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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~type:"article"
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Forecasting model
Estimation
986
Schätzung
985
Volatility
227
Volatilität
227
Theorie
209
Theory
209
Oil price
199
Ölpreis
199
Capital income
177
Kapitaleinkommen
177
Welt
165
World
165
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155
Share price
155
Prognoseverfahren
138
USA
135
United States
135
ARCH model
89
ARCH-Modell
89
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82
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82
Cointegration
81
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81
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80
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80
Aktienmarkt
78
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78
Portfolio selection
77
Portfolio-Management
77
Panel
74
Panel study
74
Risikoprämie
66
Risk premium
66
Commodity derivative
60
Rohstoffderivat
60
Risk
58
Greenhouse gas emissions
56
Treibhausgas-Emissionen
56
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138
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138
Conference paper
1
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English
138
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Ma, Feng
7
Wang, Yudong
6
Guo, Hui
3
Liu, Li
3
Nonejad, Nima
3
Wei, Yu
3
Huang, Tao
2
Lee, Chien-chiang
2
Li, Junye
2
Liao, Yin
2
Liu, Xiaochun
2
Lu, Xinjie
2
Maio, Paulo
2
Møller, Stig Vinther
2
Narayan, Paresh Kumar
2
Russo, Benjamin
2
Salisu, Afees A.
2
Westerlund, Joakim
2
Wu, Chongfeng
2
Xu, Yahua
2
Zaremba, Adam
2
Zhang, Yaojie
2
Zhang, Yue-jun
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Ademuyiwa, Idris
1
Ahmed, Shamim
1
Alam, Md. Samsul
1
Aloui, Chaker
1
Atanasov, Victoria
1
Barinov, Alexander
1
Baumeister, Christiane
1
Bentancor, Andrea
1
Bereskin, Fred
1
Berkman, Henk
1
Blau, Benjamin
1
Bolliger, Guido
1
Bouri, Elie
1
Bredin, Donal
1
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The journal of economics
Energy economics
Journal of banking & finance
International journal of forecasting
151
Journal of forecasting
107
Finance research letters
88
Applied economics
78
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of econometrics
63
Journal of financial economics
58
Applied economics letters
55
International review of economics & finance : IREF
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
The North American journal of economics and finance : a journal of financial economics studies
48
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of international money and finance
34
Pacific-Basin finance journal
32
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
The European journal of finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of financial markets
20
Quantitative finance
20
Research in international business and finance
20
Econometric reviews
19
Journal of economic dynamics & control
19
Journal of money, credit and banking : JMCB
19
Journal of macroeconomics
18
Journal of financial and quantitative analysis : JFQA
16
Review of quantitative finance and accounting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International journal of economics and finance
15
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ECONIS (ZBW)
138
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138
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1
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
2
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
5
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
6
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
7
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
8
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
9
Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model
Zhao, Yinglan
;
Feng, Chen
;
Xu, Nuo
;
Peng, Song
;
Liu, Chang
- In:
Energy economics
126
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483640
Saved in:
10
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
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