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~isPartOf:"Journal of forecasting"
~person:"Chen, Langnan"
~person:"Ma, Feng"
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Search: subject_exact:"Commodity futures"
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Capital income
3
Commodity derivative
3
Forecasting model
3
Kapitaleinkommen
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Prognoseverfahren
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Rohstoffderivat
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Volatility
3
Volatilität
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Petroleum
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regime switching
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Aktienmarkt
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agricultural commodity futures
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crude oil futures
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forecast
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jumps
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leverage effect
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long memory
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oil future overnight RV
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oil futures intraday RV
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realized range-based volatility
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realized volatility
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Chen, Langnan
Ma, Feng
An, Wuyue
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Li, Ziyang
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Liu, Jing
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Lu, Xinjie
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Luo, Jiawen
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Marfatia, Hardik A.
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Schlüter, Stephan
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Tian, Fengping
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Journal of forecasting
Energy economics
11
Applied economics
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International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of forecasting
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ECONIS (ZBW)
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A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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2
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
3
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
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