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subject:"ARCH-Modell"
~person:"Gong, Xu"
~person:"Lu, Xinjie"
~subject:"Commodity market"
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ARCH-Modell
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Commodity derivative
16
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16
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13
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13
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11
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Gong, Xu
Lu, Xinjie
McAleer, Michael
32
Ma, Feng
26
Chang, Chia-Lin
25
Prokopczuk, Marcel
21
Manera, Matteo
19
Chevallier, Julien
13
Nicolini, Marcella
12
Sauerbeck, A.
12
Ji, Qiang
10
Tang, Ke
10
Tansuchat, Roengchai
10
Bouri, Elie
9
Roengchai Tansuchat
9
Wei, Yu
9
Xiong, Wei
9
Algieri, Bernardina
8
Hammoudeh, Shawkat
8
Nguyen, Duc Khuong
8
Pindyck, Robert S.
8
Triantafyllou, Athanasios
8
Vignati, Ilaria
8
Wohar, Mark E.
8
Wright, Brian D.
8
Zhang, Yaojie
8
Bohl, Martin T.
7
Ielpo, Florian
7
Narayan, Paresh Kumar
7
Radetzki, Marian
7
Tiwari, Aviral Kumar
7
Todorova, Neda
7
Tröster, Bernhard
7
Aizenman, Joshua
6
Bakas, Dimitrios
6
Bobenrieth H., Eugenio S.
6
Bobenrieth H., Juan R. A.
6
Geman, Hélyette
6
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6
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6
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Energy economics
6
International review of financial analysis
2
Applied economics letters
1
Finance research letters
1
Journal of forecasting
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
7
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
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8
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
9
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
10
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang
;
Min, Jialin
;
Sun, Jiacheng
;
Gong, Xu
- In:
Energy economics
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
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