Narrow search
Showing 1 - 10 of 13
Cover Image
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-Jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Cover Image
Spillover effect of US dollar exchange rate on oil prices
Zhang, Yue-Jun; Fan, Ying; Tsai, Hsien-tang; Wei, Yi-Ming - In: Journal of policy modeling : JPMOD ; a social science … 30 (2008) 6, pp. 973-991
Persistent link: https://www.econbiz.de/10003805173
Cover Image
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-Jun; Chevallier, Julien; Guesmi, Khaled - In: Energy economics 68 (2017), pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Cover Image
Interpreting the movement of oil prices : driven by fundamentals or bubbles?
Zhang, Yue-Jun; Yao, Ting - In: Economic modelling 55 (2016), pp. 226-240
Persistent link: https://www.econbiz.de/10011642513
Cover Image
A novel hybrid method for crude oil price forecasting
Zhang, Jin-Liang; Zhang, Yue-Jun; Zhang, Lu - In: Energy economics 49 (2015), pp. 649-659
Persistent link: https://www.econbiz.de/10011537246
Cover Image
Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Zhang, Yue-Jun; Wang, Jin-Li - In: Energy economics 78 (2019), pp. 192-201
Persistent link: https://www.econbiz.de/10012159923
Cover Image
Forecasting crude oil price dynamics based on investor attention : evidence from the ARMAX and ARMAX-GARCH models
Yao, Ting; Zhang, Yue-Jun - In: International financial markets, (pp. 36-60). 2019
Persistent link: https://www.econbiz.de/10012249019
Cover Image
The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
Zhang, Yue-Jun; Yan, Xing-Xing - In: International review of economics & finance : IREF 69 (2020), pp. 750-768
Persistent link: https://www.econbiz.de/10012487449
Cover Image
How to effectively estimate the time-varying risk spillover between crude oil and stock markets? : Evidence from the expectile perspective
Zhang, Yue-Jun; Ma, Shu-Jiao - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183423
Cover Image
The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-Jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169
Persistent link: https://www.econbiz.de/10012205400