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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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The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan; Luu Duc Toan Huynh; Xu, Yongan; Liang, Hao - In: Energy economics 127 (2023) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
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Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao; Tang, Linchun; Li, Yan; Wei, Yu - In: International review of financial analysis 71 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
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Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui; Liu, Jing; Li, Yan - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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The change in stock-selection risk and stock market returns
Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
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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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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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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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Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing; Ma, Feng; Yang, Ke; Zhang, Yaojie - In: Energy economics 72 (2018), pp. 321-330
Persistent link: https://www.econbiz.de/10011972334