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~isPartOf:"Energy economics"
~isPartOf:"World Bank Policy Research Working Paper"
~person:"Abrell, Jan"
~person:"Luo, Jiawen"
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Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
2
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
3
Stationarity changes in long-run energy commodity prices
Zaklan, Aleksandar
;
Abrell, Jan
;
Neumann, Anne
- In:
Energy economics
59
(
2016
),
pp. 96-103
Persistent link: https://www.econbiz.de/10011699492
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