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Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli; He, Feng; Liang, Chao; Ma, Feng - In: Energy economics 105 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
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Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei; Liang, Chao; Chen, Zhonglu; Umar, Muhammad - In: Energy economics 108 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
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Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao; Zhang, Yaojie; Li, Xiafei; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
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Uncertainty and crude oil market volatility : new evidence
Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
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Global equity market volatility forecasting : new evidence
Liang, Chao; Wei, Yu; Lei, Likun; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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Jumps and oil futures volatility forecasting : a new insight
Ma, Feng; Liang, Chao; Zeng, Qing; Li, Haibo - In: Quantitative finance 21 (2021) 5, pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
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Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650
Persistent link: https://www.econbiz.de/10012430321