Equity Market Capital Gains Overhang and Crude Oil Volatility Forecasting: A Cross‐Market Analysis
Fuente:
Wiley Open Access
Guardado en:
| Autores principales: | Xudong Cui, Pu Gong |
|---|---|
| Formato: | Artículo Open Access |
| Publicado: |
Wiley
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Linkages Between Shanghai and Global Crude Oil Futures Markets
por: Gaige Zhang, et al.
Publicado: (2025)
por: Gaige Zhang, et al.
Publicado: (2025)
Forecasting Chinese Stock Market Volatility With Intraday and Overnight Volatility Components of INE Oil Futures
por: Qihao Chen, et al.
Publicado: (2025)
por: Qihao Chen, et al.
Publicado: (2025)
Forecasting Crude Oil Price Volatility With Analyst Commentary Sentiment: A Nonlinear Analysis Using Deep‐Learning Models
por: Yue‐Jun Zhang, et al.
Publicado: (2025)
por: Yue‐Jun Zhang, et al.
Publicado: (2025)
Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors
por: Ke Yang, et al.
Publicado: (2024)
por: Ke Yang, et al.
Publicado: (2024)
Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV–MIDAS–GPR Model and Its Economic Value
por: Ke Yang, et al.
Publicado: (2026)
por: Ke Yang, et al.
Publicado: (2026)
Intraday Liquidity in International Crude Oil Futures Markets: News Impacts, Commonality, and Spillovers
por: Hong Miao, et al.
Publicado: (2026)
por: Hong Miao, et al.
Publicado: (2026)
A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the US Equity Market Obsolete?
por: Stefan Albers
Publicado: (2025)
por: Stefan Albers
Publicado: (2025)
What the Night Tells the Day: Forecasting Realized Volatility in Chinese Commodity Markets
por: Xinyue He, et al.
Publicado: (2025)
por: Xinyue He, et al.
Publicado: (2025)
Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?
por: Athanasios Triantafyllou, et al.
Publicado: (2025)
por: Athanasios Triantafyllou, et al.
Publicado: (2025)
Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps
por: Gongyue Jiang, et al.
Publicado: (2025)
por: Gongyue Jiang, et al.
Publicado: (2025)
Geopolitical Risk and the Volatility of the International Grain Futures Market
por: Yun‐Shi Dai, et al.
Publicado: (2025)
por: Yun‐Shi Dai, et al.
Publicado: (2025)
Forecasting Crude Oil Price Using Secondary Decomposition‐Reconstruction‐Ensemble Model Based on Variational Mode Decomposition
por: Lili Li, et al.
Publicado: (2025)
por: Lili Li, et al.
Publicado: (2025)
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
por: Gaoxiu Qiao, et al.
Publicado: (2024)
por: Gaoxiu Qiao, et al.
Publicado: (2024)
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?
por: Lu Yang
Publicado: (2024)
por: Lu Yang
Publicado: (2024)
Untangling Market Links: A QVAR‐TVP VAR Analysis of Precious Metals and Oil Amid the Pandemic
por: Syed Ali Raza, et al.
Publicado: (2025)
por: Syed Ali Raza, et al.
Publicado: (2025)
Bitcoin Price Direction Forecasting and Market Variables
por: Taegyum Kim, et al.
Publicado: (2025)
por: Taegyum Kim, et al.
Publicado: (2025)
Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures
por: Xiaoli Etienne, et al.
Publicado: (2025)
por: Xiaoli Etienne, et al.
Publicado: (2025)
Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets
por: Jianmin Liu, et al.
Publicado: (2025)
por: Jianmin Liu, et al.
Publicado: (2025)
Futures Trading and Corporate Financialization: A Quasi‐Natural Experiment From the Launch of China's Crude Oil Futures
por: Feng He, et al.
Publicado: (2025)
por: Feng He, et al.
Publicado: (2025)
A Note on the Relationship Between Stock Market Volatility and Cryptocurrencies: New Evidence From China–US Trade Frictions
por: Kexin Liu, et al.
Publicado: (2025)
por: Kexin Liu, et al.
Publicado: (2025)
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets
por: Filippos Ioannidis, et al.
Publicado: (2025)
por: Filippos Ioannidis, et al.
Publicado: (2025)
Do Price Jumps Matter in Volatility Forecasts of US Treasury Futures?
por: Xueer Zhang, et al.
