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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
Authors:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony
Favorite  |  View/Download：99/0  |  Submit date：2023/05/30
Futures markets  MHAR-CSV model  Co-volatility  Time-varying volatility connectedness  Asymmetric volatility spillover  Commodity markets  
Forecasting the volatility of agricultural commodity futures: The role of co-volatility and oil volatility 期刊论文
JOURNAL OF FORECASTING, 2021
Authors:  Marfatia, Hardik A.;  Ji, Qiang;  Luo, Jiawen
Favorite  |  View/Download：94/0  |  Submit date：2022/02/10
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 89
Authors:  Luo, Jiawen;  Ji, Qiang;  Klein, Tony;  Todorova, Neda;  Zhang, Dayong
Favorite  |  View/Download：191/0  |  Submit date：2021/01/16