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Forecasting crude oil volatili...
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1
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
Saved in:
2
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
Saved in:
3
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and
volatility
forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
4
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
Saved in:
5
Global economic policy uncertainty and oil futures
volatility
prediction
Zhao, Ling
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472626
Saved in:
6
Jumps in the Chinese crude oil futures
volatility
forecasting : new evidence
Guo, Yangli
;
Li, Pan
- In:
Energy economics
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014483653
Saved in:
7
Forecasting
volatility
in oil returns using asymmetric GARCH models : evidence from Tanzania
Letema, Laban Gaspe
;
Mbwambo, Haika Andrew
-
2023
Persistent link: https://www.econbiz.de/10014281963
Saved in:
8
Exploring the impact of oil security attention on oil
volatility
: a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
9
Forecasting the
volatility
of crude oil futures using intraday data
Sévi, Benoît
- In:
European journal of operational research : EJOR
235
(
2014
)
3
,
pp. 643-659
Persistent link: https://www.econbiz.de/10010341244
Saved in:
10
The role of intermediary capital risk in predicting oil
volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
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