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Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao; Luu Duc Toan Huynh; Li, Yan - In: Journal of international financial markets, … 88 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
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Climate risk and Chinese stock volatility forecasting : evidence from ESG index
Wang, Jiqian; Li, Liang - In: Finance research letters 55 (2023) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10014473275
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Forecasting gold futures market volatility using macroeconomic variables in the United States
Fang, Libing; Yu, Honghai; Xiao, Wen - In: Economic modelling 72 (2018), pp. 249-259
Persistent link: https://www.econbiz.de/10012100333
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Can happiness predict future volatility in stock markets?
Naeem, Muhammad Abubakr; Farid, Saqib; Faruk, Balli; … - In: Research in international business and finance 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
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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
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The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai; Zhang, Yaojie; Wang, Yudong; Wang, Qunwei - In: The journal of futures markets 44 (2024) 4, pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
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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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Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Li, Zepei; Huang, Haizhen - In: International review of economics & finance : IREF 86 (2023), pp. 31-45
Persistent link: https://www.econbiz.de/10014428753
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Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: Energy economics 86 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012511747
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The information content of implied volatility and jumps in forecasting volatility : evidence from the Shanghai gold futures market
Luo, Xingguo; Qin, Shihua; Ye, Zinan - In: Finance research letters 19 (2016), pp. 105-111
Persistent link: https://www.econbiz.de/10011657556