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Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
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2
Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li
;
Chen, Ching-cheng
;
Wan, Jieqiu
- In:
Economic modelling
35
(
2013
),
pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
Saved in:
3
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
4
Economic policy uncertainty and stock market volatility
Liu, Li
;
Zhang, Tao
- In:
Finance research letters
15
(
2015
),
pp. 99-105
Persistent link: https://www.econbiz.de/10011552992
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5
Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging
Wang, Yudong
;
Liu, Li
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1481-1509
Persistent link: https://www.econbiz.de/10011481725
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6
A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li
;
Wan, Jieqiu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
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7
Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis
Wang, Yudong
;
Liu, Li
- In:
Energy economics
32
(
2010
)
5
,
pp. 987-992
Persistent link: https://www.econbiz.de/10008934354
Saved in:
8
Can commodity prices forecast exchange rates?
Liu, Li
;
Tan, Siming
;
Wang, Yudong
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512427
Saved in:
9
Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan
;
Pan, Zhiyuan
;
Liu, Li
- In:
Finance research letters
28
(
2019
),
pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
Saved in:
10
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
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