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Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima - In: Energy economics 104 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
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Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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Cross hedging stock sector risk with index futures by considering the global equity systematic risk
Hsu, Wen Chung; Lee, Hsiang-Tai - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-17
. A state-dependent volatility spillover GARCH hedging strategy is developed to capture the regime switching global equity … volatility spillover effect. Empirical results show that the NFNE futures exhibit superior effectiveness as an instrument for …
Persistent link: https://www.econbiz.de/10011883272
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Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International journal of forecasting 40 (2024) 3, pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
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Oil market volatility : is macroeconomic uncertainty systematically transmitted to oil prices?
Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - In: Uncertainty, expectations and asset price dynamics : …, (pp. 31-50). 2018
Persistent link: https://www.econbiz.de/10012014988
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The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun; Li, Shu-Hui - In: Quantitative finance 19 (2019) 8, pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
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Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi; Lu, Xinjie; Ma, Feng; Huang, Dengshi - In: Finance research letters 47 (2022) 1, pp. 1
Persistent link: https://www.econbiz.de/10013457290
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Uncertainty and crude oil market volatility : new evidence
Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
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Do market conditions interfere with the transmission of uncertainty from oil market to stock market? : evidence from a modified quantile-on-quantile approach
Xie, Qichang; Tang, Guoqiang - In: Energy economics 114 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013477567
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Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray; Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Journal of international financial markets, … 44 (2016), pp. 35-45
Persistent link: https://www.econbiz.de/10011690371