1. Forecasting Realized Volatility: The Choice of Window Size. (2025). Zhang, Yaojie ; Feng, Yuqing.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:44:y:2025:i:2:p:692-705.

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2. How do the reserve currency and uncertainties in major markets affect the uncertainty of oil prices over time?. (2025). Soytas, Ugur ; Kocaarslan, Baris.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2016-2041.

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3. Uncertainty and fluctuation in crude oil price: evidence from machine learning models. (2025). Zhu, BO ; Lu, Xinjie ; Ma, Feng.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05463-7.

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4. Enhancing Agricultural Futures Return Prediction: Insights from Rolling VMD, Economic Factors, and Mixed Ensembles. (2025). Ye, Yiling ; Zhuang, Xiaowen ; Yi, Cai ; Liu, Dinggao ; Tang, Zhenpeng.
   In: Agriculture.
   RePEc:gam:jagris:v:15:y:2025:i:11:p:1127-:d:1662849.

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5. Do economic policy uncertainties matter for economic growth? Evidence from MIDAS approaches. (2025). Wang, Qian ; Zhao, Cheng ; Wei, YU ; Shang, Yue.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004975.

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6. Commodity financialization and firm investment:Implications for market efficiency and economic stability in emerging markets. (2025). Xu, Jingru ; Yang, Baochen ; Geng, Peixuan ; Zhang, Yongjie ; Dai, Yuxuan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001200.

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7. Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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8. Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia.
   In: Energy Economics.
   RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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9. Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257.

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10. Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?. (2024). Zhang, Yaojie ; Wang, Yudong ; Feng, Yuqing.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:43:y:2024:i:3:p:567-582.

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11. Macroeconomic attention and commodity market volatility. (2024). Skintzi, Vasiliki ; Stavroula, Fameliti.
    In: Empirical Economics.
    RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02613-z.

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12. Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model. (2024). Liu, Tianyu ; Niu, Huawei.
    In: Empirical Economics.
    RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02551-2.

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13. The nexus between black and digital gold: evidence from US markets. (2024). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Duc, Toan Luu ; Anh, Ngoc Quang ; Ahmed, Rizwan.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04192-z.

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14. Modeling and forecasting listed tourism firms€™ risk in China using a trend asymmetric GARCH-MIDAS model. (2024). Yang, Peng ; Wen, Long ; Liu, Han ; Song, Haiyan.
    In: Tourism Economics.
    RePEc:sae:toueco:v:30:y:2024:i:6:p:1404-1422.

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15. Modelling and forecasting crude oil price volatility with climate policy uncertainty. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03561-w.

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16. The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence. (2024). Bagra, Yash ; Kar, Bibhu Prasad ; Mishra, Aswini Kumar ; Nakhate, Anand Theertha ; Singh, Abinash.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09421-y.

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17. Dynamic Interactions of Urban Land Use Efficiency, Industrial Structure, and Carbon Emissions Intensity in Chinese Cities: A Panel Vector Autoregression (PVAR) Approach. (2024). Yang, Guihong ; Wang, Xuxi ; Peng, LI ; Zhang, Xinyue.
    In: Land.
    RePEc:gam:jlands:v:14:y:2024:i:1:p:57-:d:1557678.

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18. Strategic Synergies: Unveiling the Interplay of Game Theory and Cultural Dynamics in a Globalized World. (2024). Wang, Yufei ; Morknas, Mangirdas ; Wei, Jinzhao.
    In: Games.
    RePEc:gam:jgames:v:15:y:2024:i:4:p:24-:d:1426290.

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19. Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches. (2024). Azibi, Nadia ; Nsaibi, Mariem ; Tissaoui, Kais ; Abidi, Ilyes.
    In: Energies.
    RePEc:gam:jeners:v:17:y:2024:i:2:p:340-:d:1316069.

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20. Doubly multiplicative error models with long- and short-run components. (2024). Gallo, Giampiero ; Amendola, Alessandra ; Candila, V ; Cipollini, F.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002768.

