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Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility

Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen - In: Journal of forecasting 41 (2022) 2, pp. 383-404

Persistent link: https://www.econbiz.de/10012817783

How Does Oil Price Volatility Affect Non-Energy Commodity Markets?

Ji, Qiang - 2016

The influence of price volatility in the crude oil market is expanding to non-energy commodity markets. With the substitution of fossil fuels by bio-fuel and hedge strategies against inflation induced by high oil prices, the link between crude oil market and agriculture markets and metal markets...

Persistent link: https://www.econbiz.de/10012987572

Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Journal of forecasting 41 (2022) 1, pp. 134-157

Persistent link: https://www.econbiz.de/10012796279

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581489

China's crude oil futures : introduction and some stylized facts

Ji, Qiang; Zhang, Dayong - In: Finance research letters 28 (2019), pp. 376-380

Persistent link: https://www.econbiz.de/10012388348

Modelling the joint dynamics of oil prices and investor fear gauge

Ji, Qiang; Fan, Ying - In: Research in international business and finance 37 (2016), pp. 242-251

Persistent link: https://www.econbiz.de/10011595199

Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model

Liu, Bing-Yue; Ji, Qiang; Fan, Ying - In: Energy economics 68 (2017), pp. 53-65

Persistent link: https://www.econbiz.de/10011904999

Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023

Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - In: Finance research letters 58 (2023) 3, pp. 1-9

Persistent link: https://www.econbiz.de/10014631146

Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks

Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2024

Persistent link: https://www.econbiz.de/10014515694

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