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Predicting the volatility of C...
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1
The information content of uncertainty indices for natural gas futures volatility forecasting
Liang, Chao
;
Ma, Feng
;
Wang, Lu
;
Zeng, Qing
- In:
Journal of Forecasting
40
(
2021
)
7
,
pp. 1310-1324
Persistent link: https://www.econbiz.de/10012535171
Saved in:
2
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
3
Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM
Wang, Lu
;
Wang, Xing
;
Liang, Chao
- In:
The quarterly review of economics and finance
98
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015188637
Saved in:
4
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
5
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
6
Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies
Zhang, Li
;
Liang, Chao
;
Luu Duc Toan Huynh
;
Wang, Lu
; …
- In:
Journal of economic behavior & organization
223
(
2024
),
pp. 168-184
Persistent link: https://www.econbiz.de/10014553330
Saved in:
7
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
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8
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
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9
Forecasting Chinese crude oil futures volatility : new evidence based on dual feature processing of large-scale variables
Qiao, Gaoxiu
;
Pan, Yijun
;
Liang, Chao
;
Wang, Lu
;
Wang, …
- In:
Journal of forecasting
43
(
2024
)
7
,
pp. 2495-2521
Persistent link: https://www.econbiz.de/10015110480
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10
Sentiment indices and stock returns : Evidence from China
Xu, Yongan
;
Wang, Jianqiong
;
Chen, Zhonglu
;
Liang, Chao
- In:
International Journal of Finance & Economics
(
2021
)
Persistent link: https://www.econbiz.de/10012535381
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