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Intraday volatility predictability in China gold futures market : the case of last half-hour realized volatility forecasting

Ye, Chuxin; Lv, Jiamin; Xue, Yinsong; Luo, Xingguo - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014584786

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

Forecasting oil price realized volatility using information channels from other asset classes

Degiannakis, Stavros; Filis, George - In: Journal of international money and finance 76 (2017), pp. 28-49

Persistent link: https://www.econbiz.de/10011788055

Predicting gold volatility : exploring the impact of extreme risk in the international commodity market

Tang, Yusui; Zhong, Juandan - In: Finance research letters 58 (2023) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10014631292

Forecasting Intraday Volatility : Evidence from China Gold Futures Market

Ye, Chuxin; Luo, Xingguo; Xue, Yinsong; Lv, Jiamin - 2023

This study investigates the intraday realized volatility (RV) forecasting of gold futures in China. To predict the RV …

Persistent link: https://www.econbiz.de/10014257516

The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures

Li, Yan; Luu Duc Toan Huynh; Xu, Yongan; Liang, Hao - In: Energy economics 127 (2023) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10014490332

Does climate risk matter for gold price volatility?

Zhu, Jiaji; Han, Wei; Zhang, Junchao - In: Finance research letters 58 (2023) 3, pp. 1-8

Persistent link: https://www.econbiz.de/10014637236

Forecasting volatility of EUA futures : new evidence

Guo, Xiaozhu; Huang, Yisu; Liang, Chao; Umar, Muhammad - In: Energy economics 110 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013349808

Forecasting oil futures market volatility in a financialized world : why speculative activities matter

Chan, Kam C.; Chan, Leo H.; Nguyen, Chi M. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012667181

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods

Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15

and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices. The results from the …This study focuses on the Indian gold futures market where primary participants hold sentimental value for the … gold futures relates to seasons, festivity, and government policy. So, the paper will discuss seasonality and intervention …

Persistent link: https://www.econbiz.de/10012617371

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