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Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria; Ma, Feng; Huang, Dengshi - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
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An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei; Liao, Yin; Lu, Xinjie; Ma, Feng - In: Energy economics 116 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
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Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui; Ma, Feng; Zhang, Yaojie; Wei, Yu - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
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Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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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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Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan; Molnár, Peter; Todorova, Neda - In: Journal of international financial markets, … 51 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
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Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
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Modeling and forecasting petroleum futures volatility
Sadorsky, Perry A. - In: Energy economics 28 (2006) 4, pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
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Forecasting crude oil market volatility in the context of economic slowdown in emerging markets
Morard, Bernard; Balu, Florentina - In: Theoretical and applied economics : GAER review 21 (2014) 5, pp. 19-36
Persistent link: https://www.econbiz.de/10011557676