Narrow search
Showing 1 - 10 of 12
Cover Image
Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan; Wen, Fenghua; Gong, Xu - In: Energy economics 115 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
Cover Image
Forecasting the oil futures price volatility : a new approach
Ma, Feng; Liu, Jing; Huang, Dengshi; Chen, Wang - In: Economic modelling 64 (2017), pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Cover Image
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
Cover Image
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing; Ma, Feng; Yang, Ke; Zhang, Yaojie - In: Energy economics 72 (2018), pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Cover Image
The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market
Gong, Xu; Lin, Boqiang - In: Energy economics 74 (2018), pp. 370-386
Persistent link: https://www.econbiz.de/10011972865
Cover Image
Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Cover Image
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu; Liu, Yun; Wang, Xiong - In: International review of financial analysis 76 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
Cover Image
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Cover Image
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong; Gong, Xu - In: Energy economics 87 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Cover Image
Time-varying pure contagion effect between energy and nonenergy commodity markets
Gong, Xu; Jin, Yujing; Sun, Chuanwang - In: The journal of futures markets 42 (2022) 10, pp. 1960-1986
Persistent link: https://www.econbiz.de/10013465832