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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
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Search: subject_exact:"Oil price"
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Forecasting model
Oil price
114
Ölpreis
113
Volatility
55
Volatilität
55
Welt
50
World
50
Estimation
43
Schätzung
43
Capital income
28
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ARCH model
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Spillover effect
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Wang, Yudong
4
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1
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Christoffersen, Peter F.
1
Conlon, Thomas
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1
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International review of economics & finance : IREF
Journal of banking & finance
Energy economics
152
Finance research letters
21
International Journal of Energy Economics and Policy : IJEEP
17
International journal of forecasting
17
Economic modelling
13
Journal of forecasting
13
The energy journal
12
Discussion paper / Centre for Economic Policy Research
11
International review of financial analysis
11
Staff working paper / Bank of Canada
11
Applied economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of finance & economics : IJFE
8
The North American journal of economics and finance : a journal of financial economics studies
8
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8
Applied economics letters
7
OPEC energy review
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Department of Economics working paper series
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Technological forecasting & social change : an international journal
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Financial innovation : FIN
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Journal of commodity markets
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Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical and applied economics : GAER review
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Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
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Quantitative finance
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The journal of futures markets
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ECONIS (ZBW)
20
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1
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
2
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
3
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
4
Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran
;
Yu, Jize
;
Su, Yuquan
;
Wang, Lu
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
Saved in:
5
The role of the past long-run oil price changes in stock market
Wu, Shue-Jen
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 274-291
Persistent link: https://www.econbiz.de/10014343124
Saved in:
6
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
7
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
8
Forecasting crude oil prices : a reduced-rank approach
Song, Yixuan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 698-711
Persistent link: https://www.econbiz.de/10014474661
Saved in:
9
The illusion of oil return predictability : the choice of data matters!
Conlon, Thomas
;
Cotter, John
;
Eyiah-Donkor, Emmanuel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013400116
Saved in:
10
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
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