commodity derivative
4,363
Stochastic process
4,342
Zeitreihenanalyse
4,239
Time series analysis
4,133
Portfolio-Management
3,860
Portfolio selection
3,844
Risk
3,666
Risiko
3,636
Hedging
3,419
Ölpreis
3,208
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Undetermined
1,751
Free
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Article
2,981
Book / Working Paper
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Article in journal
2,866
Aufsatz in Zeitschrift
2,866
Graue Literatur
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Arbeitspapier
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Working Paper
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Aufsatz im Buch
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Book section
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Thesis
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Collection of articles of several authors
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Sammelwerk
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23
Sammlung
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Conference paper
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Konferenzbeitrag
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Bibliografie enthalten
6
Bibliography included
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Übersichtsarbeit
5
Konferenzschrift
4
Lehrbuch
4
Textbook
4
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3
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3
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3
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3
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2
Reprint
2
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1
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1
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1
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English
4,714
German
34
French
3
Italian
1
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Russian
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Gupta, Rangan
128
Ma, Feng
82
McAleer, Michael
65
Pierdzioch, Christian
53
Bollerslev, Tim
45
Zhang, Yaojie
43
Wang, Yudong
38
Caporin, Massimiliano
37
Liang, Chao
33
Bouri, Elie
32
Diebold, Francis X.
32
Lux, Thomas
29
Wei, Yu
29
Salisu, Afees A.
27
Engle, Robert F.
26
McMillan, David G.
25
Christoffersen, Peter F.
24
Clements, Adam
24
Degiannakis, Stavros
24
Medeiros, Marcelo C.
24
Gallo, Giampiero M.
23
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
21
Molnár, Peter
21
Bonato, Matteo
19
Patton, Andrew J.
19
Ravazzolo, Francesco
18
Audrino, Francesco
17
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Chan, Joshua
16
Degiannakis, Stavros Antonios
16
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
Kumar, Dilip
15
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National Bureau of Economic Research
25
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
5
University of Canterbury / Dept. of Economics and Finance
5
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
Instituto Valenciano de Investigaciones Económicas
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
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
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Institut for Finansiering <Frederiksberg>
1
Institutionen för Skogsekonomi <Ume°a>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Loughborough University / Department of Economics
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Exeter / Department of Economics
1
University of Wisconsin-Madison
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
162
Energy economics
151
Journal of forecasting
146
Finance research letters
129
International review of financial analysis
84
Applied economics
74
Economic modelling
65
International review of economics & finance : IREF
64
The North American journal of economics and finance : a journal of financial economics studies
63
Journal of banking & finance
59
Journal of empirical finance
58
The journal of futures markets
56
Journal of econometrics
55
Applied economics letters
43
Working paper
42
Department of Economics working paper series
41
Discussion paper / Tinbergen Institute
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
The European journal of finance
36
Research in international business and finance
35
Applied financial economics
34
Quantitative finance
33
International journal of finance & economics : IJFE
30
Computational economics
29
Journal of international financial markets, institutions & money
28
Journal of financial econometrics
27
Journal of risk and financial management : JRFM
27
Pacific-Basin finance journal
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Economics letters
25
Risks : open access journal
25
Journal of financial economics
24
NBER working paper series
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Working paper / National Bureau of Economic Research, Inc.
23
NBER Working Paper
21
International Journal of Energy Economics and Policy : IJEEP
20
Journal of applied econometrics
20
Econometric Institute research papers
19
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19
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ECONIS (ZBW)
4,755
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1
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1
Effect of crude oil futures trading on spot market
volatility
: a panel data-based counterfactual prediction analysis
Yao, Xin
;
Liu, Qiang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
Saved in:
2
Forecasting the conditional
volatility
of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
3
Modeling carbon spot and futures
price
returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)
Zeitlberger, Alexander C. M.
;
Brauneis, Alexander
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10011665786
Saved in:
4
Forecasting
volatility
returns of oil
price
using gene expression programming approach
Amo Baffour, Alexander
;
Jingchun, Feng
;
Fan, Liwei
; …
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012022879
Saved in:
5
Predicting the return on the spot
price
of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
6
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:
7
Forecasting spot
price
volatility
using the short-term forward curve
Haugom, Erik
;
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1826-1833
Persistent link: https://www.econbiz.de/10009687854
Saved in:
8
Price
discovery and
volatility
transmission in the spot and futures market of pepper : an empirical analysis
Nadig, Asha
;
Viswanathan, T.
- In:
International journal of intelligent enterprise
9
(
2022
)
1
,
pp. 78-99
Persistent link: https://www.econbiz.de/10012799917
Saved in:
9
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
10
Modeling and forecasting petroleum futures
volatility
Sadorsky, Perry A.
- In:
Energy economics
28
(
2006
)
4
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
Saved in:
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