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isPartOf:"Journal of econometrics"
~isPartOf:"Energy economics"
~isPartOf:"KIER Working Papers"
~person:"Ma, Feng"
~person:"McAleer, Michael"
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Search: subject_exact:"Volatility"
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Volatility
37
Volatilität
32
ARCH model
19
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19
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17
Oil price
17
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17
Ölpreis
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Ma, Feng
McAleer, Michael
Bollerslev, Tim
19
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
18
Todorov, Viktor
17
Tauchen, George Eugene
15
Bouri, Elie
13
Wang, Yudong
13
Andersen, Torben
12
Chang, Chia-Lin
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12
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11
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11
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9
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9
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9
Yoon, Seong-min
9
Meddahi, Nour
8
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Xiu, Dacheng
8
Li, Jia
7
Lin, Boqiang
7
Mensi, Walid
7
Mykland, Per A.
7
Patton, Andrew J.
7
Sadorsky, Perry A.
7
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6
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6
Dai, Zhifeng
6
Do, Hung Xuan
6
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6
Kim, Donggyu
6
Roubaud, David
6
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6
Wohar, Mark E.
6
Zhang, Yaojie
6
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5
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10
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72
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53
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11
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3
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3
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3
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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2
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The econometrics journal
2
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2
Tourism economics : the business and finance of tourism and recreation
2
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1
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ECONIS (ZBW)
32
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1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
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:
3
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
4
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
5
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
6
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
7
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
8
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
9
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
10
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
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