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Optimization study of momentum investment strategies under asymmetric power-law distribution of return rate
Wu, Xu; Wang, Kun; Zhang, Linlin; Peng, Chong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 5, pp. 687-704
Persistent link: https://www.econbiz.de/10014506859
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Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?
Luo, Keyu; Guo, Qiang; Li, Xiafei - In: Energy economics 109 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013283751
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How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun; Guo, Qiang - In: Finance research letters 60 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
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Forecasting Pakistan stock market volatility : evidence from economic variables and the uncertainty index
Ghani, Maria; Guo, Qiang; Ma, Feng; Li, Tao - In: International review of economics & finance : IREF 80 (2022), pp. 1180-1189
Persistent link: https://www.econbiz.de/10013343226
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Less is more? : new evidence from stock market volatility predictability
Lu, Fei; Ma, Feng; Guo, Qiang - In: International review of financial analysis 89 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
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Forecasting gold volatility with geopolitical risk indices
Li, Xiafei; Guo, Qiang; Liang, Chao; Umar, Muhammad - In: Research in international business and finance 64 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014266744