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Short-term prediction of passenger volume for urban rail systems : a deep learning approach based on smart-card data

Yang, Xin; Xue, Quichi; Ding, Meiling; Wu, Jianjun; … - In: International journal of production economics 231 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012415418

Forecasting the volatility of crude oil futures using HAR-type models with structural breaks

Wen, Fenghua; Gong, Xu; Cai, Shenghua - In: Energy economics 59 (2016), pp. 400-413

Persistent link: https://www.econbiz.de/10011699710

The skewness of oil price returns and equity premium predictability

Dai, Zhifeng; Zhou, Huiting; Kang, Jie; Wen, Fenghua - In: Energy economics 94 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012649450

Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model

Liu, Jian; Zhang, Ziting; Yan, Lizhao; Wen, Fenghua - In: Financial innovation : FIN 7 (2021), pp. 1-19

This study investigates the impact of economic policy uncertainty (EPU) on the volatility of European Union (EU) carbon futures prices and whether it has predictive power for the volatility of carbon futures prices. The GARCH-MIDAS model is applied for evaluating the impact of different EPU...

Persistent link: https://www.econbiz.de/10012705421

Forecasting realized volatility of crude oil futures with equity market uncertainty

Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427

Persistent link: https://www.econbiz.de/10012197349

Interaction between oil price and investor sentiment : nonlinear causality, time-varying influence, and asymmetric effect

He, Zhifang; Zhou, Fangzhao; Xia, Xiaohua; Wen, Fenghua; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2756-2773

Persistent link: https://www.econbiz.de/10012211032

The dynamic time-frequency relationship between international oil prices and investor sentiment in China : a wavelet coherence analysis

Ye, Zhengke; Hu, Chunyan; He, Linjie; Ouyang, Guangda; … - In: The energy journal 41 (2020) 5, pp. 251-270

Persistent link: https://www.econbiz.de/10012546964

Efficient predictability of stock return volatility : the role of stock market implied volatility

Dai, Zhifeng; Zhou, Huiting; Wen, Fenghua; He, Shaoyi - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012654913

The role of US implied volatility index in forecasting Chinese stock market volatility : evidence from HAR models

Xiao, Jihong; Wen, Fenghua; Zhao, Yupei; Wang, Xiong - In: International review of economics & finance : IREF 74 (2021), pp. 311-333

Persistent link: https://www.econbiz.de/10012792965

Predicting stock returns : a risk measurement perspective

Dai, Zhifeng; Kang, Jie; Wen, Fenghua - In: International review of financial analysis 74 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803806