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Forecasting crude oil prices : a scaled PCA approach
He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012820812
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Forecasting crude oil prices : do technical indicators need economic constraints?
Wen, Danyan; He, Mengxi; Liu, Li; Zhang, Yaojie - In: Quantitative finance 22 (2022) 8, pp. 1545-1559
Persistent link: https://www.econbiz.de/10013367928
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Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International journal of forecasting 40 (2024) 3, pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
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Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: Applied economics 55 (2023) 22, pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
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Industry volatility spillover and aggregate stock returns
Zhang, Yaojie; He, Mengxi; Wen, Danyan - In: The European journal of finance 30 (2024) 10, pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439