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Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
Nowotarski, Jakub; Tomczyk, Jakub; Weron, Rafał - In: Energy economics 39 (2013), pp. 13-27
Persistent link: https://www.econbiz.de/10010235039
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Forecasting global equity market volatilities
Zhang, Yaojie; Ma, Feng; Liao, Yin - In: International journal of forecasting 36 (2020) 4, pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli; He, Feng; Liang, Chao; Ma, Feng - In: Energy economics 105 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
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On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
Marcjasz, Grzegorz; Uniejewski, Bartosz; Weron, Rafał - In: International journal of forecasting 35 (2019) 4, pp. 1520-1532
Persistent link: https://www.econbiz.de/10012305383
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On the importance of the long-term seasonal component in day-ahead electricity price forecasting
Nowotarski, Jakub; Weron, Rafał - In: Energy economics 57 (2016), pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
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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