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21. Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Zhang, Xiangyu ; Raza, Syed Ali ; Guo, Changrong ; Masood, Amna.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819.

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22. Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Wei, YU ; Lyu, Yongjian ; Ke, Rui ; Kong, Mengzhen ; Qin, Fanshu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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23. Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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24. Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43.

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25. Are the leading indicators really leading? Evidence from mixed-frequency spillover approach. (2024). Zhou, Xiaorui ; Wang, Zhuo ; Ren, Lin ; Shang, Yue ; Wei, YU.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012625.

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26. US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

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27. Uncertainties and oil price volatility: Can lasso help?. (2024). Li, Xinyu ; Zhong, Ronghao ; Yu, Miao ; Xiao, Meng ; Wu, Meng ; Yuan, Luqi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013351.

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28. Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhang, Lili ; Zhong, Juandan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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29. How useful are energy-related uncertainty for oil price volatility forecasting?. (2024). Zhang, Xiaoyun ; Guo, Qiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013259.

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30. Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430.

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31. Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng ; Chen, Xiaodan ; Zhou, Chunyan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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32. Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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33. The volatility of global energy uncertainty: Renewable alternatives. (2024). Işık, cem ; Ongan, Serdar ; Saidmamatov, Olimjon ; Mirkhoshimova, Mokhirakhon ; Iik, Cem ; Kuziboev, Bekhzod ; Rajabov, Alibek.
    In: Energy.
    RePEc:eee:energy:v:297:y:2024:i:c:s0360544224010235.

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34. Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

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35. Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. (2024). , Thao ; Pham, Son D ; Do, Hung X.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003396.

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36. Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

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37. More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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38. Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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39. Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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40. Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen.
    In: Papers.
    RePEc:arx:papers:2411.09452.

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41. The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi.
    In: Papers.
    RePEc:arx:papers:2404.01641.

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42. A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information. (2023). Chevallier, Julien ; M. I. M. Wahab, ; Ma, Feng.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:1:p:60-75.

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43. Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic. (2023). Wei, YU ; Liu, Yuntong ; Zhang, Yifeng ; Wang, Qian.
    In: Evaluation Review.
    RePEc:sae:evarev:v:47:y:2023:i:3:p:391-432.

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44. Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models. (2023). Virbickaite, Audrone ; Nguyen, Hoang ; Tran, Minh-Ngoc.
    In: Working Papers.
    RePEc:hhs:oruesi:2023_007.

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45. Forecasting gold volatility with geopolitical risk indices. (2023). Li, Xiafei ; Guo, Qiang ; Umar, Muhammad ; Liang, Chao.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002434.

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46. The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Dai, Xingyu ; Wang, Qunwei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921.

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47. Hedging firms idiosyncratic risk from commodity financialization. (2023). Fan, Ying ; Geng, Peixuan ; Yang, Baochen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:88:y:2023:i:c:p:815-842.

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48. Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Guo, Xiaozhu ; Li, Xiafei ; Huang, Dengshi ; Liang, Chao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693.

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49. Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Wang, LU ; Zhang, LI ; Peng, Lijuan ; Luo, Keyu.
    In: Renewable Energy.
    RePEc:eee:renene:v:206:y:2023:i:c:p:1289-1300.

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50. How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis. (2023). Cao, Yan ; Li, Xinran ; Cheng, Sheng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007973.

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51. Bayesian predictive distributions of oil returns using mixed data sampling volatility models. (2023). Virbickaite, Audrone ; Nguyen, Hoang ; Tran, Minh-Ngoc.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784.

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52. Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning. (2023). Mohsin, Muhammad ; Jamaani, Fouad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004919.

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53. Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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54. Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China. (2023). Song, Yuegang ; Zhang, Xiaoyu ; Hu, Guoheng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002660.

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55. The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Xiao, Jihong ; Liu, Hong.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441.

