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~person:"Horn, Manfred"
~person:"Wei, Yu"
~subject:"Rohstoffderivat"
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Rohstoffderivat
Oil market
24
Ölmarkt
24
Welt
19
World
19
Oil price
17
Ölpreis
17
Volatility
12
Volatilität
12
ARCH model
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ARCH-Modell
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Prognoseverfahren
7
Crude oil market
5
Estimation
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Schätzung
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Commodity derivative
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Erdöl
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Mineralölmarkt
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OPEC countries
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OPEC-Staaten
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Petroleum
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Risiko
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Risk
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Erdölgewinnung
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GARCH-MIDAS
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Petroleum extraction
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1990-2010
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Horn, Manfred
Wei, Yu
Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Girardi, Alessandro
6
Banks, Ferdinand E.
5
Cortazar, Gonzalo
5
Manera, Matteo
5
Bu, Hui
4
Kaufmann, Robert Kurt
4
Kilian, Lutz
4
Korn, Olaf
4
Lee, Chien-chiang
4
Valenti, Daniele
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Xu, Yahua
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Zhang, Yue-jun
4
Bühler, Wolfgang
3
Chang, Chun Ping
3
Corbet, Shaen
3
Faseli, Omid
3
Gong, Xu
3
Hu, Yang
3
Lanza, Alessandro
3
Lucey, Brian M.
3
Ma, Feng
3
Mason, Charles F.
3
McAleer, Michael
3
Miao, Hong
3
Mougoué, Mbodja
3
Ortega, Hector
3
Ramchander, Sanjay
3
Robe, Michel A.
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Ronn, Ehud I.
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Schwartz, Eduardo S.
3
Sun, Chuanwang
3
Sévi, Benoît
3
Thomas, Charles P.
3
Wang, Yudong
3
Wilmot, Neil A.
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Wu, Chongfeng
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Acharya, Viral V.
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Energy economics
2
International journal of finance & economics : IJFE
2
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ECONIS (ZBW)
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1
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
2
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
3
Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
Saved in:
4
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:
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