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Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
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Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing; Ma, Feng; Yang, Ke; Zhang, Yaojie - In: Energy economics 72 (2018), pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
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Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Energy economics 62 (2017), pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
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Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke; Tian, Fengping; Chen, Langnan; Li, Steven - In: International review of economics & finance : IREF 49 (2017), pp. 276-291
Persistent link: https://www.econbiz.de/10011748442