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subject:"ARCH-Modell"
~person:"Gao, Wang"
~person:"Ma, Feng"
~person:"Wei, Yu"
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ARCH-Modell
Commodity derivative
42
Rohstoffderivat
42
Volatility
41
Volatilität
41
Oil price
35
Ölpreis
35
Forecasting model
33
Prognoseverfahren
33
ARCH model
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32
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Gao, Wang
Ma, Feng
Wei, Yu
McAleer, Michael
32
Chang, Chia-Lin
25
Manera, Matteo
13
Tansuchat, Roengchai
10
Nicolini, Marcella
9
Roengchai Tansuchat
9
Zhang, Yaojie
8
Chevallier, Julien
6
Hammoudeh, Shawkat
6
Liu, Jing
6
Lu, Xinjie
6
Nguyen, Duc Khuong
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6
Ji, Qiang
5
Vignati, Ilaria
5
Bouri, Elie
4
Chen, Wang
4
Gong, Xu
4
Huang, Dengshi
4
Karali, Berna
4
Khalaf, Lynda
4
Lanza, Alessandro
4
Liang, Chao
4
Luo, Jiawen
4
Niu, Zibo
4
Todorova, Neda
4
Wang, Lu
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Wang, Yudong
4
Zhang, Hongwei
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Zhang, Yue-jun
4
Algieri, Bernardina
3
Billio, Monica
3
Casarin, Roberto
3
Charupat, Narat
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3
Go, You-How
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Energy economics
12
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of commodity markets
2
Journal of forecasting
2
Applied economics
1
Applied economics letters
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
32
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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 : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
4
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
5
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:
6
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
7
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
8
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:
9
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:
10
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
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