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Forecasting EUA futures volatility with geopolitical risk : evidence from GARCH-MIDAS models
Lu, Hengzhen; Gao, Qiujin; Xiao, Ling; Dhesi, Gurjeet - 2024
Persistent link: https://www.econbiz.de/10015134051
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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen; Gao, Qiujin; Li, Matthew C. - In: Applied economics 55 (2023) 54, pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
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The effect of organizers on analysts' forecasts : evidence from conference calls in China
Xiao, Lin; Ye, Yong; Luo, Keyu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 14, pp. 4172-4188
Persistent link: https://www.econbiz.de/10013462565
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Stochastic optimization with decision-dependent distributions
Drusvyatskiy, Dmitriy; Xiao, Lin - In: Mathematics of operations research 48 (2023) 2, pp. 954-998
Persistent link: https://www.econbiz.de/10014314968