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Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?
Physica A Statistical Mechanics and its Applications
◽
10.1016/j.physa.2011.08.071
◽
2012
◽
Vol 391
(22)
◽
pp. 5546-5556
◽
Cited By ~ 36
Author(s):
Yu Wei
Keyword(s):
Realized Volatility
◽
Fuel Oil
◽
Oil Futures
◽
Volatility Models
◽
Fuel Oil Futures
◽
Forecasting Volatility
Download Full-text
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Cited By
References
Implementing Three-factor Model: Empirical Analysis of the Fuel Oil Futures Price at Shanghai Futures Exchange
2007 International Conference on Wireless Communications, Networking and Mobile Computing
◽
10.1109/wicom.2007.979
◽
2007
◽
Author(s):
Bin Song
◽
Zhidong Liu
◽
Wenbin Li
◽
Bin Li
Keyword(s):
Empirical Analysis
◽
Factor Model
◽
Fuel Oil
◽
Oil Futures
◽
Futures Price
◽
Fuel Oil Futures
◽
Three Factor
Download Full-text
An empirical analysis of the price discovery function of Shanghai fuel oil futures market
Petroleum Science
◽
10.1007/s12182-007-0016-7
◽
2007
◽
Vol 4
(3)
◽
pp. 97-102
◽
Cited By ~ 1
Author(s):
Zhen Wang
◽
Zhenhai Liu
◽
Chao Chen
Keyword(s):
Empirical Analysis
◽
Price Discovery
◽
Futures Market
◽
Fuel Oil
◽
Oil Futures
◽
Fuel Oil Futures
Download Full-text
Explaining Asymmetries and Long Memory for Hedge Effectiveness in China Aluminum and Fuel Oil Futures Markets
Korean Journal of Financial Engineering
◽
10.35527/kfedoi.2008.7.3.007
◽
2008
◽
Vol 7
(3)
◽
pp. 129-158
Author(s):
Sangkuck Chung
Keyword(s):
Long Memory
◽
Futures Markets
◽
Fuel Oil
◽
Oil Futures
◽
Fuel Oil Futures
Download Full-text
A Comparative Study of Prediction Models of High-Frequency Fluctuation of China's Fuel Oil Futures
International Journal of Simulation Systems Science & Technology
◽
10.5013/ijssst.a.17.46.02
◽
2016
◽
Author(s):
Guest Editor Jianping Du
Keyword(s):
Comparative Study
◽
High Frequency
◽
Prediction Models
◽
Fuel Oil
◽
Frequency Fluctuation
◽
Oil Futures
◽
Fuel Oil Futures
◽
High Frequency Fluctuation
Download Full-text
The Empirical Research on the Economic Function of Chinese Fuel Oil Futures Market
Contemporary Logistics
◽
10.5503/j.cl.2011.03.017
◽
2011
◽
pp. 98-103
Author(s):
Xiaosu Sun
Keyword(s):
Empirical Research
◽
Futures Market
◽
Fuel Oil
◽
Oil Futures
◽
Fuel Oil Futures
◽
Economic Function
Download Full-text
A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting
Economic Modelling
◽
10.1016/j.econmod.2012.06.029
◽
2012
◽
Vol 29
(6)
◽
pp. 2245-2253
◽
Cited By ~ 30
Author(s):
Li Liu
◽
Jieqiu Wan
Keyword(s):
High Frequency
◽
Price Volatility
◽
Fuel Oil
◽
High Frequency Data
◽
Frequency Data
◽
Oil Futures
◽
Dependence Modeling
◽
Modeling And Forecasting
◽
Futures Price
◽
Fuel Oil Futures
Download Full-text
Study on the Price Duration Features and Determinants of China's Fuel Oil Futures Market Based on MicrostructureTheory
Energy Procedia
◽
10.1016/j.egypro.2011.03.039
◽
2011
◽
Vol 5
◽
pp. 219-223
Author(s):
Feng Wang
◽
Chuanzhe Liu
◽
Yu Wang
Keyword(s):
Futures Market
◽
Fuel Oil
◽
Oil Futures
◽
Price Duration
◽
Fuel Oil Futures
Download Full-text
Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market
Sustainability
◽
10.3390/su10010261
◽
2018
◽
Vol 10
(1)
◽
pp. 261
◽
Cited By ~ 4
Author(s):
◽
◽
Keyword(s):
Energy Consumption
◽
Sustainable Energy
◽
Northeast Asia
◽
Futures Market
◽
Fuel Oil
◽
Oil Futures
◽
Fuel Oil Futures
Download Full-text
Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market
Economic Modelling
◽
10.1016/j.econmod.2014.03.022
◽
2014
◽
Vol 40
◽
pp. 81-90
◽
Cited By ~ 3
Author(s):
Xiaoqiang Lin
◽
Qiang Chen
◽
Zhenpeng Tang
Keyword(s):
Futures Market
◽
Incomplete Market
◽
Fuel Oil
◽
Dynamic Hedging
◽
Hedging Strategy
◽
Oil Futures
◽
Fuel Oil Futures
Download Full-text
Investor Sentiment and Return Predictability in Chinese Fuel Oil Futures Markets
Computational Science – ICCS 2007 - Lecture Notes in Computer Science
◽
10.1007/978-3-540-72588-6_155
◽
2007
◽
pp. 972-979
Author(s):
Qian Zhao
◽
Jianping Li
◽
Shuping Wang
Keyword(s):
Futures Markets
◽
Investor Sentiment
◽
Return Predictability
◽
Fuel Oil
◽
Oil Futures
◽
Fuel Oil Futures
Download Full-text
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