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Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng; Liu, Jing; Wahab, M. I. M.; Zhang, Yaojie - In: Economic modelling 72 (2018), pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
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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
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Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao; Ma, Feng; Zhang, Xuehua; Zhang, Yaojie - In: Economic modelling 87 (2020), pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
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Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
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Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu; Ma, Feng; Niu, Tianjiao; He, Chengting - In: Economic modelling 86 (2020), pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
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Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing; Wei, Yu; Ma, Feng; Wahab, M. I. M. - In: Economic modelling 61 (2017), pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
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German Monetary Union: an historical counterfactual analysis
Barrell, Ray - In: Economic modelling 13 (1996) 4, pp. 499-518
Persistent link: https://www.econbiz.de/10001335490
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The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe
Barrell, Ray; Byrne, Joseph P.; Dury, Karen - In: Economic modelling 20 (2003) 2, pp. 275-299
Persistent link: https://www.econbiz.de/10001742253
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How important are automatic stabilisers in Europe? : A stochastic simulation assessment
Barrell, Ray; Pina, Álvaro Manuel - In: Economic modelling 21 (2004) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001857814
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Macroeconomic policy in Europe : experiments with monetary responses and fiscal impulses
Barrell, Ray; Becker, Bettina; Byrne, Joseph P.; … - In: Economic modelling 21 (2004) 5, pp. 877-931
Persistent link: https://www.econbiz.de/10002137483