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1
A study of Shanghai fuel oil futures price
volatility
based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li
;
Wan, Jieqiu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
Saved in:
2
Forecasting growth during the Great Recession : is financial
volatility
the missing ingredient?
Ferrara, Laurent
;
Marsilli, Clément
;
Ortega, Juan-Pablo
- In:
Economic modelling
36
(
2014
),
pp. 44-50
Persistent link: https://www.econbiz.de/10010412035
Saved in:
3
Forecasting the oil futures price
volatility
: a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
4
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
5
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Urom, Christian
;
Abid, Ilyes
;
Guesmi, Khaled
; …
- In:
Economic modelling
93
(
2020
),
pp. 230-258
Persistent link: https://www.econbiz.de/10012430139
Saved in:
6
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
7
Returns,
volatility
and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
8
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
9
Robust estimation of the range-based GARCH model : forecasting
volatility
, value at risk and expected shortfall of cryptocurrencies
Fiszeder, Piotr
;
Małecka, Marta
;
Molnár, Peter
- In:
Economic modelling
141
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015191454
Saved in:
10
Predicting cryptocurrency
volatility
: the power of model clustering
Qiu, Yue
;
Qu, Shaoguang
;
Shi, Zhentao
;
Xie, Tian
- In:
Economic modelling
144
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015195169
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