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An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei; Liao, Yin; Lu, Xinjie; Ma, Feng - In: Energy economics 116 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
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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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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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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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Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui; Ma, Feng; Wahab, M. I. M.; Wei, Yu - In: Applied economics 54 (2022) 58, pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
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Harnessing the decomposed realized measures for volatility forecasting : evidence from the US stock market
Lu, Botao; Ma, Feng; Wang, Jiqian; Ding, Hui; Wahab, M. … - In: International review of economics & finance : IREF 72 (2021), pp. 672-689
Persistent link: https://www.econbiz.de/10012672074
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Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo; Ma, Feng; Zhang, Hongwei - In: Energy economics 112 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
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Oil futures volatility prediction : bagging or combination?
Lyu, Zhichong; Ma, Feng; Zhang, Jixiang - In: International review of economics & finance : IREF 87 (2023), pp. 457-467
Persistent link: https://www.econbiz.de/10014472442