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Time and frequency dynamics of connectedness and hedging performance in global stock markets : bitcoin versus conventional hedges

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Persistent link: https://www.econbiz.de/10013286561

Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data

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The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models

Zhang, Hongwei; Zhao, Xinyi; Gao, Wang; Niu, Zibo - In: Journal of commodity markets 32 (2023), pp. 1-27

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Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data

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The Role of Higher-Order Moments in Predicting China's Oil Futures Volatility : Evidence from Machine Learning Models

Zhang, Hongwei; Zhao, Xinyi; Gao, Wang; Niu, Zibo - 2022

This paper expands the emerging literature on volatility forecasting for China’s oil market by exploring the predictive ability of higher-order moments (skewness, kurtosis, hyperskewness, and hyperkurtosis) based on high-frequency data. Our investigation is originally based on the...

Persistent link: https://www.econbiz.de/10014238493