Volatility forecasting of crude oil market: A new hybrid method

By Yue‐Jun Zhang, Jinliang Zhang. 2018

68 citations recorded by the source corpus.

Subfields: Analytical Chemistry, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/25948174599bde038e92f730ddbc6f7bb160d6f8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Analytical Chemistry

1. Yue‐Jun Zhang

In Economics and Econometrics

1. Yue‐Jun Zhang
2. Jin-li Wang
3. Muhammad Shahbaz
4. Zeeshan Khan
5. Ilhan Ozturk
6. S. Afesorgbor
7. B. Demena

In Management Science and Operations Research

1. Yue‐Jun Zhang
2. Jin-li Wang

Citations in the corpus

• Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models (2019, background): “The fluctuations of international crude oil markets have caused significant attention around the world and engendered strong interest in crude oil price forecast (Zhang and Zhang, 2018).”