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Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?
Zhang, Yaojie; Ma, Feng; Wang, Yudong - In: Journal of empirical finance 54 (2019), pp. 97-117
Persistent link: https://www.econbiz.de/10012174816
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Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng; Liu, Jing; Wahab, M. I. M.; Zhang, Yaojie - In: Economic modelling 72 (2018), pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
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U.S. GDP Growth Rate Predictability : New Evidence
Lu, Fei; Ma, Feng; Bouri, Elie; Fei, Xia - 2022
Our research focuses on forecasting the GDP growth rate by taking a considerable number of economic indicators from various frequencies into account within a new penalty-based mixed-frequency data model called the MIDAS-LASSO model. The empirical findings reveal that the MIDAS-LASSO model has a...
Persistent link: https://www.econbiz.de/10013295573
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Forecasting realized range volatility : a regime-switching approach
Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
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Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
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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
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Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian; Ma, Feng; Bouri, Elie; Zhong, Juandan - In: Energy economics 108 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
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Jumps and oil futures volatility forecasting : a new insight
Ma, Feng; Liang, Chao; Zeng, Qing; Li, Haibo - In: Quantitative finance 21 (2021) 5, pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
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Forecasting the prices of crude oil using the predictor, economic and combined constraints
Yi, Yongsheng; Ma, Feng; Zhang, Yaojie; Huang, Dengshi - In: Economic modelling 75 (2018), pp. 237-245
Persistent link: https://www.econbiz.de/10012101486