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Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information

Lang, Qiaoqi; Wang, Jiqian; Ma, Feng; Huang, Dengshi; … - In: China Finance Review International (2021)

Purpose: This paper verifies whether popular Internet information from Internet forum and search engine exhibit useful content for forecasting the volatility in Chinese stock market. Design/methodology/approach: First, the...

Persistent link: https://www.econbiz.de/10012637897

Cryptocurrency volatility forecasting : A Markov regime‐switching MIDAS approach

Ma, Feng; Liang, Chao; Ma, Yuanhui; Wahab, M. I. M. - In: Journal of Forecasting 39 (2020) 8, pp. 1277-1290

Persistent link: https://www.econbiz.de/10012272975

The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence

Ma, Feng; Zhang, Yaojie; Wahab, M. I. M.; Lai, Xiaodong - In: Journal of Forecasting 38 (2019) 5, pp. 400-414

Persistent link: https://www.econbiz.de/10012082030

A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information

Ma, Feng; Wahab, M. I. M.; Chevallier, Julien; Li, Ziyang - In: Journal of forecasting 42 (2023) 1, pp. 60-75

Persistent link: https://www.econbiz.de/10013465762

Does the US stock market information matter for European equity market volatility : a multivariate perspective?

Tang, Yusui; Ma, Feng; Wahab, M. I. M.; Wei, Yu - In: Applied economics 54 (2022) 58, pp. 6726-6743

Persistent link: https://www.econbiz.de/10013494246

Financial stress and oil market volatility : new evidence

Pang, Dan; Ma, Feng; Wahab, M. I. M.; Zhu, Bo - In: Applied economics letters 30 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013552939

Channel leadership and performance for a closed-loop supply chain considering competition

Zhou, Yongyi; Zhang, Yulin; Wahab, M. I. M.; Goh, Mark - In: Transportation research / E : an international journal 175 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014381961

Economic order quantity model for items with imperfect quality with learning in inspection

Khan, Mehmood; Jaber, Mohamad Y.; Wahab, M. I. M. - In: International journal of production economics 124 (2010) 1, pp. 87-96

Persistent link: https://www.econbiz.de/10003966950

A lattice approach to pricing of multivariate contingent claims with regime switching

Wahab, M. I. M.; Lee, Chi-ghun - In: The journal of derivatives : the official publication … 17 (2009/10) 1, pp. 49-61

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Pricing swing options with regime switching

Wahab, M. I. M.; Lee, Chi-guhn - 2011

Persistent link: https://www.econbiz.de/10009126532

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