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Analysis of efficiency for Shenzhen stock market : evidence from the source of multifractality
Liu, Li; Wang, Yudong; Wan, Jieqiu - In: International review of financial analysis 19 (2010) 4, pp. 237-241
Persistent link: https://www.econbiz.de/10009272670
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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
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The development, distribution and environment of sunflower production in China
Li, Liu - In: Asian profile : Asia's international journal devoted … 17 (1989) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10001068587
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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
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Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan; Wang, Yudong; Liu, Li - In: Quantitative finance 21 (2021) 11, pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
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Forecasting commodity prices out-of-sample : can technical indicators help?
Wang, Yudong; Liu, Li; Wu, Chongfeng - In: International journal of forecasting 36 (2020) 2, pp. 666-683
Persistent link: https://www.econbiz.de/10012415323
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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
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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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Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li; Ma, Feng; Zeng, Qing; Zhang, Yaojie - In: Applied economics 52 (2020) 32, pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
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What the investors need to know about forecasting oil futures return volatility
Wang, Yudong; Liu, Li; Ma, Feng; Wu, Chongfeng - In: Energy economics 57 (2016), pp. 128-139
Persistent link: https://www.econbiz.de/10011698302