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isPartOf:"Energy policy"
~isPartOf:"Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists"
~isPartOf:"International review of financial analysis"
~person:"Zhang, Yue-jun"
~source:"econis"
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Zhang, Yue-jun
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Energy policy
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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ECONIS (ZBW)
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Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun
;
Lin, Jia-Juan
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
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Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
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