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Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian; Ma, Feng; Bouri, Elie; Zhong, Juandan - In: Energy economics 108 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
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Jumps and oil futures volatility forecasting : a new insight
Ma, Feng; Liang, Chao; Zeng, Qing; Li, Haibo - In: Quantitative finance 21 (2021) 5, pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
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Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng; Li, Yu; Liu, Li; Zhang, Yaojie - In: The North American journal of economics and finance : a … 44 (2018), pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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Climate policy uncertainty and world renewable energy index volatility forecasting
Liang, Chao; Umar, Muhammad; Ma, Feng; Toan Luu Duc Huynh - In: Technological forecasting & social change : an … 182 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449113
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Natural gas volatility predictability in a data-rich world
Lu, Fei; Ma, Feng; Li, Pan; Huang, Dengshi - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
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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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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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Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - In: The European journal of finance 29 (2023) 14, pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948