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~isPartOf:"Energy economics"
~subject:"Markov chain"
~subject:"Prognoseverfahren"
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Search: subject_exact:"GARCH model"
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Markov chain
Prognoseverfahren
ARCH model
169
ARCH-Modell
169
Volatility
157
Volatilität
157
Oil price
109
Ölpreis
109
Welt
57
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57
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55
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Ma, Feng
13
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6
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4
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3
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Bouri, Elie
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2
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2
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2
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2
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2
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2
Wang, Yudong
2
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2
Alizadeh-Masoodian, Amir H.
1
Ausín, M. Concepción
1
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1
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1
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1
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1
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Energy economics
International journal of forecasting
57
Finance research letters
55
The North American journal of economics and finance : a journal of financial economics studies
39
Applied economics
36
International review of financial analysis
32
Journal of forecasting
31
International review of economics & finance : IREF
29
Economic modelling
25
Journal of empirical finance
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of econometrics
18
Research in international business and finance
16
Applied economics letters
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Journal of international financial markets, institutions & money
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International journal of finance & economics : IJFE
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Economics letters
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Computational economics
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Pacific-Basin finance journal
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Journal of commodity markets
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of economics and finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic dynamics & control
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Theoretical economics letters
6
Econometric reviews
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of time series econometrics
5
The European journal of finance
5
The journal of futures markets
5
Annals of financial economics
4
Bulletin of economic research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
60
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1
Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao
;
Guan, Xinyue
;
Wei, Yigang
;
Xue, Shan
;
Xu, Liang
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
Saved in:
2
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
3
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
4
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
5
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:
6
Jumps in the Chinese crude oil futures volatility forecasting : new evidence
Guo, Yangli
;
Li, Pan
;
Wu, Hanlin
- In:
Energy economics
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
Saved in:
7
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
8
Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014285888
Saved in:
9
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
10
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
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