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Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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Jumps in the Chinese crude oil futures volatility forecasting : new evidence
Guo, Yangli; Li, Pan - In: Energy economics 126 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
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Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
Li, Pan; Cao, Jiawei; Xu, Zijian - In: Energy economics 134 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015047129