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subject:"USA"
~person:"Ma, Feng"
~person:"Plourde, André"
~subject:"ARCH-Modell"
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USA
ARCH-Modell
Erdöl
18
Petroleum
18
Volatility
14
Volatilität
14
Commodity derivative
12
Oil price
12
Rohstoffderivat
12
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12
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10
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10
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10
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6
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Ma, Feng
Plourde, André
Caruana, Leonard
6
Kilian, Lutz
6
Mohaddes, Kamiar
6
Plante, Michael
6
Raissi, Mehdi
6
Rockoff, Hugh
6
Zhou, Xiaoqing
6
Yücel, Mine Kuban
5
Bouri, Elie
4
Chevallier, Julien
4
Kang, Wensheng
4
Liang, Chao
4
Liu, Li
4
Lu, Xinjie
4
McAleer, Michael
4
Melek, Nida Çakır
4
Ratti, Ronald A.
4
Wang, Yudong
4
Bachmeier, Lance J.
3
Casassus, Jaime
3
Chang, Chia-Lin
3
Considine, Timothy James
3
Ewing, Bradley T.
3
Kashcheeva, Mila
3
Kumar, Dilip
3
Mason, Charles F.
3
Rahman, Sajjadur
3
Schwartz, Eduardo S.
3
Tsui, Kevin K.
3
Wang, Jiqian
3
Arora, Vipin
2
Bahgat, Gawdat Gamil
2
Bilgic, Abdulbaki
2
Black, Edwin
2
Blair, Benjamin F.
2
Bohi, Douglas R.
2
Cakir Melek, Nida
2
Chan, Kam C.
2
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Energy economics
5
Journal of forecasting
2
Applied economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of financial analysis
1
Quantitative finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper / University of Alberta, Faculty of Arts, Department of Economics
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ECONIS (ZBW)
14
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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
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
United States Oil Fund volatility prediction : the roles of leverage effect and jumps
Liang, Chao
;
Liao, Yin
;
Ma, Feng
;
Zhu, Bo
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2239-2262
Persistent link: https://www.econbiz.de/10013197292
Saved in:
6
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:
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
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:
10
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
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