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INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie; Ma, Feng; Li, Haibo; Wang, Jianqiong - In: Energy economics 126 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
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Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie; Ma, Feng; Xu, Jin; Zhang, Zehui - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
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Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi; Lu, Xinjie; Ma, Feng; Huang, Dengshi - In: Finance research letters 47 (2022) 1, pp. 1
Persistent link: https://www.econbiz.de/10013457290
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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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An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei; Liao, Yin; Lu, Xinjie; Ma, Feng - In: Energy economics 116 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013542124