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Geopolitical risk and oil volatility : a new insight

Liu, Jing; Ma, Feng; Tang, Yingkai; Zhang, Yaojie - In: Energy economics 84 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012182780

The interaction of climate risk and bank liquidity : an emerging market perspective for transitions to low carbon energy

Lang, Qiaoqi; Ma, Feng; Mirza, Nawazish; Umar, Muhammad - In: Technological forecasting & social change : an … 191 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014331374

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

Forecasting international REITs volatility : the role of oil-price uncertainty

Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - 2021

Persistent link: https://www.econbiz.de/10012661162

Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?

Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804675

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

International stock volatility predictability : new evidence from uncertainties

Wang, Jiqian; Ma, Feng; Wang, Tianyang; Wu, Lan - In: Journal of international financial markets, … 85 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014433290

Stock Market Risk Predictability in a Data-Rich World : A New Insight

Ma, Feng; Wang, Jiqian; Wahab, M. I. M.; Ma, Yuanhui - 2022

This study develops a prevailing shrinkage method, LASSO with Markov regime-switching model (MRS-LASSO), to predict the US stock market volatility. Totally 17 famous macroeconomic and financial factors are used in this research. The out-of-sample results reveal the MRS-LASSO model can...

Persistent link: https://www.econbiz.de/10014088461

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

Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world

Liang, Chao; Hong, Yanran; Luu Duc Toan Huynh; Ma, Feng - In: Review of quantitative finance and accounting 60 (2023) 4, pp. 1543-1567

Persistent link: https://www.econbiz.de/10014291872