Narrow search
Showing 1 - 5 of 5
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
"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
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
Cover Image
Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-Jun; Lin, Jia-Juan - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
Cover Image
The impact of air pollution on crude oil futures market
Yao, Ting; Zhang, Yue-Jun - In: The journal of futures markets 44 (2024) 6, pp. 1055-1068
Persistent link: https://www.econbiz.de/10014536716