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Predicting gold volatility : exploring the impact of extreme risk in the international commodity market
Tang, Yusui; Zhong, Juandan - In: Finance research letters 58 (2023) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10014631292
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Fear in commodity return prediction
Cao, Zhen; Han, Liyan; Wei, Xinbei; Zhang, Qunzi - In: Finance research letters 46 (2022) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10013342809
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Ex-ante risk factors and required structures of the implied correlation matrix
Schadner, Wolfgang - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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Jumps and gold futures volatility prediction
Li, Xiaoqian; Ma, Xiaoqi - In: Finance research letters 58 (2023) 3, pp. 1-5
Persistent link: https://www.econbiz.de/10014631150
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Macroeconomic information, global economic policy uncertainty and gold futures return predictability
Yu, Fanchao - In: Finance research letters 55 (2023) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10014472959
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Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo; Ye, Zinan - In: Finance research letters 15 (2015), pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
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Macroeconomic attention and oil futures volatility prediction
Liu, Shan; Li, Ziwei - In: Finance research letters 57 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
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Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian; Hadina, Jelena; Haugom, Erik; Lien, … - In: Finance research letters 58 (2023) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
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Crude oil volatility forecasting : new evidence from world uncertainty index
Yao, Zhigang; Liu, Yao - In: Finance research letters 58 (2023) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10014584782