Browsing All of EconStor by Author Ji, Qiang
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2019 | Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models | Luo, Jiawen; Klein, Tony; Ji, Qiang; Hou, Chenghan |
2019 | Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach | Kumar, Satish; Tiwari, Aviral Kumar; Raheem, Ibrahim Dolapo; Ji, Qiang |
2020 | Dynamic structural impacts of oil shocks on exchange rates: Lessons to learn | Ji, Qiang; Shahzad, Syed Jawad Hussain; Bouri, Elie; Suleman, Muhammad Tahir |
2021 | Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning | Luo, Jiawen; Klein, Tony; Walther, Thomas; Ji, Qiang |