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1
Intraday
volatility
predictability in
China
gold
futures market : the case of last half-hour realized
volatility
forecasting
Ye, Chuxin
;
Lv, Jiamin
;
Xue, Yinsong
;
Luo, Xingguo
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014584786
Saved in:
2
Forecasting Intraday
Volatility
: Evidence from
China
Gold
Futures Market
Ye, Chuxin
;
Luo, Xingguo
;
Xue, Yinsong
;
Lv, Jiamin
-
2023
This study investigates the intraday realized
volatility
(RV) forecasting of
gold
futures in
China
. To predict the RV …
Persistent link: https://www.econbiz.de/10014257516
Saved in:
3
The
forecast
ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
4
Jumps in the Chinese crude oil futures
volatility
forecasting : new evidence
Guo, Yangli
;
Li, Pan
- In:
Energy economics
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
Saved in:
5
Market momentum amplifies market
volatility
risk : evidence from
China
's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
6
Climate risk and Chinese stock
volatility
forecasting : evidence from ESG index
Wang, Jiqian
;
Li, Liang
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473275
Saved in:
7
Textual analysis and
gold
futures price forecasting : evidence from the Chinese market
Liu, Yanchu
;
Zhang, Yu
;
Peng, Xinyi
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015080875
Saved in:
8
The role of
China
's crude oil futures in
world
oil futures market and
China
's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Saved in:
9
Can CBOE
gold
and silver implied
volatility
help to
forecast
gold
futures
volatility
in
China
? : evidence based on
HAR
and Ridge regression models
Wei, Yu
;
Liang, Chao
;
Li, Yan
;
Zhang, Xunhui
;
Wei, Guiwu
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
Saved in:
10
Volatility
forecasting on
China
's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
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