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Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Zhang, Yue-jun; Wang, Jin-Li - In: Energy economics 78 (2019), pp. 192-201
Persistent link: https://www.econbiz.de/10012159923
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How to effectively estimate the time-varying risk spillover between crude oil and stock markets? : Evidence from the expectile perspective
Zhang, Yue-jun; Ma, Shu-Jiao - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183423
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A novel hybrid method for crude oil price forecasting
Zhang, Jin-Liang; Zhang, Yue-jun; Zhang, Lu - In: Energy economics 49 (2015), pp. 649-659
Persistent link: https://www.econbiz.de/10011537246
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"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun; Chevallier, Julien; Guesmi, Khaled - In: Energy economics 68 (2017), pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
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Forecasting crude oil prices with shrinkage methods : can nonconvex penalty and Huber loss help?
Xing, Li-Min; Zhang, Yue-jun - In: Energy economics 110 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013349910