//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Adrangi, Bahram"
~person:"Ma, Feng"
~person:"Prokopczuk, Marcel"
~subject:"Börsenkurs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Warentermingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Commodity derivative
76
Rohstoffderivat
76
Volatility
45
Volatilität
45
Forecasting model
31
Prognoseverfahren
31
Oil price
30
Ölpreis
30
ARCH model
28
ARCH-Modell
28
Commodity exchange
22
Estimation
22
Schätzung
22
Warenbörse
22
Commodity market
20
Commodity price
20
Rohstoffmarkt
20
Rohstoffpreis
20
Welt
20
World
20
Volatility forecasting
14
Erdöl
13
Petroleum
13
Theorie
13
Theory
13
Capital income
12
Kapitaleinkommen
12
Commodities
10
USA
8
United States
8
Derivat
7
Derivative
7
Option pricing theory
7
Optionspreistheorie
7
Time series analysis
7
Zeitreihenanalyse
7
Oil futures market
6
Risiko
6
Risk
6
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Adrangi, Bahram
Ma, Feng
Prokopczuk, Marcel
Chakravarty, Sugato
6
Irwin, Scott H.
6
Li, Kai
6
Richardson, Matthew
6
Vigfusson, Robert J.
6
Xiong, Wei
6
Xu, Ke
6
Baumeister, Christiane
5
Chevallier, Julien
5
Dolatabadi, Sepideh
5
Hamilton, James D.
5
Kilian, Lutz
5
Leduc, Sylvain
5
Levine, Ari
5
Lopez, Claude
5
Moran, Kevin
5
Nielsen, Morten Ørregaard
5
Ooi, Yao Hua
5
Robe, Michel A.
5
Wang, George H. K.
5
Wu, Jing Cynthia
5
Bohl, Martin T.
4
García, Philip
4
Hu, Conghui
4
Srinivasan, P.
4
Wei, Yu
4
Baldi, Lucia
3
Bierbaumer, Daniel
3
Bjursell, Johan
3
Boudoukh, Jacob
3
Buyuksahin, Bahattin
3
Cornell, Bradford
3
Delatte, Anne-Laure
3
Gao, Lin
3
Gupta, Rangan
3
Hevia, Constantino
3
Lien, Da-hsiang Donald
3
Narayan, Paresh Kumar
3
Pavlova, Anna
3
more ...
less ...
Published in...
All
Applied economics letters
1
Economic modelling
1
Energy economics
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Journal of forecasting
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
3
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
4
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
5
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
6
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->