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Air quality index and the Chinese stock market volatility : evidence from both market and sector indices
Shen, Lihua; Lu, Xinjie; Toan Luu Duc Huynh; Liang, Chao - In: International review of economics & finance : IREF 84 (2023), pp. 224-239
Persistent link: https://www.econbiz.de/10014343120
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Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM
Wang, Lu; Wang, Xing; Liang, Chao - In: The quarterly review of economics and finance 98 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015188637
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Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
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Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies
Zhang, Li; Liang, Chao; Luu Duc Toan Huynh; Wang, Lu; … - In: Journal of economic behavior & organization 223 (2024), pp. 168-184
Persistent link: https://www.econbiz.de/10014553330
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Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie; He, Mengxi; Wang, Yudong; Liang, Chao - In: International journal of forecasting 39 (2023) 3, pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
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Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu; Huang, Dengshi; Li, Xiafei; Liang, Chao - In: International review of economics & finance : IREF 83 (2023), pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
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The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan; Luo, Lian; Liang, Chao; Ma, Feng - In: China finance review international 13 (2023) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
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Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan; Liang, Chao; Yang, Baoying; Wang, Lu - In: International review of economics & finance : IREF 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014583437