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The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu; Ma, Feng; Niu, Tianjiao; Liang, Chao - In: Energy economics 99 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
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More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
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Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
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Volatility of volatility and vix forecasting : new evidence based on jumps, the short-term and long-term volatility
Qiao, Gaoxiu; Cui, Wanmei; Zhou, Yijie; Liang, Chao - 2025
Persistent link: https://www.econbiz.de/10015376387
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Forecasting the volatility of the German stock market : new evidence
Liang, Chao; Zhang, Yi; Zhang, Yaojie - In: Applied economics 54 (2022) 9, pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu; Huang, Yisu; Liang, Chao; Umar, Muhammad - In: Energy economics 110 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
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A new momentum measurement in the Chinese stock market
Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Pacific-Basin finance journal 73 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
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The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan; Luo, Lian; Liang, Chao; Ma, Feng - In: China finance review international 13 (2023) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
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Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Liang, Chao; Hong, Yanran; Luu Duc Toan Huynh; Ma, Feng - In: Review of quantitative finance and accounting 60 (2023) 4, pp. 1543-1567
Persistent link: https://www.econbiz.de/10014291872