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~subject:"Prognoseverfahren"
~person:"Liu, Li"
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Prognoseverfahren
Commodity derivative
5
Oil price
5
Rohstoffderivat
5
Ölpreis
5
Erdöl
4
Forecasting model
4
Petroleum
4
Volatility
4
Volatilität
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ARCH model
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ARCH-Modell
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Welt
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World
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Crude oil
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Estimation
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Forecast
2
Oil market
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Prognose
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Schätzung
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Ölmarkt
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Capital income
1
China
1
Correlation
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Crude oil futures
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Density
1
Density forecasts
1
Economic policy
1
Financial investment
1
Forecast combination
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Forecasting
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Fuel oil price
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Futures
1
GARCH
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HAR-RV-type models
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Kapitalanlage
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Kapitaleinkommen
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Korrelation
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Long-range dependence
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Liu, Li
Ma, Feng
26
Wei, Yu
11
Zhang, Yaojie
10
Lu, Xinjie
8
García, Philip
7
Kilian, Lutz
7
Wang, Yudong
7
Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Girardi, Alessandro
6
Irwin, Scott H.
6
Ji, Qiang
6
Liu, Jing
6
Luo, Jiawen
6
Xu, Yahua
6
Baumeister, Christiane
5
Coibion, Olivier
5
Cotter, John
5
Eyiah-Donkor, Emmanuel
5
Hamilton, James D.
5
Huang, Dengshi
5
Liang, Chao
5
Potì, Valerio
5
Prokopczuk, Marcel
5
Wu, Jing Cynthia
5
Algieri, Bernardina
4
Chen, Wang
4
Chevallier, Julien
4
Chinn, Menzie David
4
Degiannakis, Stavros
4
Hu, Conghui
4
Jiang, Ying
4
Klein, Tony
4
Li, Xiafei
4
Liu, Xiaoquan
4
Molnár, Peter
4
Sévi, Benoît
4
Xiong, Wei
4
Xu, Xiaojie
4
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Energy economics
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1
Economic modelling
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ECONIS (ZBW)
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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
2
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
3
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
4
A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li
;
Wan, Jieqiu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
Saved in:
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