Browsing All of EconStor by Author Ji, Qiang
Showing results 1 to 5 of 5
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 |
2024 | Policy spillovers from climate actions to energy poverty: International evidence | Li, Jun; Li, Jiajia; Guo, Kun; Ji, Qiang; Zhang, Dayong |