Narrow search
Showing 1 - 3 of 3
Cover Image
Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
Cover Image
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui; Li, Guo - In: Energy economics 119 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Cover Image
Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets
Qu, Hui; Duan, Qingling; Niu, Mengyi - In: Energy economics 74 (2018), pp. 767-776
Persistent link: https://www.econbiz.de/10011972967