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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

The interaction of climate risk and bank liquidity : an emerging market perspective for transitions to low carbon energy

Lang, Qiaoqi; Ma, Feng; Mirza, Nawazish; Umar, Muhammad - In: Technological forecasting & social change : an … 191 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014331374

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

Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models

Mei, Dexiang; Ma, Feng; Liao, Yin; Wang, Lu - In: Energy economics 86 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012511406

Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? : evidence from Chinese stock market

Lu, Xinjie; Lang, Qiaoqi - In: Finance research letters 55 (2023) 2, pp. 1-5

Persistent link: https://www.econbiz.de/10014473350

Categorial Economic Policy Uncertainty Indices or Twitter-Based Uncertainty Indices? Evidence from Chinese Stock Market

Lu, Xinjie; Lang, Qiaoqi - 2023

This paper mainly investigates the performances of Chinese categorial economic policy uncertainty (EPU) indices and categorial Twitter-based uncertainty for predicting Chinese stock market volatility. Results show both types of uncertainty indices can predict Chinese stock market volatility,...

Persistent link: https://www.econbiz.de/10014257518