Narrow search
Showing 21 - 30 of 107,306
Cover Image
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
Cover Image
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
Cover Image
Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model
Chen, Rongda; Xu, Jianjun - In: Energy economics 78 (2019), pp. 379-391
Persistent link: https://www.econbiz.de/10012159962
Cover Image
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Cover Image
Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis
Yao, Xin; Liu, Qiang - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
Cover Image
Macroeconomic attention and oil futures volatility prediction
Liu, Shan; Li, Ziwei - In: Finance research letters 57 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Cover Image
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie; He, Mengxi; Wang, Yudong; Liang, Chao - In: International journal of forecasting 39 (2023) 3, pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Cover Image
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian; Hadina, Jelena; Haugom, Erik; Lien, … - In: Finance research letters 58 (2023) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
Cover Image
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat - In: International review of economics & finance : IREF 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Cover Image
Crude oil volatility forecasting : new evidence from world uncertainty index
Yao, Zhigang; Liu, Yao - In: Finance research letters 58 (2023) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10014584782