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Forecasting oil futures price...
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Volatility forecasting
Forecasting model
151
Prognoseverfahren
151
Volatility
133
Volatilität
133
ARCH model
71
ARCH-Modell
71
Stock market
71
Aktienmarkt
70
Welt
62
World
62
Börsenkurs
61
Share price
61
Capital income
59
Kapitaleinkommen
59
Oil price
58
Ölpreis
58
Estimation
57
Schätzung
57
Forecast
47
Prognose
47
Oil market
43
Ölmarkt
43
China
35
Commodity derivative
34
Risiko
34
Risk
34
Rohstoffderivat
34
Theorie
29
Theory
29
Erdöl
27
Petroleum
27
Realized volatility
21
Portfolio selection
20
Portfolio-Management
20
Time series analysis
20
Zeitreihenanalyse
20
Aktienindex
13
Capital market returns
13
Kapitalmarktrendite
13
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47
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Ma, Feng
36
Zhang, Yaojie
20
Liu, Jing
9
Wahab, M. I. M.
9
Wei, Yu
9
Wang, Yudong
7
Liang, Chao
6
Wang, Jiqian
5
He, Mengxi
4
Huang, Dengshi
4
Chen, Wang
3
Li, Yan
3
Liu, Li
3
Lu, Xinjie
3
Wang, Lu
3
Guo, Xiaozhu
2
Lai, Xiaodong
2
Li, Xiafei
2
Li, Yu
2
Liao, Yin
2
Tang, Yusui
2
Wen, Danyan
2
Xu, Weiju
2
Yang, Ke
2
Zeng, Qing
2
Zhang, Jixiang
2
Bouri, Elie
1
Bu, Jinfeng
1
Cao, Yang
1
Chen, Yixiang
1
Chevallier, Julien
1
Ding, Hui
1
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1
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1
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1
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1
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1
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1
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Energy economics
12
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6
International review of economics & finance : IREF
6
Economic modelling
4
International journal of forecasting
4
Finance research letters
3
International review of financial analysis
3
The North American journal of economics and finance : a journal of financial economics studies
2
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of management science and engineering
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
6
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
7
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:
8
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
9
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:
10
Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng
;
Li, Yu
;
Liu, Li
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
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