Publicado: (2025)
por: Xueer Zhang, et al.
Publicado: (2025)
Commodity Futures Market Conditions and Climate Policy Risk: Evidence From Energy and Metals Markets
por: Kingsley E. Dogah, et al.
Publicado: (2024)
por: Kingsley E. Dogah, et al.
Publicado: (2024)
Extreme Risk Spillovers From US Soybean Futures Market to China's Soybean‐Linked Futures Markets
por: SiSi Qin, et al.
Publicado: (2024)
por: SiSi Qin, et al.
Publicado: (2024)
Tighter Bounds for Implied Volatility With the Dirac Delta Family Method
por: Zhenyu Cui, et al.
Publicado: (2025)
por: Zhenyu Cui, et al.
Publicado: (2025)
Does Trading Method Alignment Improve Market Efficiency? Evidence From Taiwan Single‐Stock Futures Market
por: Chien‐Liang Chiu, et al.
Publicado: (2025)
por: Chien‐Liang Chiu, et al.
Publicado: (2025)
Role of Economic Policy Uncertainty in Forecasting Gold Futures Volatility: Evidence From India
por: Simran, et al.
Publicado: (2025)
por: Simran, et al.
Publicado: (2025)
Trading Periodicity and Algorithmic Divide in Cryptocurrency Markets
por: Andrei Shynkevich
Publicado: (2026)
por: Andrei Shynkevich
Publicado: (2026)
Virtual Commodities and Futures Markets of Tangible Commodities
por: Che‐Chun Lin, et al.
Publicado: (2025)
por: Che‐Chun Lin, et al.
Publicado: (2025)
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
por: Ariston Karagiorgis, et al.
Publicado: (2026)
por: Ariston Karagiorgis, et al.
Publicado: (2026)
The Impact of Biodiversity Risk on US Agricultural Futures Markets
por: Hongjun Zeng, et al.
Publicado: (2026)
por: Hongjun Zeng, et al.
Publicado: (2026)
Optimal Versus Naive Diversification in Commodity Futures Markets
por: Max Heide, et al.
Publicado: (2024)
por: Max Heide, et al.
Publicado: (2024)
The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets
por: Theodora Bermpei, et al.
Publicado: (2025)
por: Theodora Bermpei, et al.
Publicado: (2025)
Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market
por: Doojin Ryu, et al.
Publicado: (2025)
por: Doojin Ryu, et al.
Publicado: (2025)
Evaluating Trend‐Based Strategies in Chinese Commodity Futures Markets
por: Yiran Zheng, et al.
Publicado: (2025)
por: Yiran Zheng, et al.
Publicado: (2025)
The Silent Disco—Speculation in Bearish Commodity Markets and the Role of Liquidity
por: Chanaka N. Ganepola, et al.
Publicado: (2025)
por: Chanaka N. Ganepola, et al.
Publicado: (2025)
Predicting Market Returns Using Covariance Asymmetry Risk Premium
por: Zhenxiong Li, et al.
Publicado: (2025)
por: Zhenxiong Li, et al.
Publicado: (2025)
Skewness Premium for Short‐Term Exposure to Squared Market Returns
por: Martin Wallmeier
Publicado: (2025)
por: Martin Wallmeier
Publicado: (2025)
Trading Games: Beating Passive Strategies in the Bullish Crypto Market
por: Rafael Baptista Palazzi
Publicado: (2025)
por: Rafael Baptista Palazzi
Publicado: (2025)
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
por: Zhiyu Guo, et al.
Publicado: (2024)
por: Zhiyu Guo, et al.
Publicado: (2024)
Ejemplares similares
-
Linkages Between Shanghai and Global Crude Oil Futures Markets
por: Gaige Zhang, et al.
Publicado: (2025) -
Forecasting Chinese Stock Market Volatility With Intraday and Overnight Volatility Components of INE Oil Futures
por: Qihao Chen, et al.
Publicado: (2025) -
Forecasting Crude Oil Price Volatility With Analyst Commentary Sentiment: A Nonlinear Analysis Using Deep‐Learning Models
por: Yue‐Jun Zhang, et al.
Publicado: (2025) -
Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors
por: Ke Yang, et al.
Publicado: (2024) -
Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV–MIDAS–GPR Model and Its Economic Value
por: Ke Yang, et al.
Publicado: (2026)