Uncertainty and crude oil market volatility: new evidence

Applied Economics ◽

10.1080/00036846.2019.1696943 ◽

2019 ◽

Vol 52 (27) ◽

pp. 2945-2959 ◽

Author(s):

Chao Liang ◽

Yu Wei ◽

Xiafei Li ◽

Xuhui Zhang ◽

Yifeng Zhang

Keyword(s):

Crude Oil ◽

Market Volatility ◽

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Which uncertainty is powerful to forecast crude oil market volatility? New evidence

International Journal of Finance & Economics ◽

10.1002/ijfe.2371 ◽

2020 ◽

Author(s):

Xiafei Li ◽

Yu Wei ◽

Xiaodan Chen ◽

Feng Ma ◽

Chao Liang ◽

...

Keyword(s):

Crude Oil ◽

Market Volatility ◽

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Forecasting crude-oil market volatility: Further evidence with jumps

Energy Economics ◽

10.1016/j.eneco.2017.09.002 ◽

2017 ◽

Vol 67 ◽

pp. 508-519 ◽

Author(s):

Amélie Charles ◽

Olivier Darné

Keyword(s):

Crude Oil ◽

Market Volatility ◽

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Forecasting crude oil market volatility: A Markov switching multifractal volatility approach

International Journal of Forecasting ◽

10.1016/j.ijforecast.2015.02.006 ◽

2016 ◽

Vol 32 (1) ◽

pp. 1-9 ◽

Author(s):

Yudong Wang ◽

Chongfeng Wu ◽

Li Yang

Keyword(s):

Crude Oil ◽

Markov Switching ◽

Market Volatility ◽

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Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests

Journal of the Operational Research Society ◽

10.1080/01605682.2021.1936668 ◽

2021 ◽

pp. 1-13

Author(s):

Riza Demirer ◽

Konstantinos Gkillas ◽

Rangan Gupta ◽

Christian Pierdzioch

Keyword(s):

Risk Aversion ◽

Crude Oil ◽

Random Forests ◽

Market Volatility ◽

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Crude oil market and global financial crisis - structural break and market volatility analysis

International Journal of Economics and Business Research ◽

10.1504/ijebr.2017.082274 ◽

2017 ◽

Vol 13 (2) ◽

pp. 203 ◽

Author(s):

Archana Singh ◽

Narinder Pal Singh

Keyword(s):

Financial Crisis ◽

Crude Oil ◽

Global Financial Crisis ◽

Structural Break ◽

Market Volatility ◽

Volatility Analysis

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The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method

Energy Economics ◽

10.1016/j.eneco.2018.07.011 ◽

2018 ◽

Vol 74 ◽

pp. 565-581 ◽

Author(s):

Xiafei Li ◽

Yu Wei

Keyword(s):

Stock Market ◽

Crude Oil ◽

Variational Mode Decomposition ◽

Mode Decomposition ◽

Copula Method ◽

China Stock Market ◽

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Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?

Energy Economics ◽

10.1016/j.eneco.2017.09.016 ◽

2017 ◽

Vol 68 ◽

pp. 141-150 ◽

Author(s):

Yu Wei ◽

Jing Liu ◽

Xiaodong Lai ◽

Yang Hu

Keyword(s):

Crude Oil ◽

Market Volatility ◽

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Linkages between global crude oil market volatility and financial market by complexity synchronization

Empirical Economics ◽

10.1007/s00181-019-01762-w ◽

2019 ◽

Vol 59 (5) ◽

pp. 2405-2421

Author(s):

Yani Xing ◽

Jun Wang

Keyword(s):

Crude Oil ◽

Financial Market ◽

Market Volatility ◽

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Crude oil market and global financial crisis - structural break and market volatility analysis

International Journal of Economics and Business Research ◽

10.1504/ijebr.2017.10002997 ◽

2017 ◽

Vol 13 (2) ◽

pp. 203

Author(s):

Narinder Pal Singh ◽

Archana Singh

Keyword(s):

Financial Crisis ◽

Crude Oil ◽

Global Financial Crisis ◽

Structural Break ◽

Market Volatility ◽

Volatility Analysis

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Forecasting crude oil market volatility: Further evidence using GARCH-class models

Energy Economics ◽

10.1016/j.eneco.2010.07.009 ◽

2010 ◽

Vol 32 (6) ◽

pp. 1477-1484 ◽

Author(s):

Yu Wei ◽

Yudong Wang ◽

Dengshi Huang

Keyword(s):

Crude Oil ◽

Market Volatility ◽

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