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subject:"Volatility"
~person:"Zhang, Yue-jun"
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Search: subject_exact:"Oil price"
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Volatility
Oil price
15
Ölpreis
15
Volatilität
11
Welt
11
World
11
Forecasting model
9
Prognoseverfahren
9
ARCH model
6
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6
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Oil market
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Estimation
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Börsenkurs
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Volatility forecasting
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Zhang, Yue-jun
Gupta, Rangan
45
Ma, Feng
40
McAleer, Michael
37
Chang, Chia-Lin
33
Hammoudeh, Shawkat
33
Ji, Qiang
27
Filis, George
25
Mensi, Walid
24
Wang, Yudong
23
Wei, Yu
23
Manera, Matteo
22
Serletis, Apostolos
21
Bouri, Elie
20
Tiwari, Aviral Kumar
19
Salisu, Afees A.
17
Degiannakis, Stavros
16
Wen, Fenghua
15
Yin, Libo
15
Zhang, Yaojie
15
Elder, John
14
Guesmi, Khaled
14
Shahzad, Syed Jawad Hussain
14
Kang, Sang Hoon
13
Ratti, Ronald A.
13
Zhu, Huiming
13
Caporale, Guglielmo Maria
12
Demirer, Rıza
12
Nguyen, Duc Khuong
12
Pierdzioch, Christian
12
Bastianin, Andrea
11
Baumeister, Christiane
11
Dutta, Anupam
11
Kang, Wensheng
11
Nonejad, Nima
11
Spagnolo, Nicola
11
Chevallier, Julien
10
Kilian, Lutz
10
Lin, Boqiang
10
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Energy economics
3
International review of economics & finance : IREF
2
International review of financial analysis
2
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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ECONIS (ZBW)
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1
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
2
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
3
The impact of institutional analyst forecast divergence on crude oil market : evidence from the mixed frequency models
Zhang, Yuan-Yuan
;
Zhang, Yue-jun
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472894
Saved in:
4
The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
Zhang, Yue-jun
;
Yan, Xing-Xing
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 750-768
Persistent link: https://www.econbiz.de/10012487449
Saved in:
5
Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
6
Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Zhang, Yue-jun
;
Wang, Jin-Li
- In:
Energy economics
78
(
2019
),
pp. 192-201
Persistent link: https://www.econbiz.de/10012159923
Saved in:
7
How to effectively estimate the time-varying risk spillover between crude oil and stock markets? : Evidence from the expectile perspective
Zhang, Yue-jun
;
Ma, Shu-Jiao
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183423
Saved in:
8
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Saved in:
9
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
10
Interpreting the movement of oil prices : driven by fundamentals or bubbles?
Zhang, Yue-jun
;
Yao, Ting
- In:
Economic modelling
55
(
2016
),
pp. 226-240
Persistent link: https://www.econbiz.de/10011642513
Saved in:
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