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Danyan Wen, Mengxi He, Yudong Wang & Yaojie Zhang. (2023) Forecasting stock market realized volatility: the role of global terrorist attacks. Applied Economics 55:22, pages 2551-2566.
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Min Liu, Chien-Chiang Lee & Wei-Chong Choo. (2021) The role of high-frequency data in volatility forecasting: evidence from the China stock market. Applied Economics 53:22, pages 2500-2526.
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Xiaojun Liu & Yong Ma. Stock volatility reactions to economic policy uncertainty: the moderating role of sentiment divergence. Applied Economics 0:0, pages 1-13.
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Xu Gong & Boqiang Lin. (2019) Modeling stock market volatility using new HAR-type models. Physica A: Statistical Mechanics and its Applications 516, pages 194-211.
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Miao Yu & Jinguo Song. (2018) Volatility forecasting: Global economic policy uncertainty and regime switching. Physica A: Statistical Mechanics and its Applications 511, pages 316-323.
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Feng Ma, Yaojie Zhang, Dengshi Huang & Xiaodong Lai. (2018) Forecasting oil futures price volatility: New evidence from realized range-based volatility. Energy Economics 75, pages 400-409.
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Huan Peng, Ruoxun Chen, Dexiang Mei & Xiaohua Diao. (2018) Forecasting the realized volatility of the Chinese stock market: Do the G7 stock markets help?. Physica A: Statistical Mechanics and its Applications 501, pages 78-85.
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Feng Ma, Jing Liu, M.I.M. Wahab & Yaojie Zhang. (2018) Forecasting the aggregate oil price volatility in a data-rich environment. Economic Modelling 72, pages 320-332.
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Jing Liu, Feng Ma, Ke Yang & Yaojie Zhang. (2018) Forecasting the oil futures price volatility: Large jumps and small jumps. Energy Economics 72, pages 321-330.
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Yu Wei, Jing Liu, Xiaodong Lai & Yang Hu. (2017) Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. Energy Economics 68, pages 141-150.
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Xu Gong & Boqiang Lin. (2017) Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. Energy Economics 67, pages 315-327.
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Feng Ma, M.I.M. Wahab, Dengshi Huang & Weiju Xu. (2017) Forecasting the realized volatility of the oil futures market: A regime switching approach. Energy Economics 67, pages 136-145.
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Gong Xu & Boqiang Lin. (2022) Adding Dummy Variables: A Simple Approach for Improved Volatility Forecasting in Electricity Market. SSRN Electronic Journal.
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