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Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载：57/0  |  提交时间：2021/10/26
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
作者:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载：26/0  |  提交时间：2021/04/26
Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
作者:  Bhowmik, Roni;  Wang, Shouyang
收藏  |  浏览/下载：18/0  |  提交时间：2020/09/23
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 卷号: 120, 期号: 2, 页码: 350-365
作者:  Liu, Ying;  Peng, Geng;  Hu, Lanyi;  Dong, Jichang;  Zhang, Qingqing
收藏  |  浏览/下载：60/0  |  提交时间：2020/05/24
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
作者:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
收藏  |  浏览/下载：13/0  |  提交时间：2020/05/24
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.59, 页码: 302-317
作者:  Yue-Jun Zhang;  Ting Yao;  Ling-Yun He;  Ronald Ripple
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/13
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2019, 卷号: Vol.59, 页码: 302-317
作者:  Zhang, YJ;  Yao, T;  He, LY;  Ripple, R
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/17
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management 期刊论文
RESOURCES POLICY, 2019, 卷号: 62, 页码: 22-32
作者:  Khalfaoui, Rabeh;  Sarwar, Suleman;  Tiwari, Aviral Kumar
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/11
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2019, 卷号: Vol.59, 页码: 302-317
作者:  Zhang, YJ;  Yao, T;  He, LY;  Ripple, R
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/17
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 5, 页码: 975-993
作者:  Zheng, Yao;  Zhu, Qianqian;  Li, Guodong;  Xiao, Zhijie
收藏  |  浏览/下载：10/0  |  提交时间：2019/08/22

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