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The information content of uncertainty indices for natural gas futures volatility forecasting
Liang, Chao; Ma, Feng; Wang, Lu; Zeng, Qing - In: Journal of Forecasting 40 (2021) 7, pp. 1310-1324
Persistent link: https://www.econbiz.de/10012535171
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Cryptocurrency volatility forecasting : A Markov regime‐switching MIDAS approach
Ma, Feng; Liang, Chao; Ma, Yuanhui; Wahab, M. I. M. - In: Journal of Forecasting 39 (2020) 8, pp. 1277-1290
Persistent link: https://www.econbiz.de/10012272975
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Forecasting stock volatility in the presence of extreme shocks : Short‐term and long‐term effects
Wang, Lu; Ma, Feng; Liu, Guoshan - In: Journal of Forecasting 39 (2020) 5, pp. 797-810
Persistent link: https://www.econbiz.de/10012189069
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Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching : New evidence from MIDAS models
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Liu, Jing - In: Journal of Forecasting 41 (2021) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10012808298
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Forecasting realized volatility of oil futures market : A new insight
Ma, Feng; Wei, Yu; Liu, Li; Huang, Dengshi - In: Journal of Forecasting 37 (2018) 4, pp. 419-436
Persistent link: https://www.econbiz.de/10012081980
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The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Ma, Feng; Zhang, Yaojie; Wahab, M. I. M.; Lai, Xiaodong - In: Journal of Forecasting 38 (2019) 5, pp. 400-414
Persistent link: https://www.econbiz.de/10012082030
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Out‐of‐sample volatility prediction: A new mixed‐frequency approach
Zhang, Yaojie; Ma, Feng; Wang, Tianyi; Liu, Li - In: Journal of Forecasting (2019)
Persistent link: https://www.econbiz.de/10012082051
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Forecasting China's Crude Oil Futures Volatility : The Role of the Jump, Jumps Intensity, and Leverage Effect
Wang, Jiqian; Ma, Feng; Wahab, M.I.M.; Huang, Dengshi - In: Journal of Forecasting 40 (2021) 5, pp. 921-941
Persistent link: https://www.econbiz.de/10012406777
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Global economic policy uncertainty and gold futures market volatility : Evidence from Markov regime‐switching GARCH‐MIDAS models
Ma, Feng; Lu, Xinjie; Wang, Lu; Chevallier, Julien - In: Journal of Forecasting 40 (2021) 6, pp. 1070-1085
Persistent link: https://www.econbiz.de/10012406778
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Forecasting regular and extreme gold price volatility : The roles of asymmetry, extreme event, and jump
Li, Xiafei; Li, Dongxin; Zhang, Xuhui; Wei, Guiwu; Bai, Lan - In: Journal of Forecasting 40 (2021) 8, pp. 1501-1523
Persistent link: https://www.econbiz.de/10012535183