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Short- and long-run determinants of commodity price volatility
Karali, Berna; Power, Gabriel J. - In: American journal of agricultural economics 95 (2013) 3, pp. 724-738
Persistent link: https://www.econbiz.de/10009758629
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Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie; Ma, Feng; Wei, Yu - In: Energy economics 81 (2019), pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
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Event study of the crude oil futures market : a mixed event response model
Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
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Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian; Wang, Peng; Wei, Yu; Ke, Rui - In: Energy economics 66 (2017), pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
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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
Persistent link: https://www.econbiz.de/10011949867
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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
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Do USDA announcements affect comovements across commodity futures returns?
Karali, Berna - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 1, pp. 77-97
Persistent link: https://www.econbiz.de/10009548681
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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
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The informational content of inventory announcements : intraday evidence from crude oil futures market
Ye, Shiyu; Karali, Berna - In: Energy economics 59 (2016), pp. 349-364
Persistent link: https://www.econbiz.de/10011699677
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Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327