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Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan; Xu, Weiju; Huang, Dengshi; Li, Pan - In: International review of economics & finance : IREF 82 (2022), pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
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New evidence of extreme risk transmission between financial stress and international crude oil markets
Hong, Yanran; Li, Pan; Wang, Lu; Zhang, Yaojie - In: Research in international business and finance 64 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014276961
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Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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Jumps in the Chinese crude oil futures volatility forecasting : new evidence
Guo, Yangli; Li, Pan; Wu, Hanlin - In: Energy economics 126 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
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Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
Wu, Hanlin; Li, Pan; Cao, Jiawei; Xu, Zijian - In: Energy economics 134 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015047129