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~isPartOf:"CREATES research paper"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Working paper"
~person:"Manera, Matteo"
~person:"Zhang, Yaojie"
~subject:"Börsenkurs"
~subject:"Oil price"
~type:"article"
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Börsenkurs
Oil price
ARCH model
3
ARCH-Modell
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Forecasting model
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Prognoseverfahren
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Volatility
3
Volatilität
3
China
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Volatility forecasting
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Aktienmarkt
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Capital market returns
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Chinese crude oil futures market
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EPU
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Manera, Matteo
Zhang, Yaojie
Ma, Feng
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CREATES research paper
Economic modelling
International journal of economics and finance
Working paper
Energy economics
6
Applied economics
4
International journal of forecasting
2
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
2
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
3
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:
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