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Intraday volatility predictability in China gold futures market : the case of last half-hour realized volatility forecasting
Ye, Chuxin; Lv, Jiamin; Xue, Yinsong; Luo, Xingguo - In: Finance research letters 58 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014584786
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INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie; Ma, Feng; Li, Haibo; Wang, Jianqiong - In: Energy economics 126 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
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Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros; Filis, George - In: Journal of international money and finance 76 (2017), pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
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Predicting gold volatility : exploring the impact of extreme risk in the international commodity market
Tang, Yusui; Zhong, Juandan - In: Finance research letters 58 (2023) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10014631292
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Forecasting Intraday Volatility : Evidence from China Gold Futures Market
Ye, Chuxin; Luo, Xingguo; Xue, Yinsong; Lv, Jiamin - 2023
This study investigates the intraday realized volatility (RV) forecasting of gold futures in China. To predict the RV …
Persistent link: https://www.econbiz.de/10014257516
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The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan; Luu Duc Toan Huynh; Xu, Yongan; Liang, Hao - In: Energy economics 127 (2023) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
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Does climate risk matter for gold price volatility?
Zhu, Jiaji; Han, Wei; Zhang, Junchao - In: Finance research letters 58 (2023) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10014637236
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Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu; Huang, Yisu; Liang, Chao; Umar, Muhammad - In: Energy economics 110 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
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Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.; Chan, Leo H.; Nguyen, Chi M. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
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Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods
Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15
and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices. The results from the …This study focuses on the Indian gold futures market where primary participants hold sentimental value for the … gold futures relates to seasons, festivity, and government policy. So, the paper will discuss seasonality and intervention …
Persistent link: https://www.econbiz.de/10012617371