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The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu; Ma, Feng; Niu, Tianjiao; Liang, Chao - In: Energy economics 99 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
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Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang; Ma, Feng; Liao, Yin; Wang, Lu - In: Energy economics 86 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
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Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao; Xia, Zhenglan; Lai, Xiaodong; Wang, Lu - In: Energy economics 116 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
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Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu; Wu, Jiangbin; Cao, Yang; Hong, Yanran - In: Energy economics 111 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
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Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets
Wang, Lu; Guan, Li; Ding, Qian; Zhang, Hongwei - In: Energy economics 126 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014483645
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Implications of carbon neutrality for power sector investments and stranded coal assets in China
Pan, Xunzhang; Ma, Xueqing; Zhang, Yanru; Shao, Tianming; … - In: Energy economics 121 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014439025
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Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun; Wei, Yu; Li, Shouwei; Liu, Liang; Wang, Lei - In: Energy economics 96 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012817843