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Forecasting the realized volatility of the oil futures market : a regime switching approach

Ma, Feng; Wahab, M. I. M.; Huang, Dengshi; Xu, Weiju - In: Energy economics 67 (2017), pp. 136-145

Persistent link: https://www.econbiz.de/10011897885

Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures

Ghani, Maria; Ma, Feng; Huang, Dengshi - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1496-1512

Persistent link: https://www.econbiz.de/10014533268

Forecasting the prices of crude oil using the predictor, economic and combined constraints

Yi, Yongsheng; Ma, Feng; Zhang, Yaojie; Huang, Dengshi - In: Economic modelling 75 (2018), pp. 237-245

Persistent link: https://www.econbiz.de/10012101486

Forecasting the prices of crude oil : an iterated combination approach

Zhang, Yaojie; Ma, Feng; Shi, Benshan; Huang, Dengshi - In: Energy economics 70 (2018), pp. 472-483

Persistent link: https://www.econbiz.de/10011942869

Forecasting stock returns with cycle-decomposed predictors

Yi, Yongsheng; Ma, Feng; Zhang, Yaojie; Huang, Dengshi - In: International review of financial analysis 64 (2019), pp. 250-261

Persistent link: https://www.econbiz.de/10012208481

Natural gas volatility predictability in a data-rich world

Lu, Fei; Ma, Feng; Li, Pan; Huang, Dengshi - In: International review of financial analysis 83 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013454950

A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns

Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014460616

Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method

Guo, Xiaozhu; Huang, Dengshi; Li, Xiafei; Liang, Chao - In: International review of economics & finance : IREF 83 (2023), pp. 672-693

Persistent link: https://www.econbiz.de/10014246784

Forecasting the Real Prices of Crude Oil : A Dynamic Model Averaging Approach

Wang, Yudong - 2015

Forecasting oil prices has been of great interests for macroeconomists in the recent years. Our article contributes to this strand of the literature by using a dynamic model averaging (DMA) method to improve forecasting accuracy of real oil prices. The advantage of DMA is that the method...

Persistent link: https://www.econbiz.de/10013024889

Forecasting the stock risk premium : a new statistical constraint

Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 42 (2023) 7, pp. 1805-1822

Persistent link: https://www.econbiz.de/10014432771