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subject:"Erdöl"
~person:"Ma, Feng"
~person:"Wu, Chongfeng"
~person:"Yu, Ziliang"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity derivative
34
Rohstoffderivat
34
Oil price
31
Volatility
31
Volatilität
31
Ölpreis
31
ARCH model
27
ARCH-Modell
27
Forecasting model
25
Prognoseverfahren
25
Petroleum
16
Estimation
15
Schätzung
15
Volatility forecasting
14
Welt
9
World
9
Aktienmarkt
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Capital income
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Kapitaleinkommen
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Oil market
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Stock market
6
Ölmarkt
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Börsenkurs
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Coronavirus
5
Oil futures market
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Share price
5
Time series analysis
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Zeitreihenanalyse
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crude oil futures
5
Commodity exchange
4
Forecast
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Prognose
4
Realized volatility
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Warenbörse
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China
3
Crude oil futures
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Aufsatz in Zeitschrift
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English
16
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Ma, Feng
Wu, Chongfeng
Yu, Ziliang
Wang, Yudong
10
Chevallier, Julien
7
Hamori, Shigeyuki
5
Miao, Hong
5
Wei, Yu
5
Zhang, Yaojie
5
Ji, Qiang
4
Kumar, Dilip
4
Liang, Chao
4
Liu, Li
4
Lu, Xinjie
4
Nikitopoulos, Christina Sklibosios
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
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.
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Energy economics
5
Journal of forecasting
2
Applied economics
1
Computational economics
1
Economic modelling
1
Finance research letters
1
International review of financial analysis
1
Journal of risk
1
Journal of risk : JOR
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Quantitative finance
1
The journal of futures markets
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ECONIS (ZBW)
16
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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
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014314628
Saved in:
4
Price discovery in China's crude oil futures markets : an emerging Asian benchmark?
Yu, Ziliang
;
Yang, Jian
;
Webb, Robert I.
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 297-324
Persistent link: https://www.econbiz.de/10014293068
Saved in:
5
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock : a tale of two markets
Yu, Ziliang
;
Liu, Yanan
;
Mang, Huiting
;
Liu, Xiaomeng
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 83-120
Persistent link: https://www.econbiz.de/10014487111
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
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:
8
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:
9
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:
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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