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Welt
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30
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ECONIS (ZBW)
30
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1
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-Jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
2
The crude oil market and the gold market : evidence for cointegration, causality and price discovery
Zhang, Yue-Jun
;
Wei, Yi-Ming
- In:
Resources policy
35
(
2010
)
3
,
pp. 168-177
Persistent link: https://www.econbiz.de/10008653214
Saved in:
3
Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying
;
Zhang, Yue-Jun
;
Tsai, Hsien-tang
;
Wei, Yi-Ming
- In:
Energy economics
30
(
2008
)
6
,
pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
Saved in:
4
Spillover effect of US dollar exchange rate on oil prices
Zhang, Yue-Jun
;
Fan, Ying
;
Tsai, Hsien-tang
;
Wei, Yi-Ming
- In:
Journal of policy modeling : JPMOD ; a social science …
30
(
2008
)
6
,
pp. 973-991
Persistent link: https://www.econbiz.de/10003805173
Saved in:
5
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-Jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
6
A novel hybrid method for crude oil price forecasting
Zhang, Jin-Liang
;
Zhang, Yue-Jun
;
Zhang, Lu
- In:
Energy economics
49
(
2015
),
pp. 649-659
Persistent link: https://www.econbiz.de/10011537246
Saved in:
7
The effect of corruption on carbon dioxide emissions in APEC countries : a panel quantile regression analysis
Zhang, Yue-Jun
;
Jin, Yan-Lin
;
Chevallier, Julien
;
Shen, Bo
- In:
Technological forecasting & social change : an …
112
(
2016
),
pp. 220-227
Persistent link: https://www.econbiz.de/10011612599
Saved in:
8
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-Jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Saved in:
9
Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-Jun
;
Yao, Ting
;
He, Ling-Yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
10
Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Zhang, Yue-Jun
;
Wang, Jin-Li
- In:
Energy economics
78
(
2019
),
pp. 192-201
Persistent link: https://www.econbiz.de/10012159923
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