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Forecasting crude oil volatility and stock volatility : new evidence from the quantile autoregressive model
Chen, Yan; Zhang, Lei; Zhang, Feipeng - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015135066
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Stock market prediction using weighted inter-transaction class association rule mining and evolutionary algorithm
Chen, Yan; Mo, Dongxu; Zhang, Feipeng - In: Economic research 35 (2022) 1,5, pp. 5971-5996
Persistent link: https://www.econbiz.de/10014419255
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Leveraging multisource heterogeneous data for financial risk prediction : a novel hybrid-strategy-based self-adaptive method
Wang, Gang; Chen, Gang; Huimin, Zhao; Zhang, Feng; … - In: MIS quarterly 45 (2021) 4, pp. 1949-1998
Persistent link: https://www.econbiz.de/10012815034
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The asymmetric effect of G7 stock market volatility on predicting oil price volatility : evidence from quantile autoregression model
Zhang, Feipeng; Gao, Hongfu; Yuan, Di - In: Journal of commodity markets : JCM 35 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015077268
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Can US trade policy uncertainty help in predicting stock market excess return?
Li, Dakai; Zhang, Fan; Li, Xuezhi - In: Finance research letters 49 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013479261
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Oil price volatility forecasting : threshold effect from stock market volatility
Chen, Yan; Qiao, Gaoxiu; Zhang, Feipeng - In: Technological forecasting & social change : an … 180 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013429265
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Forecasting the government yield curve in China : a cyclical reverting mean approach
Li, Songzhuo; Zhang, Fang - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 78-90
Persistent link: https://www.econbiz.de/10014279611
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Coskewness and the short-term predictability for Bitcoin return
Chen, Yan; Liu, Yakun; Zhang, Feipeng - In: Technological forecasting and social change : an … 200 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015121135
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A hybrid model based on bidirectional long short-term memory neural network and Catboost for short-term electricity spot price forecasting
Zhang, Fan; Fleyeh, Hasan; Bales, Chris - In: Journal of the Operational Research Society 73 (2022) 2, pp. 301-325
Persistent link: https://www.econbiz.de/10013170134
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Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng; Zhang, Zhao - In: Applied economics letters 30 (2023) 7, pp. 991-999
Persistent link: https://www.econbiz.de/10014303619