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Do Geopolitical Risks Affect Volatility Forecasts for Crude Oil Futures? A Regime Switching Approach

Zhu, Xuehong; Niu, Zibo; Liu, Yuanyuan; Xu, Gong; … - 2022

This paper investigates whether geopolitical risks (GPRs) contains incremental information content to predict crude oil futures volatility under high-frequency Heterogeneous Autoregressive (HAR) model specifications. Moreover, considering structural breaks in crude oil volatility, we extend the...

Persistent link: https://www.econbiz.de/10014238189

Breaks in innovation variance and long-run Purchasing Power Parity

Li, Jing - In: International economics & finance journal : (IEFJ) 3 (2008) 2, pp. 233-251

Persistent link: https://www.econbiz.de/10003958554

Breaks in innovation variance and long-run Purchasing Power Parity

Li, Jing - In: International economics & finance journal : (IEFJ) 10 (2015) 1, pp. 93-111

Persistent link: https://www.econbiz.de/10011414541

Breaks in innovation variance and long-run purchasing power parity

Li, Jing - In: International economics & finance journal : (IEFJ) 13 (2018) 2, pp. 231-249

Persistent link: https://www.econbiz.de/10012057104

Applications of the integrated approach to international portfolio optimization

Konno, Hiroshi; Li, Jing - In: Asia-Pacific financial markets 7 (2000) 2, pp. 121-144

Persistent link: https://www.econbiz.de/10001486788

Regulating inbound foreign direct investment in a world of hegemonic rivalry : the evolution and diffusion of US policy

Li, Jing; Shapiro, Daniel M.; Ufimtseva, Anastasia - In: Journal of International Business Policy : JIBP 7 (2024) 2, pp. 147-165

Persistent link: https://www.econbiz.de/10015179642

National distances, international experience, and venture capital investment performance

Li, Yong; Vertinsky, Ilan B.; Li, Jing - In: Journal of business venturing 29 (2014) 4, pp. 471-489

Persistent link: https://www.econbiz.de/10010403038

Are supply chains global or regional?

Rugman, Alan M.; Li, Jing; Oh, Chang Hoon - In: International marketing review 26 (2009) 4/5, pp. 384-395

Persistent link: https://www.econbiz.de/10009522594

Essays in honour of Alan Rugman

Oh, Chang Hoon (ed.); Li, Jing (ed.) - 2015

Persistent link: https://www.econbiz.de/10011483088

Decision analysis on CDM project investments

Li, Jing; Sabbaghi, Navid - In: International journal of production economics 146 (2013) 1, pp. 269-280

Persistent link: https://www.econbiz.de/10010221622