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~person:"Jiang, Shangrong"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Variational mode decomposition
4
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Jiang, Shangrong
Sosvilla-Rivero, Simón
5
Fernández Rodríguez, Fernando
4
Li, Jingyu
4
Wohar, Mark E.
4
Vives, Josep
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Wang, Shouyang
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Wei, Yu
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Yılmaz, Kamil
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Alagidede, Paul
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Volatility communicator or receiver? : investigating volatility spillover mechanisms among Bitcoin and other financial markets
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402124
Saved in:
2
The role of news sentiment in oil futures returns and volatility forecasting : data-
decomposition
based deep learning approach
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816879
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