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~accessRights:"restricted"
~language:"eng"
~person:"Salisu, Afees A."
~person:"Zhang, Yaojie"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Schätzung
Volatility
Forecasting model
86
Prognoseverfahren
86
Volatilität
65
Estimation
54
Börsenkurs
51
Share price
51
Welt
43
World
43
Stock market
41
Aktienmarkt
40
Capital income
40
Kapitaleinkommen
40
ARCH model
36
ARCH-Modell
36
Oil price
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36
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22
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22
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20
Risiko
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19
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17
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17
Theorie
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Theory
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Impact assessment
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Shock
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Article
102
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Article in journal
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Aufsatz in Zeitschrift
102
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English
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Salisu, Afees A.
Zhang, Yaojie
Gupta, Rangan
218
Ma, Feng
92
Bouri, Elie
89
Tiwari, Aviral Kumar
86
Bahmani-Oskooee, Mohsen
84
Wohar, Mark E.
67
Gil-Alaña, Luis A.
65
Hammoudeh, Shawkat
63
Zaremba, Adam
62
Balcilar, Mehmet
53
Xuan Vinh Vo
53
Wang, Yudong
51
Kang, Sang Hoon
48
Mensi, Walid
48
Apergēs, Nikolaos
47
Shahbaz, Muhammad
46
Lee, Chien-chiang
45
Demirer, Rıza
44
Shahzad, Syed Jawad Hussain
43
Caporale, Guglielmo Maria
42
Ji, Qiang
42
Serletis, Apostolos
40
Yin, Libo
38
Roubaud, David
37
Lau, Chi Keung
36
Liang, Chao
36
Narayan, Paresh Kumar
36
Pierdzioch, Christian
36
Lucey, Brian M.
35
Umar, Zaghum
35
Wei, Yu
35
Jawadi, Fredj
34
Corbet, Shaen
32
Yoon, Seong-min
32
Zhu, Huiming
32
Gozgor, Giray
31
Jalles, João Tovar
31
Uddin, Mohammed Gazi Salah
29
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Energy economics
12
Economic modelling
10
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
6
International review of economics & finance : IREF
6
Journal of forecasting
6
Emerging markets, finance and trade : EMFT
5
International journal of finance & economics : IJFE
5
Global finance journal
4
International journal of forecasting
4
International review of financial analysis
4
Applied economics letters
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of financial economics
1
Bulletin of economic research
1
Economic change & restructuring
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of African business
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of macroeconomics
1
Macroeconomics and finance in emerging market economies
1
Pacific-Basin finance journal
1
The European journal of finance
1
The journal of futures markets
1
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ECONIS (ZBW)
102
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1
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10
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102
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date (oldest first)
1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
3
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
4
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
Climate change and fossil fuel prices : a GARCH-MIDAS analysis
Tumala, Mohammed M.
;
Salisu, Afees A.
;
Nmadu, Yaaba B.
- In:
Energy economics
124
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484016
Saved in:
6
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
9
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
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