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Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.; Chevallier, Julien; LePen, Yannick; … - In: The energy journal 38 (2017) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
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Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng; Liu, Jing; Wahab, M. I. M.; Zhang, Yaojie - In: Economic modelling 72 (2018), pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
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Forecasting excess stock returns with crude oil market data
Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju; Ma, Feng; Wang, Chen; Zhang, Bing - In: Energy economics 80 (2019), pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
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Geopolitical risk and oil volatility : a new insight
Liu, Jing; Ma, Feng; Tang, Yingkai; Zhang, Yaojie - In: Energy economics 84 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
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Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng; Liao, Yin; Zhang, Yaojie; Cao, Yang - In: Journal of empirical finance 52 (2019), pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
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Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie; Ma, Feng; Wei, Yu - In: Energy economics 81 (2019), pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
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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
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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng; Wahab, M. I. M.; Huang, Dengshi; Xu, Weiju - In: Energy economics 67 (2017), pp. 136-145
Persistent link: https://www.econbiz.de/10011897885