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Are low-frequency data really uninformative? : a forecasting combination perspective

Ma, Feng; Li, Yu; Liu, Li; Zhang, Yaojie - In: The North American journal of economics and finance : a … 44 (2018), pp. 92-108

Persistent link: https://www.econbiz.de/10012036299

Forecasting the prices of crude oil using the predictor, economic and combined constraints

Yi, Yongsheng; Ma, Feng; Zhang, Yaojie; Huang, Dengshi - In: Economic modelling 75 (2018), pp. 237-245

Persistent link: https://www.econbiz.de/10012101486

Momentum of return predictability

Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156

Persistent link: https://www.econbiz.de/10012102447

Forecasting the prices of crude oil : an iterated combination approach

Zhang, Yaojie; Ma, Feng; Shi, Benshan; Huang, Dengshi - In: Energy economics 70 (2018), pp. 472-483

Persistent link: https://www.econbiz.de/10011942869

Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?

Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101

Persistent link: https://www.econbiz.de/10011849647

Forecasting realized range volatility : a regime-switching approach

Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365

Persistent link: https://www.econbiz.de/10011380188

Economic constraints and stock return predictability : a new approach

Zhang, Yaojie; Wei, Yu; Ma, Feng; Yi, Yongsheng - In: International review of financial analysis 63 (2019), pp. 1-9

Persistent link: https://www.econbiz.de/10012207360

INE oil futures volatility prediction : exchange rates or international oil futures volatility?

Lu, Xinjie; Ma, Feng; Li, Haibo; Wang, Jianqiong - In: Energy economics 126 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014483407

Does Energy Consumption Play a Key Role? Re-evaluating the Energy Consumption-Economic Growth Nexus From GDP Growth Rates Forecasting

Lu, Fei; Ma, Feng - 2023

As economic growth and energy consumption are strongly correlated, this research proposes a novel set of energy consumption indices (ECI) that leverages the mixing-frequency method to predict GDP growth rates. The findings demonstrate that the newly developed indices have strong predictive...

Persistent link: https://www.econbiz.de/10014348414

The role of categorical EPU indices in predicting stock-market returns

Chen, Juan; Ma, Feng; Qiu, Xuemei; Li, Tao - In: International review of economics & finance : IREF 87 (2023), pp. 365-378

Persistent link: https://www.econbiz.de/10014472350