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subject:"Volatilität"
~person:"Ma, Feng"
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Search: subject_exact:"Oil market"
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Volatilität
Oil market
8
Ölmarkt
8
Oil price
7
Volatility
7
Ölpreis
7
Forecasting model
6
Prognoseverfahren
6
Welt
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World
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ARCH-Modell
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Commodity derivative
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Estimation
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Risiko
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Risk
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Rohstoffderivat
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Schätzung
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Volatility forecasting
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Börsenkurs
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Capital income
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Capital market returns
2
Crude oil market volatility
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Geopolitical risk
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Geopolitics
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Geopolitik
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Kapitaleinkommen
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Kapitalmarktrendite
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Markov-regime switching
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Risikomaß
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Risk measure
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Share price
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Aktienmarkt
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Asset allocation
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Asymmetric effects
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Business cycle
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Business cycles
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China
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Ma, Feng
Gupta, Rangan
15
Wang, Yudong
12
Wei, Yu
12
Reitz, Stefan
9
Yin, Libo
9
Hammoudeh, Shawkat
8
Xu, Yahua
8
Peersman, Gert
7
Yoon, Seong-min
7
Baumeister, Christiane
6
Ji, Qiang
6
Liu, Li
6
Lyu, Yongjian
6
Tiwari, Aviral Kumar
6
Valenti, Daniele
6
Wen, Fenghua
6
Zhang, Yue-jun
6
Balcilar, Mehmet
5
Krusell, Per
5
Mensi, Walid
5
Molnár, Peter
5
Stadtmann, Georg
5
Wohar, Mark E.
5
Zhang, Bing
5
Zhang, Yaojie
5
Baffes, John
4
Bornstein, Gideon
4
Corbet, Shaen
4
Dutta, Anupam
4
Guesmi, Khaled
4
Harrison, Andre
4
Hu, Yang
4
Kshirsagar, Varun
4
Lee, Thomas
4
Li, Xiafei
4
Lin, Boqiang
4
Liu, Xiaochun
4
Manera, Matteo
4
Nazlıoğlu, Şaban
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Energy economics
3
Applied economics letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of empirical finance
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ECONIS (ZBW)
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1
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
2
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:
3
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:
4
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Saved in:
5
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
6
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
7
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
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