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Forecasting oil futures price volatility : new evidence from realized range-based volatility

Ma, Feng; Zhang, Yaojie; Huang, Dengshi; Lai, Xiaodong - In: Energy economics 75 (2018), pp. 400-409

Persistent link: https://www.econbiz.de/10011974360

Extreme Price Spillovers Among Crude Oil, Carbon Emission Allowance and Agriculture Futures Markets : New Evidence From Quantile-Frequency Spillover Analysis

Wang, Yizhi; Wei, Yu; Vigne, Samuel A.; Ma, Zhenyu - 2022

Fossil energy consumption, carbon emission and agriculture plants are three critical poles of global environmental protection. Thus, the prices of crude oil, carbon emission allowance and agriculture commodity futures should be closely connected for their inherent fundamental nexus and...

Persistent link: https://www.econbiz.de/10013491778

Can China's national carbon trading market hedge the risks of light and medium crude oil? : a comparative analysis with the European carbon market

Zhu, Pengfei; Lu, Tuantuan; Shang, Yue; Zhang, Zerong; … - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014580529

Forecasting oil price volatility using high-frequency data : new evidence

Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012390514

Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches

Zhang, Yaojie; Ma, Feng; Wei, Yu - In: Energy economics 81 (2019), pp. 1109-1120

Persistent link: https://www.econbiz.de/10012173075

Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models

Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012438364

Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics

Yang, Kun; Wei, Yu; Li, Shouwei; Liu, Liang; Wang, Lei - In: Energy economics 96 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012817843

Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting

Bai, Lan; Li, Xiafei; Wei, Yu; Wei, Guiwu - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3694-3712

Persistent link: https://www.econbiz.de/10013330741

Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model

Tang, Yusui; Ma, Feng; Zhang, Yaojie; Wei, Yu - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4770-4783

Persistent link: https://www.econbiz.de/10013461377

Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent

Wei, Yu; Zhang, Yaojie; Wang, Yudong - In: International review of financial analysis 81 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013395932