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~person:"Luo, Jiawen"
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Commodity derivative
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Luo, Jiawen
Pies, Ingo
53
Will, Matthias Georg
24
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22
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19
Tang, Ke
6
Balcilar, Mehmet
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Frankel, Jeffrey A.
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Applied economics
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1
Air pollution, weather factors, and realized volatility forecasts of
agricultural
commodity
futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Forecasting the volatility of
agricultural
commodity
futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
3
Risk contagions between global oil markets and China's
agricultural
commodity
markets under structural breaks
Luo, Jiawen
;
Zhang, Qun
- In:
Applied economics
53
(
2021
)
5
,
pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Saved in:
4
High-frequency volatility connectedness between the US crude oil market and China's
agricultural
commodity
markets
Luo, Jiawen
;
Ji, Qiang
- In:
Energy economics
76
(
2018
),
pp. 424-438
Persistent link: https://www.econbiz.de/10011976696
Saved in:
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