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Returns and volatilities of energy futures markets : roles of speculative and hedging sentiments
Chen, Rongda; Wei, Bo; Jin, Chenglu; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012805056
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Investor sentiment and predictability for volatility on energy futures Markets : evidence from China
Chen, Rongda; Bao, Weiwei; Jin, Chenglu - In: International review of economics & finance : IREF 75 (2021), pp. 112-129
Persistent link: https://www.econbiz.de/10012692455
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Cross-market investor sentiment of energy futures and return comovements
Chen, Rongda; Wang, Shengnan; Ye, Mengya; Jin, Chenglu; … - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013479306
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Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing; Ma, Feng; Yang, Ke; Zhang, Yaojie - In: Energy economics 72 (2018), pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
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Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping; Yang, Ke; Chen, Langnan - In: Journal of forecasting 36 (2017) 4, pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
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Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke; Tian, Fengping; Chen, Langnan; Li, Steven - In: International review of economics & finance : IREF 49 (2017), pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691