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High-frequency CSI300 futures trading volume predicting through the neural network

Xu, Xiaojie; Zhang, Yun - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 26-53

Purpose - For policymakers and participants of financial markets, predictions of trading volumes of financial indices are important issues. This study aims to address such a prediction problem based on the CSI300 nearby futures by using high-frequency data recorded each minute from the launch...

Persistent link: https://www.econbiz.de/10014497016

Neural network predictions of the high-frequency CSI300 first distant futures trading volume

Xu, Xiaojie; Zhang, Yun - In: Financial markets and portfolio management 37 (2023) 2, pp. 191-207

Persistent link: https://www.econbiz.de/10014321851

Price dynamics in corn cash and futures markets : cointegration, causality, and forecasting through a rolling window approach

Xu, Xiaojie - In: Financial markets and portfolio management 33 (2019) 2, pp. 155-181

Persistent link: https://www.econbiz.de/10012113792

Linear and nonlinear causality between corn cash and futures prices

Xu, Xiaojie - In: Journal of agricultural & food industrial organization 16 (2018) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10011897311

The rolling causal structure between the Chinese stock index and futures

Xu, Xiaojie - In: Financial markets and portfolio management 31 (2017) 4, pp. 491-509

Persistent link: https://www.econbiz.de/10011944629

Cointegration and price discovery in US corn cash and futures markets

Xu, Xiaojie - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1889-1923

Persistent link: https://www.econbiz.de/10011950344

Contemporaneous and Granger causality among US corn cash and futures prices

Xu, Xiaojie - In: European review of agricultural economics 46 (2019) 4, pp. 663-695

Persistent link: https://www.econbiz.de/10012058095