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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
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On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
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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
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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
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The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou; Wang, Yubao; Song, Juan - In: Finance research letters 56 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
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Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
Wu, Hanlin; Li, Pan; Cao, Jiawei; Xu, Zijian - In: Energy economics 134 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015047129
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Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua; Zeng, Qing; Li, Tao - In: International review of economics & finance : IREF 81 (2022), pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
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Intraday periodicity and volatility forecasting : evidence from Indian crude oil futures market
Chakrabarti, Binay Bhushan; Rajvanshi, Vivek - In: Journal of emerging market finance 16 (2017) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011691174
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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
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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