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subject:"Commodity exchange"
~person:"Møllgaard, H. Peter"
~person:"Zhang, Yue-jun"
~subject:"Forecasting model"
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Commodity exchange
Forecasting model
Oil market
11
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11
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7
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7
Oil price
6
Volatility
6
Volatilität
6
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2000-2008
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Møllgaard, H. Peter
Zhang, Yue-jun
Wang, Yudong
11
Banks, Ferdinand E.
9
Baumeister, Christiane
9
Kilian, Lutz
9
Wei, Yu
7
Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Girardi, Alessandro
6
Ma, Feng
6
Xu, Yahua
6
Zhang, Yaojie
6
Phlips, Louis
5
Schwartz, Eduardo S.
5
Garratt, Anthony
4
Gupta, Rangan
4
Liu, Li
4
Molnár, Peter
4
Weiner, Robert J.
4
Wen, Zhuzhu
4
Wu, Chongfeng
4
Zhang, Yunyi
4
Al-Fattah, Saud
3
Calomiris, Charles W.
3
Chang, Chun Ping
3
Cortazar, Gonzalo
3
Cummins, Mark
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Gibson, Rajna
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He, Mengxi
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Indriawan, Ivan
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Korobilis, Dimitris
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Lee, Chien-chiang
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Lee, Thomas
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Li, Xiafei
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Liang, Chao
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Lucey, Brian M.
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Lyu, Yongjian
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International review of economics & finance : IREF
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The energy journal
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ECONIS (ZBW)
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1
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
2
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
3
The impact of institutional analyst forecast divergence on crude oil market : evidence from the mixed frequency models
Zhang, Yuan-Yuan
;
Zhang, Yue-jun
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472894
Saved in:
4
Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
5
Bargaining and efficiency in a speculative forward market
Møllgaard, H. Peter
-
1993
Persistent link: https://www.econbiz.de/10000889035
Saved in:
6
Oil stocks as a squeeze preventing mechanism : is self-regulation possible?
Phlips, Louis
;
Møllgaard, H. Peter
-
1993
Persistent link: https://www.econbiz.de/10000865564
Saved in:
7
Oil futures and strategic stocks at sea
Møllgaard, Peter
-
1991
Persistent link: https://www.econbiz.de/10013419714
Saved in:
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