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Oil Prices and Systemic Financ...
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6
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1
Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Wen, Fenghua
;
Gong, Xu
;
Cai, Shenghua
- In:
Energy economics
59
(
2016
),
pp. 400-413
Persistent link: https://www.econbiz.de/10011699710
Saved in:
2
The effects of oil price shocks on inflation in the G7 countries
Wen, Fenghua
;
Zhang, Keli
;
Gong, Xu
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822091
Saved in:
3
China's carbon emissions trading and stock returns
Wen, Fenghua
;
Wu, Nan
;
Gong, Xu
- In:
Energy economics
86
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012512195
Saved in:
4
Monetary policy uncertainty and stock returns in G7 and BRICS countries : a quantile-on-quantile approach
Wen, Fenghua
;
Shui, Aojie
;
Cheng, Yuxiang
;
Gong, Xu
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 457-482
Persistent link: https://www.econbiz.de/10013334586
Saved in:
5
Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan
;
Wen, Fenghua
;
Gong, Xu
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
Saved in:
6
Time‐dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN
Peng, Qing
;
Wen, Fenghua
;
Gong, Xu
- In:
International Journal of Finance & Economics
26
(
2020
)
1
,
pp. 834-848
Persistent link: https://www.econbiz.de/10012273154
Saved in:
7
Effects of structural changes on the prediction of downside volatility in futures markets
Gong, Xu
;
Lin, Boqiang
- In:
Journal of Futures Markets
41
(
2021
)
7
,
pp. 1124-1153
Persistent link: https://www.econbiz.de/10012535214
Saved in:
8
Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets
Liu, Tangyong
;
Gong, Xu
;
Lin, Boqiang
- In:
Journal of Futures Markets
41
(
2021
)
9
,
pp. 1375-1396
Persistent link: https://www.econbiz.de/10012632608
Saved in:
9
Predicting the volatility of crude oil futures : The roles of leverage effects and structural changes
Gong, Xu
;
Lin, Boqiang
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 610-640
Persistent link: https://www.econbiz.de/10012407019
Saved in:
10
The impact of macro economy on the oil price volatility from the perspective of mixing frequency
Gong, Xu
;
Wang, Mingchao
;
Shao, Liuguo
- In:
International Journal of Finance & Economics
27
(
2020
)
4
,
pp. 4487-4514
Persistent link: https://www.econbiz.de/10012407192
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