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Forecasting Realized Volatilit...
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Volatility
726
Volatilität
726
Oil price
498
Ölpreis
498
Welt
339
World
339
Forecasting model
335
Prognoseverfahren
335
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Tiwari, Aviral Kumar
25
Wang, Yudong
25
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22
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21
Gupta, Rangan
18
Bouri, Elie
15
Wang, Shouyang
15
Ji, Qiang
14
Kang, Sang Hoon
13
Uddin, Mohammed Gazi Salah
11
Yoon, Seong-min
11
Dai, Zhifeng
10
Wei, Yu
10
Wen, Fenghua
10
Sadorsky, Perry A.
9
Shahzad, Syed Jawad Hussain
9
Yin, Libo
9
Zhang, Yaojie
9
Do, Hung Xuan
8
Liu, Li
8
Lucey, Brian M.
8
Naeem, Muhammad Abubakr
8
Nguyen, Duc Khuong
8
Roubaud, David
8
Weron, Rafał
8
Chevallier, Julien
7
Demirer, Rıza
7
Filis, George
7
Gong, Xu
7
Lin, Boqiang
7
Mensi, Walid
7
Wohar, Mark E.
7
Wu, Chongfeng
7
Ziel, Florian
7
Batten, Jonathan A.
6
Karim, Sitara
6
Lee, Chien-Chiang
6
Liang, Chao
6
Liu, Bing-Yue
6
Manera, Matteo
6
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Energy economics
MPRA Paper
2,294
International journal of forecasting
1,686
Voprosy ėkonomiki : ordena trudovogo krasnogo znameni ežemesjačnyj žurnal ; Vserossijskoe ėkonomičeskoe izdanie
1,610
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
1,432
Problems of economic transition
1,189
NBER working paper series
1,091
Journal of forecasting
1,070
Finance research letters
987
Ėkonomist : ežemesjačnyj naučno-praktičeskij žurnal
985
Working paper / National Bureau of Economic Research, Inc.
880
ECB Working Paper
859
NBER Working Paper
858
Working Paper
836
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772
CESifo Working Paper
725
Applied economics
722
CESifo working papers
711
International review of financial analysis
606
Obščestvo i ėkonomika : meždunarodnyj naučnyj i obščestvenno-političeskij žurnal ; žurnal učrežden akademijami nauk - učastnikam Meždunarodnaja Associacija Akademij Nauk
597
Journal of econometrics
595
CEPR Discussion Papers
592
Discussion paper / Tinbergen Institute
578
Discussion paper / Centre for Economic Policy Research
577
Economic modelling
566
Journal of banking & finance
556
International review of economics & finance : IREF
535
Higher School of Economics Research Paper
526
Applied economics letters
499
Economics letters
488
IZA Discussion Papers
468
Working paper series / European Central Bank
466
Mirovaja ėkonomika i meždunarodnye otnošenija : MĖMO
458
The journal of futures markets
453
CESifo Working Paper Series
450
The North American journal of economics and finance : a journal of financial economics studies
444
NBER Working Papers
442
Tinbergen Institute Discussion Paper
439
Journal of empirical finance
425
International Journal of Energy Economics and Policy : IJEEP
419
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ECONIS (ZBW)
990
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1
Can the return connectedness indices from grey energy to natural gas help to
forecast
the natural gas returns?
Luo, Keyu
;
Guo, Qiang
;
Li, Xiafei
- In:
Energy economics
109
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013283751
Saved in:
2
Applying ARMA-GARCH approaches to forecasting short-term electricity prices
Liu, Heping
;
Shi, Jing
- In:
Energy economics
37
(
2013
),
pp. 152-166
Persistent link: https://www.econbiz.de/10009760851
Saved in:
3
Volatility
regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang
- In:
Energy economics
34
(
2012
)
1
,
pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
Saved in:
4
Forecasting the conditional
volatility
of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
5
Modeling and forecasting the
volatility
of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
6
Forecasting carbon futures
volatility
using GARCH models with energy volatilities
Byun, Suk Joon
;
Cho, Hangjun
- In:
Energy economics
40
(
2013
),
pp. 207-221
Persistent link: https://www.econbiz.de/10010349571
Saved in:
7
Forecasting the oil futures price
volatility
: large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
8
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
76
(
2018
),
pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
Saved in:
9
Forecasting the realized
volatility
of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
10
Forecasting the good and bad uncertainties of crude oil prices using a HAR framework
Gong, Xu
;
Lin, Boqiang
- In:
Energy economics
67
(
2017
),
pp. 315-327
Persistent link: https://www.econbiz.de/10011897926
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