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Investor sentiment and predictability for volatility on energy futures Markets : evidence from China
Chen, Rongda; Bao, Weiwei; Jin, Chenglu - In: International review of economics & finance : IREF 75 (2021), pp. 112-129
Persistent link: https://www.econbiz.de/10012692455
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Returns and volatilities of energy futures markets : roles of speculative and hedging sentiments
Chen, Rongda; Wei, Bo; Jin, Chenglu; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012805056
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Cross-market investor sentiment of energy futures and return comovements
Chen, Rongda; Wang, Shengnan; Ye, Mengya; Jin, Chenglu; … - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013479306
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Oil price uncertainty and enterprise total factor productivity : evidence from China
Ren, Xiaohang; Liu, Ziqing; Jin, Chenglu; Lin, Ruya - In: International review of economics & finance : IREF 83 (2023), pp. 201-218
Persistent link: https://www.econbiz.de/10014239946
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The asymmetric effect of geopolitical risk on China's crude oil prices : new evidence from a QARDL approach
Ren, Xiaohang; An, Yaning; Jin, Chenglu - In: Finance research letters 53 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472429
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Weathering the policy storm : how climate strategy volatility shapes corporate total factor productivity
Ren, Xiaohang; An, Yaning; Jin, Chenglu; Yan, Cheng - In: Energy economics 134 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015047105
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Global oil price uncertainty and excessive corporate debt in China
Ren, Xiaohang; Qin, Jianing; Jin, Chenglu; Yan, Cheng - In: Energy economics 115 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013541824
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Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model
Chen, Rongda; Xu, Jianjun - In: Energy economics 78 (2019), pp. 379-391
Persistent link: https://www.econbiz.de/10012159962
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A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng; Yang, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343