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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~subject:"Forecasting model"
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Search: subject_exact:"Oil price"
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Forecasting model
Oil price
108
Ölpreis
107
Volatility
56
Volatilität
56
Welt
50
World
50
Estimation
41
Schätzung
41
ARCH model
27
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Wang, Yudong
4
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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
Apergēs, Nikolaos
1
Bouri, Elie
1
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1
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International review of economics & finance : IREF
Journal of forecasting
Energy economics
152
Finance research letters
21
International Journal of Energy Economics and Policy : IJEEP
17
International journal of forecasting
17
Economic modelling
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
Working paper
8
Applied economics letters
7
Journal of banking & finance
7
OPEC energy review
7
Department of Economics working paper series
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Technological forecasting & social change : an international journal
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CAMA working paper series
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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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Research in international business and finance
5
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4
Economics letters
4
FEEM Working Paper
4
Journal of commodity markets
4
Journal of empirical finance
4
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
4
Theoretical and applied economics : GAER review
4
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
3
Quantitative finance
3
The journal of futures markets
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ECONIS (ZBW)
26
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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
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
4
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:
5
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:
6
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:
7
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:
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
Forecasting energy prices : quantile-based risk models
Apergēs, Nikolaos
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10013465758
Saved in:
10
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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