//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"ARCH-Modell"
~accessRights:"restricted"
~person:"Lu, Xinjie"
~person:"Zhang, Yaojie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Commodity derivative
17
Rohstoffderivat
17
Forecasting model
16
Prognoseverfahren
16
Volatility
15
Volatilität
15
Oil price
14
Ölpreis
14
ARCH model
13
Erdöl
9
Estimation
9
Petroleum
9
Schätzung
9
Volatility forecasting
7
Capital income
4
Forecast
4
Kapitaleinkommen
4
Oil futures market
4
Prognose
4
Capital market returns
3
Commodity exchange
3
Kapitalmarktrendite
3
Return predictability
3
Warenbörse
3
Welt
3
World
3
Börsenkurs
2
COVID-19
2
China
2
Coronavirus
2
Forecast combination
2
GARCH-MIDAS model
2
Jump intensity
2
Markov chain
2
Markov-Kette
2
Oil market
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Lu, Xinjie
Zhang, Yaojie
Ma, Feng
25
Wei, Yu
7
Liu, Jing
6
Bouri, Elie
4
Chen, Wang
4
Gong, Xu
4
Huang, Dengshi
4
Ji, Qiang
4
Liang, Chao
4
Luo, Jiawen
4
Wang, Lu
4
Zhang, Yue-jun
4
Chevallier, Julien
3
Liao, Yin
3
McAleer, Michael
3
Todorova, Neda
3
Wahab, M. I. M.
3
Wang, Yudong
3
Xu, Yahua
3
Zhang, Hongwei
3
Brooks, Robert
2
Chang, Chia-Lin
2
Chatziantoniou, Ioannis
2
Cifarelli, Giulio
2
Degiannakis, Stavros
2
Filis, George
2
Floros, Christos
2
Gao, Wang
2
Gillas, Konstantinos Gkillas
2
Goutte, Stéphane
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Hasanov, Akram Shavkatovich
2
He, Feng
2
Jiang, Yong
2
Kanamura, Takashi
2
Kang, Sang Hoon
2
Karali, Berna
2
more ...
less ...
Published in...
All
Energy economics
5
Applied economics letters
1
Economic modelling
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
2
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
3
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
4
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
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
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
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
8
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
9
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
10
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->