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1
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:
2
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
3
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
4
High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
Luo, Jiawen
;
Ji, Qiang
- In:
Energy economics
76
(
2018
),
pp. 424-438
Persistent link: https://www.econbiz.de/10011976696
Saved in:
5
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:
6
Forecasting the volatility of agricultural commodity futures : The role of co‐volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of Forecasting
41
(
2021
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012632576
Saved in:
7
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
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8
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of Forecasting
41
(
2021
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012632565
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9
Systemic risk in the Chinese financial system : A copula‐based network approach
Zhang, Zhiwei
;
Zhang, Dayong
;
Wu, Fei
;
Ji, Qiang
- In:
International Journal of Finance & Economics
26
(
2020
)
2
,
pp. 2044-2063
Persistent link: https://www.econbiz.de/10012273209
Saved in:
10
Dynamic dependence and extreme risk comovement : The case of oil prices and exchange rates
Liu, Bing‐Yue
;
Ji, Qiang
;
Nguyen, Duc Khuong
;
Fan, Ying
- In:
International Journal of Finance & Economics
26
(
2020
)
2
,
pp. 2612-2636
Persistent link: https://www.econbiz.de/10012273235
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