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~person:"Ma, Feng"
~subject:"Finanzmarkt"
~subject:"Theorie"
~subject:"Ölpreis"
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89
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77
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Ma, Feng
McAleer, Michael
95
Bollerslev, Tim
82
Caporale, Guglielmo Maria
80
Diebold, Francis X.
80
Gupta, Rangan
78
Andersen, Torben
53
Lux, Thomas
53
Pierdzioch, Christian
49
Koopman, Siem Jan
47
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46
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44
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43
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38
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38
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37
Caballero, Ricardo J.
36
Gil-Alaña, Luis A.
36
Chiarella, Carl
34
Wang, Yudong
34
Caporin, Massimiliano
33
Serletis, Apostolos
33
Ji, Qiang
30
Mensi, Walid
29
Spagnolo, Nicola
29
Bouri, Elie
28
Herwartz, Helmut
28
Lucas, André
28
Wei, Yu
28
Asai, Manabu
27
Filis, George
27
Bacchetta, Philippe
26
Christoffersen, Peter F.
26
Tiwari, Aviral Kumar
26
Westerhoff, Frank H.
26
Manera, Matteo
25
Mittnik, Stefan
25
Pesaran, M. Hashem
25
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25
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24
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Energy economics
15
International review of financial analysis
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Applied economics
2
Applied economics letters
2
Journal of forecasting
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
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Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
2
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
3
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Saved in:
4
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
5
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
6
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
7
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
8
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
9
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:
10
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
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