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Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen; Zhang, Qun - In: Applied economics 53 (2021) 5, pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
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On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
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Volatility dependences of stock markets with structural breaks
Luo, Jiawen; Chen, Langnan - In: The European journal of finance 24 (2018) 17, pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100
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Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen; Demirer, Rıza; Gupta, Rangan; Ji, Qiang - In: Energy economics 105 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
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Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects
Luo, Jiawen; Chen, Zhenbiao; Cheng, Mingmian - In: Journal of empirical finance 80 (2025), pp. 1-24
Persistent link: https://www.econbiz.de/10015329724