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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
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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
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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
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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
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"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
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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
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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
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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
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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
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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