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Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
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Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran; Yu, Jize; Su, Yuquan; Wang, Lu - In: International review of economics & finance : IREF 84 (2023), pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
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Examining the volatility of soybean market in the MIDAS framework : the importance of bagging-based weather information
Wang, Lu; Wu, Rui; Ma, WeiChun; Xu, Weiju - In: International review of financial analysis 89 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014465545
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Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu; Ma, Feng; Liu, Guoshan; Lang, Qiaoqi - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
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Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao; Xia, Zhenglan; Lai, Xiaodong; Wang, Lu - In: Energy economics 116 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
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Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu; Wu, Jiangbin; Cao, Yang; Hong, Yanran - In: Energy economics 111 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
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More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014552793