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Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach

Wang, Lu; Ma, Feng; Liu, Guoshan; Lang, Qiaoqi - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 2056-2073

Persistent link: https://www.econbiz.de/10014253654

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

Prediction of Crude Oil Prices in a Mixed-Frequency Data-Rich Condition : New Evidence from the LASSO-MIDAS Model

Hao, Jianyang; wang, lu; Wahab, M.I.M; Ma, Feng - 2022

In a data-rich environment, few studies use many predictors at different frequencies to forecast crude oil returns. This paper proposes a new model, LASSO-MIDAS, which combines LASSO (the least absolute shrinkage and selection operator) and MIDAS (mixed data sampling model) to predict crude oil...

Persistent link: https://www.econbiz.de/10013308801

Forecasting the prices of crude oil : an iterated combination approach

Zhang, Yaojie; Ma, Feng; Shi, Benshan; Huang, Dengshi - In: Energy economics 70 (2018), pp. 472-483

Persistent link: https://www.econbiz.de/10011942869

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

Geopolitical risk and oil volatility : a new insight

Liu, Jing; Ma, Feng; Tang, Yingkai; Zhang, Yaojie - In: Energy economics 84 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012182780

Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?

Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101

Persistent link: https://www.econbiz.de/10011849647

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