Similar Search Results

Commodity systemic risk and macroeconomic predictions

Ouyang, Ruolan; Pei, Tiancheng; Fang, Yi; Zhao, Yang - In: Energy economics 138 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015182091

Tracking the dynamics of co-word networks for emerging topic identification

Huang, Lu; Chen, Xiang; Ni, Xingxing; Liu, Jiarun; Cao, … - In: Technological forecasting & social change : an … 170 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012806093

Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013534113

Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas

Cerrato, Mario; Crosby, John; Kim, Minjoo; Zhao, Yang - 2014

Persistent link: https://www.econbiz.de/10010430003

A compressed sensing based AI learning paradigm for crude oil price forecasting

Yu, Lean; Zhao, Yang; Tang, Ling - In: Energy economics 46 (2014), pp. 236-245

Persistent link: https://www.econbiz.de/10011298594

Modeling dependence structure and forecasting market risk with dynamic asymmetric copula

Cerrato, Mario; Crosby, John; Kim, Minjoo; Zhao, Yang - 2015

Persistent link: https://www.econbiz.de/10011325736

A deep learning ensemble approach for crude oil price forecasting

Zhao, Yang; Li, Jianping; Yu, Lean - In: Energy economics 66 (2017), pp. 9-16

Persistent link: https://www.econbiz.de/10011896417

Ensemble forecasting for complex time series using sparse representation and neural networks

Yu, Lean; Zhao, Yang; Tang, Ling - In: Journal of forecasting 36 (2017) 2, pp. 122-138

Persistent link: https://www.econbiz.de/10011729109

Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022

This paper reports evidence of intraday return predictability, consisting of both intraday momentum and reversal, in the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that the patterns of intraday return predictability change in...

Persistent link: https://www.econbiz.de/10013289927

The term structure of option-implied volatility and future realized volatility

Shi, Yukun; Zhang, Hao; Xu, Yaofei; Zhao, Yang - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 13, pp. 2997-3022

Persistent link: https://www.econbiz.de/10012211068