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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

Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model

Chen, Rongda; Xu, Jianjun - In: Energy economics 78 (2019), pp. 379-391

Persistent link: https://www.econbiz.de/10012159962

Predicting monthly biofuel production using a hybrid ensemble forecasting methodology

Yu, Lean; Liang, Shaodong; Chen, Rongda; Lai, Kin Keung - In: International journal of forecasting 38 (2022) 1, pp. 3-20

Persistent link: https://www.econbiz.de/10013347404

Realized volatility forecast of stock index under structural breaks

Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82

Persistent link: https://www.econbiz.de/10011305343

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

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

Volatility forecasting : long memory, regime switching and heteroscedasticity

Ma, Feng; Lu, Xinjie; Yang, Ke; Zhang, Yaojie - In: Applied economics 51 (2019) 38, pp. 4151-4163

Persistent link: https://www.econbiz.de/10012196974

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

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

An interval constraint-based trading strategy with social sentiment for the stock market

Li, Mingchen; Yang, Kun; Lin, Wencan; Wei, Yunjie; … - In: Financial innovation : FIN 10 (2024), pp. 1-31

Developing efective strategies to earn excess returns in the stock market is a cuttingedge topic in the feld of economics. At the same time, stock price forecasting that supports trading strategies is considered one of the most challenging tasks. Therefore, this study analyzes and extracts news...

Persistent link: https://www.econbiz.de/10014535397