//--> //--> //--> //-->
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:"Erdöl"
~person:"Kumar, Dilip"
~person:"Ma, Feng"
~person:"Nikitopoulos, Christina Sklibosios"
~type_genre:"Aufsatz in Zeitschrift"
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
Search: subject_exact:"Commodity derivative"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Erdöl
Commodity derivative
38
Rohstoffderivat
38
Volatility
36
Volatilität
36
Oil price
33
Ölpreis
33
ARCH model
29
ARCH-Modell
29
Forecasting model
26
Prognoseverfahren
26
Petroleum
19
Estimation
17
Schätzung
17
Volatility forecasting
14
Welt
13
World
13
Capital income
6
Kapitaleinkommen
6
Oil market
6
Time series analysis
6
Zeitreihenanalyse
6
Ölmarkt
6
Aktienmarkt
5
Börsenkurs
5
Oil futures market
5
Realized volatility
5
Share price
5
Stock market
5
Forecast
4
Markov chain
4
Markov-Kette
4
Prognose
4
Risiko
4
Risk
4
Spillover effect
4
Spillover-Effekt
4
Stochastic process
4
Stochastischer Prozess
4
Crude oil futures
3
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
19
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
19
Author
All
Kumar, Dilip
Ma, Feng
Nikitopoulos, Christina Sklibosios
Wang, Yudong
10
Chevallier, Julien
7
Hamori, Shigeyuki
5
Miao, Hong
5
Wei, Yu
5
Zhang, Yaojie
5
Ji, Qiang
4
Liang, Chao
4
Liu, Li
4
Lu, Xinjie
4
Ramchander, Sanjay
4
Chatrath, Arjun
3
Das, Debojyoti
3
Faseli, Omid
3
Haugom, Erik
3
Lien, Gudbrand
3
Luo, Jiawen
3
Manera, Matteo
3
McAleer, Michael
3
Moosa, Imad A.
3
Power, Gabriel J.
3
Singh, Vipul Kumar
3
Sun, Chuanwang
3
Wang, Lu
3
Westgaard, Sjur
3
Wu, Chongfeng
3
Yu, Ziliang
3
Zhang, Dayong
3
Abba Abdullahi, Saada
2
Adeinat, Iman
2
Al Rahahleh, Naseem M.
2
Basu, Sankarshan
2
Bouri, Elie
2
Buyuksahin, Bahattin
2
Casassus, Jaime
2
Chang, Chun Ping
2
Christoffersen, Peter F.
2
more ...
less ...
Published in...
All
Energy economics
7
Journal of banking & finance
2
Journal of forecasting
2
Applied economics
1
Finance research letters
1
Global business review
1
International review of financial analysis
1
Journal of economic research
1
Quantitative finance
1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
3
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:
4
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:
5
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
6
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:
7
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
8
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:
9
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
10
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->