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Schätzung
Prognoseverfahren
41,234
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40,923
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Welt
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Erdöl
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4,046
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Gupta, Rangan
138
McAleer, Michael
104
Pierdzioch, Christian
89
Caporale, Guglielmo Maria
68
Marcellino, Massimiliano
61
Hautsch, Nikolaus
60
Döpke, Jörg
55
Bollerslev, Tim
54
Kilian, Lutz
51
McMillan, David G.
51
Herwartz, Helmut
49
Diebold, Francis X.
48
Härdle, Wolfgang
48
Koopman, Siem Jan
45
Pesaran, M. Hashem
41
Belke, Ansgar
40
Gil-Alaña, Luis A.
39
Balcilar, Mehmet
38
Ma, Feng
37
Todorov, Viktor
36
Bahmani-Oskooee, Mohsen
35
Bouri, Elie
35
Chang, Chia-Lin
35
Timmermann, Allan
35
Wohar, Mark E.
35
Cheung, Yin-Wong
34
Narayan, Paresh Kumar
34
Wang, Yudong
34
Zaremba, Adam
34
Engle, Robert F.
32
Franses, Philip Hans
31
Swanson, Norman R.
31
Asai, Manabu
30
Caporin, Massimiliano
30
Clark, Todd E.
30
Buch, Claudia M.
29
Fritsche, Ulrich
28
Huber, Florian
28
Xuan Vinh Vo
28
Andersen, Torben
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Federal Reserve Bank of St. Louis
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of Cleveland
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Springer Fachmedien Wiesbaden
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Verlag Dr. Kovač
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Chambre de commerce et d'industrie de Paris
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Forschungsinstitut zur Zukunft der Arbeit
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Kansantaloustieteen Laitos <Tampere>
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National Institute of Economic and Social Research
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Türkiye Cumhuriyet Merkez Bankası
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Eric Cuvillier <Firma>
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Federal Reserve Bank of New York
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Narodna Banka na Republika Makedonija
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School of Economics, Mathematics and Statistics <London>
2
Shaker Verlag
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Exeter / Department of Economics
2
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Energy economics
263
Finance research letters
214
Applied economics
212
Economic modelling
188
International review of economics & finance : IREF
167
International journal of forecasting
163
International review of financial analysis
156
Applied economics letters
151
Journal of econometrics
149
Journal of banking & finance
144
Journal of empirical finance
138
The North American journal of economics and finance : a journal of financial economics studies
135
Working paper
128
Working paper / National Bureau of Economic Research, Inc.
128
NBER working paper series
120
Journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Discussion paper / Centre for Economic Policy Research
110
NBER Working Paper
110
Economics letters
109
Journal of international money and finance
107
Applied financial economics
103
Journal of international financial markets, institutions & money
100
CESifo working papers
99
Research in international business and finance
99
Discussion paper / Tinbergen Institute
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
International Journal of Energy Economics and Policy : IJEEP
89
The journal of futures markets
83
Journal of financial economics
81
The European journal of finance
73
International journal of finance & economics : IJFE
71
Journal of risk and financial management : JRFM
71
Pacific-Basin finance journal
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Journal of applied econometrics
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
Discussion paper
51
Discussion papers / CEPR
51
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ECONIS (ZBW)
14,792
EconStor
367
USB Cologne (EcoSocSci)
5
OLC EcoSci
4
USB Cologne (business full texts)
2
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1
Volatility
regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang
- In:
Energy economics
34
(
2012
)
1
,
pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
Saved in:
2
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:
3
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:
4
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:
5
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
6
Crude oil price
volatility
and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
7
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
8
Intraday periodicity and
volatility
forecasting : evidence from Indian crude oil futures market
Chakrabarti, Binay Bhushan
;
Rajvanshi, Vivek
- In:
Journal of emerging market finance
16
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011691174
Saved in:
9
Forecasting realized
volatility
of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Saved in:
10
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
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