Narrow search
Showing 1 - 5 of 5
Cover Image
Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425
Persistent link: https://www.econbiz.de/10012420931
Cover Image
Multiscale information transmission between commodity markets : an EMD-Based transfer entropy network
Liu, Chang; Sun, Xiaolei; Wang, Jun; Li, Jianping; … - In: Research in international business and finance 55 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013264679
Cover Image
Predicting natural gas futures' volatility using climate risks
Guo, Kun; Liu, Fengqi; Sun, Xiaolei; Zhang, Dayong; Ji, … - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Cover Image
A novel text-based framework for forecasting agricultural futures using massive online news headlines
Li, Jianping; Li, Guowen; Liu, Mingxi; Zhu, Xiaoqian; … - In: International journal of forecasting 38 (2022) 1, pp. 35-50
Persistent link: https://www.econbiz.de/10013347409
Cover Image
Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets : a novel network topology approach
Zhang, Xu; Yang, Xian; Li, Jianping; Hao, Jun - In: The journal of futures markets 43 (2023) 6, pp. 705-733
Persistent link: https://www.econbiz.de/10014293217