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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-Jun; Yao, Ting; He, Ling-Yun; Ripple, Ronald D. - In: International review of economics & finance : IREF 59 (2019), pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
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Forecasting short-term oil price with a generalised pattern matching model based on empirical genetic algorithm
Zhao, Lu-Tao; Zeng, Guan-Rong; He, Ling-Yun; Meng, Ya - In: Computational economics 55 (2020) 4, pp. 1151-1169
Persistent link: https://www.econbiz.de/10012223706
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A novel decomposition-ensemble based carbon price forecasting model integrated with local polynomial prediction
Qin, Quande; He, Huangda; Li, Li; He, Ling-Yun - In: Computational economics 55 (2020) 4, pp. 1249-1273
Persistent link: https://www.econbiz.de/10012223716
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Predicting oil prices : an analysis of oil price volatility cycle and financial markets
Zhao, Lu-Tao; Wang, Zi-Jie; Wang, Shu-Ping; He, Ling-Yun - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 4, pp. 1068-1087
Persistent link: https://www.econbiz.de/10012483300