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subject:"Welt"
~isPartOf:"Energy economics"
~person:"Zhang, Yue-jun"
~subject:"Rohstoffderivat"
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Welt
Rohstoffderivat
Forecasting model
3
Oil price
3
Prognoseverfahren
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Ölpreis
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Estimation
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World
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ARCH model
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ARCH-Modell
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Aktienmarkt
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Börsenkurs
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Crude oil price
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Crude oil price forecast
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Crude oil price forecasting
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EEMD
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Forecast
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GARCH
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High frequency data
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LSSVM
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MIDAS model
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Zhang, Yue-jun
Ma, Feng
14
Wang, Yudong
7
Zhang, Yaojie
6
Wang, Shouyang
4
Wei, Yu
4
Huang, Dengshi
3
Liu, Jing
3
Liu, Li
3
Nonejad, Nima
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Degiannakis, Stavros
2
Drachal, Krzysztof
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Filis, George
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Guo, Yangli
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Hammoudeh, Shawkat
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Lee, Chien-chiang
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Narayan, Paresh Kumar
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Nguyen, Duc Khuong
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Shahzad, Syed Jawad Hussain
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Wang, Jiqian
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Wei, Yunjie
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Wu, Chongfeng
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Yu, Lean
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Zhao, Yang
2
Abdollahi, Hooman
1
Ahmad, Nasir
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Al-Freedi, Ajab
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Alam, Md. Samsul
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Algieri, Bernardina
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Alizadeh-Masoodian, Amir H.
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Aloui, Chaker
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Arouri, Mohamed
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Bakas, Dimitrios
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Bao, Yukun
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Energy economics
International review of financial analysis
2
International financial markets
1
International review of economics & finance : IREF
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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The energy journal
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ECONIS (ZBW)
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Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Zhang, Yue-jun
;
Wang, Jin-Li
- In:
Energy economics
78
(
2019
),
pp. 192-201
Persistent link: https://www.econbiz.de/10012159923
Saved in:
2
A novel hybrid method for crude oil price forecasting
Zhang, Jin-Liang
;
Zhang, Yue-jun
;
Zhang, Lu
- In:
Energy economics
49
(
2015
),
pp. 649-659
Persistent link: https://www.econbiz.de/10011537246
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