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56. Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Huang, Yisu ; Xu, Weiju ; Zhao, Chenchen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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57. Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Liang, Chao.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

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58. Forecasting crude oil market volatility using variable selection and common factor. (2023). Zhang, Yaojie ; Wang, Yudong ; Wahab, M. I. M., .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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59. Crude oil volatility forecasting: New evidence from world uncertainty index. (2023). Yao, Zhigang ; Liu, Yao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323004014.

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60. Predicting natural gas futures’ volatility using climate risks. (2023). Zhang, Dayong ; Sun, Xiaolei ; Ji, Qiang ; Guo, Kun ; Liu, Fengqi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002878.

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61. Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Zhang, LI ; Li, Lihong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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62. Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065.

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63. Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Wei, YU ; Liu, Yuntong ; Shi, Chunpei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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64. The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

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65. Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Guo, Yangli ; Li, Pan ; Wu, Hanlin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x.

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66. Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Wei, Yigang ; Guan, Xinyue ; Liu, Tao ; Xue, Shan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x.

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67. On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). PARK, DONGHYUN ; LE, Thai-Ha ; Boubaker, Sabri ; Bui, Manh Tien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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68. An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Cheng, Xian ; Liao, Stephen Shaoyi ; Wu, Peng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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69. Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Gauthier, Marie ; Bouri, Elie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686.

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70. Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use. (2023). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:37355.

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71. Petroleum market volatility tracker in China. (2022). Hua, Renhai ; Liu, Qingfu ; Zhang, Ping ; Bian, Huabin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:11:p:2022-2040.

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72. The role of textual analysis in oil futures price forecasting based on machine learning approach. (2022). Gong, XU ; Chen, Qiyang ; Guan, Keqin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1987-2017.

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73. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:1:p:134-157.

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74. Forecasting the oil price realized volatility: A multivariate heterogeneous autoregressive model. (2022). Zhang, Yaojie ; Wei, YU ; Tang, Yusui ; Ma, Feng.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4770-4783.

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75. The impact of macro economy on the oil price volatility from the perspective of mixing frequency. (2022). Gong, XU ; Wang, Mingchao ; Shao, Liuguo.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4487-4514.

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76. Which uncertainty is powerful to forecast crude oil market volatility? New evidence. (2022). Chen, Xiaodan ; Li, Xiafei ; Ma, Feng ; Liang, Chao ; Wei, YU.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4279-4297.

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77. Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting. (2022). Wei, YU ; Li, Xiafei ; Bai, Lan.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3694-3712.

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78. Which predictor is more predictive for Bitcoin volatility? And why?. (2022). Zhang, Yaojie ; Li, Xiafei ; Ma, Feng ; Liang, Chao.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1947-1961.

