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Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-Jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
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Spillover effect of US dollar exchange rate on oil prices
Zhang, Yue-Jun; Fan, Ying; Tsai, Hsien-tang; Wei, Yi-Ming - In: Journal of policy modeling : JPMOD ; a social science … 30 (2008) 6, pp. 973-991
Persistent link: https://www.econbiz.de/10003805173
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A novel hybrid method for crude oil price forecasting
Zhang, Jin-Liang; Zhang, Yue-Jun; Zhang, Lu - In: Energy economics 49 (2015), pp. 649-659
Persistent link: https://www.econbiz.de/10011537246
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Forecasting the Artificial Intelligence index returns : a hybrid approach
Zhang, Yue-Jun; Zhang, Han; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012692569
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The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-Jun; Li, Shu-Hui - In: Quantitative finance 19 (2019) 8, pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
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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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Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Zhang, Yue-Jun; Wang, Jin-Li - In: Energy economics 78 (2019), pp. 192-201
Persistent link: https://www.econbiz.de/10012159923
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Forecasting crude oil price dynamics based on investor attention : evidence from the ARMAX and ARMAX-GARCH models
Yao, Ting; Zhang, Yue-Jun - In: International financial markets, (pp. 36-60). 2019
Persistent link: https://www.econbiz.de/10012249019
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Forecasting crude oil prices with shrinkage methods : can nonconvex penalty and Huber loss help?
Xing, Li-Min; Zhang, Yue-Jun - In: Energy economics 110 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013349910
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The impact of institutional analyst forecast divergence on crude oil market : evidence from the mixed frequency models
Zhang, Yuan-Yuan; Zhang, Yue-Jun - In: International review of financial analysis 84 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013472894