Similar Search Results

Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach

Fan, Ying; Zhang, Yue-jun; Tsai, Hsien-tang; Wei, Yi-Ming - In: Energy economics 30 (2008) 6, pp. 3156-3171

Persistent link: https://www.econbiz.de/10003777034

A novel hybrid method for crude oil price forecasting

Zhang, Jin-Liang; Zhang, Yue-jun; Zhang, Lu - In: Energy economics 49 (2015), pp. 649-659

Persistent link: https://www.econbiz.de/10011537246

Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?

Zhang, Yue-jun; Yao, Ting; He, Ling-yun; Ripple, Ronald D. - In: International review of economics & finance : IREF 59 (2019), pp. 302-317

Persistent link: https://www.econbiz.de/10012202881

The time-varying spillover effect between WTI crude oil futures returns and hedge funds

Zhang, Yue-jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169

Persistent link: https://www.econbiz.de/10012205400

Forecasting the Artificial Intelligence index returns : a hybrid approach

Zhang, Yue-jun; Zhang, Han; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012692569

How to effectively estimate the time-varying risk spillover between crude oil and stock markets? : Evidence from the expectile perspective

Zhang, Yue-jun; Ma, Shu-Jiao - In: Energy economics 84 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012183423

Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?

Zhang, Yue-jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014234971

A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting

Zhang, Yue-jun; Zhang, Han; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-23

Forecasting returns for the Artificial Intelligence and Robotics Index is of great significance for financial market stability, and the development of the artificial intelligence industry. To provide investors with a more reliable reference in terms of artificial intelligence index investment,...

Persistent link: https://www.econbiz.de/10014289091

Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?

Zhang, Yue-jun; Zhang, Han - In: The energy journal 44 (2023) 1, pp. 175-193

Persistent link: https://www.econbiz.de/10013542058