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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

Forecasting stock volatility in the presence of extreme shocks : Short‐term and long‐term effects

Wang, Lu; Ma, Feng; Liu, Guoshan - In: Journal of Forecasting 39 (2020) 5, pp. 797-810

Persistent link: https://www.econbiz.de/10012189069

Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information

Lang, Qiaoqi; Wang, Jiqian; Ma, Feng; Huang, Dengshi; … - In: China Finance Review International (2021)

Purpose: This paper verifies whether popular Internet information from Internet forum and search engine exhibit useful content for forecasting the volatility in Chinese stock market. Design/methodology/approach: First, the...

Persistent link: https://www.econbiz.de/10012637897

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

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

Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information

Lang, Qiaoqi; Wang, Jiqian; Ma, Feng; Huang, Dengshi; … - In: China finance review international 13 (2023) 2, pp. 263-284

Persistent link: https://www.econbiz.de/10014312401

Crude oil and BRICS stock markets under extreme shocks : new evidence

Wang, Lu; Ma, Feng; Niu, Tianjiao; He, Chengting - In: Economic modelling 86 (2020), pp. 54-68

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Forecasting stock price volatility : new evidence from the GARCH-MIDAS model

Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694

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Global economic policy uncertainty and gold futures market volatility : Evidence from Markov regime‐switching GARCH‐MIDAS models

Ma, Feng; Lu, Xinjie; Wang, Lu; Chevallier, Julien - In: Journal of Forecasting 40 (2021) 6, pp. 1070-1085

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The information content of uncertainty indices for natural gas futures volatility forecasting

Liang, Chao; Ma, Feng; Wang, Lu; Zeng, Qing - In: Journal of Forecasting 40 (2021) 7, pp. 1310-1324

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