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Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches

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Forecasting the VaR of crude oil market: do alternative distributions help?

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Forecasting the volatility of crude oil futures using high-frequency data : further evidence

Ma, Feng; Wei, Yu; Chen, Wang; He, Feng - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 653-678

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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?

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Alarming Contagion Effects : The Dangerous Ripple Effect of Extreme Price Spillovers across Crude Oil, Carbon Emission Allowance, and Agriculture Futures Markets

Wei, Yu; Wang, Yizhi; Su, Yang; Vigne, Samuel A.; Ma, Zhenyu - 2023

The inherent financial interconnections between crude oil prices, carbon emission allowances, and agriculture commodity futures warrant a thorough investigation as fossil energy consumption, carbon emissions, and agriculture plants are three critical components of global environmental...

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Forecasting oil price volatility using high-frequency data : new evidence

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Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics

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Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil

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Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets

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Which uncertainty is powerful to forecast crude oil market volatility? : new evidence

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