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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Li, Xiafei"
~subject:"Corporate Governance"
~subject:"Oil price"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Corporate Governance
Oil price
Volatilität
Forecasting model
4
Prognoseverfahren
4
Volatility
4
ARCH model
2
ARCH-Modell
2
Commodity derivative
2
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2
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2
Rohstoffderivat
2
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volatility forecasting
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Adaptive Lasso
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Li, Xiafei
Ma, Feng
7
Andersen, Torben
6
Liang, Chao
5
Shahbaz, Muhammad
5
Gupta, Rangan
4
Kanas, Angelos
4
Tiwari, Aviral Kumar
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Wei, Yu
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Subrahmanyam, Avanidhar
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
Energy economics
4
Finance research letters
2
Applied economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Research in international business and finance
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
4
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1
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
2
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
3
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
4
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
Saved in:
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