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"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun; Chevallier, Julien; Guesmi, Khaled - In: Energy economics 68 (2017), pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
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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
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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
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Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun; Lin, Jia-Juan - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
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The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun; Li, Shu-Hui - In: Quantitative finance 19 (2019) 8, pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
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The impact of air pollution on crude oil futures market
Yao, Ting; Zhang, Yue-jun - In: The journal of futures markets 44 (2024) 6, pp. 1055-1068
Persistent link: https://www.econbiz.de/10014536716
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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
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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