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Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie; Wahab, M. I. M.; Wang, Yudong - In: International journal of forecasting 39 (2023) 1, pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
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Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
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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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The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Ma, Feng; Zhang, Yaojie; Wahab, M. I. M.; Lai, Xiaodong - In: Journal of Forecasting 38 (2019) 5, pp. 400-414
Persistent link: https://www.econbiz.de/10012082030