//--> //--> //--> //-->
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:"Ma, Feng"
~subject:"Renewable resources"
~subject:"Rohstoffderivat"
~subject:"Welt"
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
Remodeling the Working-Kaldor...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Renewable resources
Rohstoffderivat
Welt
Commodity derivative
29
Volatility
29
Volatilität
29
ARCH model
26
ARCH-Modell
26
Forecasting model
26
Oil price
26
Prognoseverfahren
26
Ölpreis
26
Volatility forecasting
14
Erdöl
12
Estimation
12
Petroleum
12
Schätzung
12
World
7
Capital income
6
Kapitaleinkommen
6
Oil futures market
6
Aktienmarkt
5
Börsenkurs
5
Forecast
5
Prognose
5
Realized volatility
5
Share price
5
Stock market
5
Time series analysis
5
Zeitreihenanalyse
5
Commodity exchange
3
Crude oil futures
3
Forecasting evaluation
3
HAR-RV-type models
3
Markov chain
3
Markov-Kette
3
Oil futures price
3
Oil market
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
27
Free
2
Type of publication
All
Article
28
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
29
Author
All
Ma, Feng
McAleer, Michael
60
Matthies, Klaus
54
Irwin, Scott H.
51
Prokopczuk, Marcel
43
Chang, Chia-Lin
36
Till, Hilary
36
Pies, Ingo
32
Manera, Matteo
29
Miffre, Joëlle
29
Sanders, Dwight R.
28
García, Philip
27
Moreaux, Michel
25
Tang, Ke
25
Chevallier, Julien
24
Xiong, Wei
23
Baffes, John
22
Benchekroun, Hassan
22
Hammoudeh, Shawkat
22
Lien, Da-hsiang Donald
22
Rouwenhorst, K. Geert
22
Brander, James A.
21
Frankel, Jeffrey A.
20
Schwartz, Eduardo S.
20
Fernandez-Perez, Adrian
19
Ji, Qiang
19
Arezki, Rabah
18
Kilian, Lutz
18
Koskela, Erkki
18
Bohl, Martin T.
17
Glauben, Thomas
17
Nguyen, Duc Khuong
17
Ollikainen, Markku
17
Bouri, Elie
16
Kang, Sang Hoon
16
Prehn, Sören
16
Taylor, M. Scott
16
Tse, Yiuman
16
Wei, Yu
16
Algieri, Bernardina
15
more ...
less ...
Published in...
All
Energy economics
11
Economic modelling
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of forecasting
2
Applied economics
1
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Quantitative finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
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 futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
9
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
10
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->