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Applied Economics Volume 51, 2019 - Issue 59
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Forecasting realized volatility of crude oil futures with equity market uncertainty

Fenghua WenBusiness School, Central South University, Changsha, ChinaORCID Iconhttps://orcid.org/0000-0003-2991-3981View further author information
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Yupei ZhaoBusiness School, Central South University, Changsha, ChinaView further author information
,
Minzhi ZhangBusiness School, Central South University, Changsha, ChinaView further author information
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Chunyan HuSchool of Pubilc Administration, Central South University, Changsha, Hunan, ChinaCorrespondence[email protected]
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Pages 6411-6427 | Published online: 22 May 2019

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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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Riza Demirer, Konstantinos Gkillas, Rangan Gupta & Christian Pierdzioch. (2022) Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests. Journal of the Operational Research Society 73:8, pages 1755-1767.
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Xiong Xiong, Jiakou Liu & Zhifeng Liu. (2022) Can economic policy uncertainty predict financial stress? A MIDAS approach. Applied Economics Letters 29:1, pages 22-29.
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Feng Ma, Chao Liang, Qing Zeng & Haibo Li. (2021) Jumps and oil futures volatility forecasting: a new insight. Quantitative Finance 21:5, pages 853-863.
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Gaoxun Zhang & Gaoxiu Qiao. (2021) Out-of-sample realized volatility forecasting: does the support vector regression compete combination methods. Applied Economics 53:19, pages 2192-2205.
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Zhifeng Dai & Huan Zhu. (2020) Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition. Applied Economics 52:21, pages 2309-2323.
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Zhifang He, Fangzhao Zhou, Xiaohua Xia, Fenghua Wen & Yiyuan Huang. (2019) Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time- Varying Influence, and Asymmetric Effect. Emerging Markets Finance and Trade 55:12, pages 2756-2773.
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