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An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting

Patra, Saswat - In: International review of economics & finance : IREF 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014583719

Directional predictability between trading volume and price returns in the agricultural futures markets : risk implications for traders

Panagiotou, Dimitrios; Tseriki, Alkistis - In: The journal of risk finance : JRF 23 (2022) 3, pp. 264-288

Persistent link: https://www.econbiz.de/10013370546

Less disagreement, better forecasts : adjusted risk measures in the energy futures market

Zhang, Ning; Gong, Yujing; Xue, Xiaohan - In: The journal of futures markets 43 (2023) 10, pp. 1332-1372

Persistent link: https://www.econbiz.de/10014339438

Intraday volatility interaction between the crude oil and equity markets

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13

Persistent link: https://www.econbiz.de/10011475821

Measuring China's stock market sentiment

Li, Jia; Chen, Yun; Shen, Yan; Wang, Jingyi; Huang, Zhuo - 2019

volatility. Finally, we show that trading volume will be higher when textual sentiment is unusually high or low and when there …

Persistent link: https://www.econbiz.de/10012125620

Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching

Lux, Thomas; Kaizoji, Taisei - 2006

We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular … practically always improves upon the na?ve forecast provided by historical volatility. As a somewhat surprising result, we also …

Persistent link: https://www.econbiz.de/10010294979