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Economic uncertainty and time-varying return predictability
Liu, Li - In: Finance research letters 68 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015063722
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A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li; Wan, Jieqiu - In: Economic modelling 29 (2012) 6, pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
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Predictability of crude oil prices : an investor perspective
Liu, Li; Wang, Yudong; Yang, Li - In: Energy economics 75 (2018), pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
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Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong; Liu, Li; Wu, Chongfeng - In: Energy economics 66 (2017), pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
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What the investors need to know about forecasting oil futures return volatility
Wang, Yudong; Liu, Li; Ma, Feng; Wu, Chongfeng - In: Energy economics 57 (2016), pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
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Forecasting the real prices of crude oil under economic and statistical constraints
Wang, Yudong; Liu, Li; Diao, Xundi; Wu, Chongfeng - In: Energy economics 51 (2015), pp. 599-608
Persistent link: https://www.econbiz.de/10011565055
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Economic policy uncertainty and stock market volatility
Liu, Li; Zhang, Tao - In: Finance research letters 15 (2015), pp. 99-105
Persistent link: https://www.econbiz.de/10011552992
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Forecasting excess stock returns with crude oil market data
Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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Forecasting realized range volatility : a regime-switching approach
Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188