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~isPartOf:"Economic modelling"
~person:"Ma, Feng"
~person:"Yoshino, Naoyuki"
~subject:"Volatilität"
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Volatilität
Oil price
4
Ölpreis
4
Forecasting model
3
Prognoseverfahren
3
Volatility
3
ARCH model
2
ARCH-Modell
2
Volatility forecasting
2
Aktienmarkt
1
BRICS
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BRICS countries
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BRICS-Staaten
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Börsenkurs
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Causality analysis
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Combinations forecasts
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Commodity derivative
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Crude oil
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Economic forecast
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Erdöl
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Extreme shocks
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Forecast
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Oil futures price
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Oil price predictability
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Petroleum
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Realized range-based volatility
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Ma, Feng
Yoshino, Naoyuki
Abid, Ilyes
2
Guesmi, Khaled
2
Joëts, Marc
2
Liu, Jing
2
Liu, Li
2
Wan, Jieqiu
2
Zhang, Yaojie
2
Aloui, Chaker
1
Ameur, Hachmi Ben
1
Bao Hoang Nguyen
1
Beljid, Makram
1
Benedictow, Andreas
1
Benhmad, François
1
Boubaker, Adel
1
Candelon, Bertrand
1
Chan, Ying Tung
1
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1
Cheffou, Abdoulkarim Idi
1
Chen, Ching-cheng
1
Chen, Qiang
1
Chen, Wang
1
Cheng, Peng
1
Chevallier, Julien
1
Chueh, Yen Ling
1
Degiannakis, Stavros
1
Ding, Zhihua
1
Dong, Yilin
1
Ehouman, Yao Axel
1
Fattoum, Salma
1
Fenech, Jean-Pierre
1
Filis, George
1
Gao, Shen
1
Hammersland, Roger
1
Harrathi, Nizar
1
He, Chengting
1
Hou, Chenghan
1
Huang, Dengshi
1
Isah, Kazeem O.
1
Jawadi, Fredj
1
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Economic modelling
Energy economics
15
International review of financial analysis
4
International journal of finance & economics : IJFE
3
Working papers / ADB Institute
3
Applied economics letters
2
ADBI Working Paper 546
1
Applied economics
1
Department of Economics working paper series
1
Economics and policy of energy and the environment
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of management science and engineering
1
Journal of the Asia Pacific economy
1
OPEC energy review
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
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The journal of futures markets
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ECONIS (ZBW)
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1
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
2
Forecasting the aggregate
oil
price
volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
3
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
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