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subject:"ARCH-Modell"
~person:"Hammoudeh, Shawkat"
~person:"Ma, Feng"
~type_genre:"Article in journal"
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ARCH-Modell
Commodity derivative
41
Rohstoffderivat
41
Volatility
38
Volatilität
38
Oil price
34
Ölpreis
34
ARCH model
31
Forecasting model
26
Prognoseverfahren
26
Estimation
16
Schätzung
16
Volatility forecasting
14
Erdöl
13
Petroleum
13
Welt
13
World
13
Commodity price
8
Rohstoffpreis
8
Time series analysis
8
Zeitreihenanalyse
8
Aktienmarkt
7
Capital income
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Kapitaleinkommen
7
Stock market
7
Börsenkurs
6
Share price
6
USA
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United States
6
Oil futures market
5
Oil market
5
Ölmarkt
5
Causality analysis
4
Forecast
4
Kausalanalyse
4
Markov chain
4
Markov-Kette
4
Oil futures price
4
Portfolio selection
4
Portfolio-Management
4
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31
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31
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Hammoudeh, Shawkat
Ma, Feng
Wei, Yu
8
Zhang, Yaojie
8
McAleer, Michael
7
Chevallier, Julien
6
Liu, Jing
6
Lu, Xinjie
6
Chang, Chia-Lin
5
Nguyen, Duc Khuong
5
Chen, Wang
4
Gong, Xu
4
Huang, Dengshi
4
Ji, Qiang
4
Karali, Berna
4
Liang, Chao
4
Luo, Jiawen
4
Manera, Matteo
4
Wang, Lu
4
Wang, Yudong
4
Zhang, Yue-jun
4
Bouri, Elie
3
Go, You-How
3
Lahiani, Amine
3
Lau, Wee-Yeap
3
Liao, Yin
3
Liu, Li
3
Mensi, Walid
3
Nicolini, Marcella
3
Power, Gabriel J.
3
Roengchai Tansuchat
3
Sadorsky, Perry A.
3
Serletis, Apostolos
3
Tanattrin Bunnag
3
Todorova, Neda
3
Wahab, M. I. M.
3
Wilmot, Neil A.
3
Wohar, Mark E.
3
Xu, Yahua
3
Zagaglia, Paolo
3
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Energy economics
13
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
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
Journal of commodity markets
1
Journal of empirical finance
1
Quantitative finance
1
The journal of futures markets
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ECONIS (ZBW)
31
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1
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
2
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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