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~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Chen, Wang"
~person:"Xiao, Jihong"
~subject:"Forecasting model"
~subject:"Oil price"
~type_genre:"Article in journal"
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Forecasting model
Oil price
Volatility
5
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5
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4
Börsenkurs
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Chen, Wang
Xiao, Jihong
Gupta, Rangan
8
Ma, Feng
8
Hammoudeh, Shawkat
6
Wohar, Mark E.
5
Balcilar, Mehmet
4
Liang, Chao
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Wang, Yudong
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Wang, Jiqian
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Wang, Lu
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Yin, Libo
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Bannigidadmath, Deepa
2
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Chen, Jinyu
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Chen, Qian
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Gao, Bin
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International review of economics & finance : IREF
Energy economics
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance research letters
2
Applied economics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
5
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1
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
2
Modeling and managing stock market volatility using MRS-MIDAS model
Chen, Wang
;
Lu, Xinjie
;
Wang, Jiqian
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 625-635
Persistent link: https://www.econbiz.de/10013545774
Saved in:
3
The role of US implied volatility index in forecasting Chinese stock market volatility : evidence from HAR models
Xiao, Jihong
;
Wen, Fenghua
;
Zhao, Yupei
;
Wang, Xiong
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 311-333
Persistent link: https://www.econbiz.de/10012792965
Saved in:
4
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
5
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
Saved in:
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