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~isPartOf:"Energy economics"
~isPartOf:"IZA Discussion Paper"
~person:"Bedoui, Rihab"
~person:"Zhang, Yue-jun"
~subject:"ARCH-Modell"
~subject:"MIDAS model"
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Bedoui, Rihab
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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
On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab
;
Braiek, Sana
;
Guesmi, Khaled
; …
- In:
Energy economics
80
(
2019
),
pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
Saved in:
3
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
Saved in:
4
Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying
;
Zhang, Yue-jun
;
Tsai, Hsien-tang
;
Wei, Yi-Ming
- In:
Energy economics
30
(
2008
)
6
,
pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
Saved in:
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