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subject:"Erdöl"
~person:"Kumar, Dilip"
~person:"Ma, Feng"
~subject:"Ölmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Ölmarkt
Commodity derivative
34
Rohstoffderivat
34
Volatility
34
Volatilität
34
ARCH model
30
ARCH-Modell
30
Oil price
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Ölpreis
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Petroleum
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Time series analysis
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Spillover effect
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Spillover-Effekt
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Crude oil futures
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Forecasting evaluation
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Aufsatz in Zeitschrift
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Kumar, Dilip
Ma, Feng
Wang, Yudong
12
Wei, Yu
10
Chevallier, Julien
8
Zhang, Yaojie
7
Zhang, Yue-jun
7
Ji, Qiang
6
Lee, Chien-chiang
6
Hamori, Shigeyuki
5
Liang, Chao
5
Liu, Li
5
Miao, Hong
5
Cortazar, Gonzalo
4
Gong, Xu
4
Hammoudeh, Shawkat
4
Haugom, Erik
4
Kaufmann, Robert Kurt
4
Lien, Gudbrand
4
Lu, Xinjie
4
Luo, Jiawen
4
Manera, Matteo
4
McAleer, Michael
4
Nikitopoulos, Christina Sklibosios
4
Ramchander, Sanjay
4
Wang, Lu
4
Wu, Chongfeng
4
Xu, Yahua
4
Zhang, Dayong
4
Bouri, Elie
3
Buyuksahin, Bahattin
3
Chang, Chun Ping
3
Chatrath, Arjun
3
Corbet, Shaen
3
Coughlan, Joseph
3
Das, Debojyoti
3
Dutta, Anupam
3
Faseli, Omid
3
Girma, Paul Berhanu
3
Hu, Yang
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Energy economics
5
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of forecasting
2
Applied economics
1
Finance research letters
1
Global business review
1
Journal of economic research
1
Journal of empirical finance
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
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ECONIS (ZBW)
19
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1
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
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
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:
4
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:
5
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:
6
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:
7
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
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
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
10
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:
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