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79. Forecasting the volatility of the German stock market: New evidence. (2022). Zhang, Yaojie ; Liang, Chao.
    In: Applied Economics.
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80. United States Oil Fund volatility prediction: the roles of leverage effect and jumps. (2022). Liao, Yin ; Ma, Feng ; Liang, Chao ; Zhu, BO.
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81. Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach. (2022). Balcilar, Mehmet ; Shahabad, Rasool Dehghanzadeh.
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82. Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model. (2022). Chuang, O-Chia ; Yang, Chenxu.
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83. Does Uncertainty Forecast Crude Oil Volatility before and during the COVID-19 Outbreak? Fresh Evidence Using Machine Learning Models. (2022). Zaghdoudi, Taha ; Ben-Salha, Ousama ; ben Amor, Lamia ; Tissaoui, Kais ; Hakimi, Abdelaziz.
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84. Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Liu, Yanqiong ; Feng, Yanhong ; Wang, Xiaolei ; Chen, Shuanglian.
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85. Exploring the asymmetric impact of economic policy uncertainty on Chinas carbon emissions trading market price: Do different types of uncertainty matter?. (2022). Li, Zheng ; Shao, Xuefeng ; Umar, Muhammad ; Su, Chi-Wei.
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86. Geopolitical risk and oil price volatility: Evidence from Markov-switching model. (2022). Li, Tao ; Zeng, Qing ; Qian, Lihua.
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87. Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices. (2022). Visalakshmi, S ; Gkillas, Konstantinos ; Manickavasagam, Jeevananthan.
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88. The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2022). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei ; Zhang, Jin.
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89. Forecasting the Chinese low-carbon index volatility. (2022). Li, Yan ; Luo, Qin ; Mei, Dexiang ; Zhao, Chenchen.
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90. Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices. (2022). Guo, Xiaozhu ; Luo, Qin ; Umar, Muhammad ; Zhang, Lixia.
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91. Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?. (2022). Chen, Zhonglu ; Yan, Xiang ; Li, Xiafei ; Bai, Jiancheng.
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92. Uncertainty and oil volatility: Evidence from shrinkage method. (2022). He, Xiaofeng ; Li, Pan ; Wang, Jiqian ; Ma, Feng.
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93. The impact of economic policy uncertainties on the volatility of European carbon market. (2022). Xiong, Xiong ; Duc, Toan Luu ; Dai, Peng-Fei ; Wang, Jiqiang.
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94. Oil price volatility forecasts: What do investors need to know?. (2022). Filis, George ; Degiannakis, Stavros.
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95. Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occams window approach. (2022). Wei, YU ; Shang, Yue ; Chen, Yongfei.
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96. Extreme risk spillover between crude oil price and financial factors. (2022). Fan, Ying ; Zhao, Wan-Li ; Ji, Qiang.
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97. International stock market risk contagion during the COVID-19 pandemic. (2022). Wei, YU ; Liu, Yuntong ; Wang, Qian.
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98. The impact of institutional analyst forecast divergence on crude oil market: Evidence from the mixed frequency models. (2022). Zhang, Yue-Jun.
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99. Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Lu, Xinjie ; Xu, Jin ; Ma, Feng.
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100. Oil price volatility predictability based on global economic conditions. (2022). Guo, Yangli ; Lai, Xiaodong ; Li, Haibo ; Ma, Feng.
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101. The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective. (2022). Wei, YU ; Chen, Yongfei ; Wang, Yizhi ; Zhang, Jiahao.
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102. Asymmetric effects of oil shocks on economic policy uncertainty. (2022). Aimer, Najmi ; Lusta, Abdulmula.
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     RePEc:eee:energy:v:241:y:2022:i:c:s0360544221029613.

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103. Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wu, Nan ; Wen, Fenghua.
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104. In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets. (2022). Soytas, Ugur ; Das, Debojyoti ; Bhattacharyya, Asit ; Dutta, Anupam.
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105. Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste.
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106. Geopolitical risk and dynamic connectedness between commodity markets. (2022). Gong, XU ; Xu, Jun.
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107. Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?. (2022). Zhang, Yue-Jun ; Xing, Li-Min.
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108. Forecasting crude oil volatility with uncertainty indicators: New evidence. (2022). Chen, Zhonglu ; Li, Xiafei ; Umar, Muhammad ; Liang, Chao.
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109. Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
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110. Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Guo, Yangli ; Ma, Feng ; He, Feng ; Liang, Chao.
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111. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Golitsis, Petros ; Gkasis, Pavlos.
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112. The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min.
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113. Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern.
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114. Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump. (2021). Zhang, Xuhui ; Li, Xiafei ; Bai, Lan ; Wei, Guiwu.
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115. The information content of uncertainty indices for natural gas futures volatility forecasting. (2021). Zeng, Qing ; Wang, LU ; Ma, Feng ; Liang, Chao.
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116. Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models. (2021). Chevallier, Julien ; Lu, Xinjie ; Wang, LU ; Ma, Feng.
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117. Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index. (2021). Wei, YU ; Bai, Lan ; Yang, Kun.
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118. Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model. (2021). Zhang, Ziting ; Yan, Lizhao ; Liu, Jian ; Wen, Fenghua.
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119. Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
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120. Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective. (2021). Lin, Boqiang ; Bai, Rui.
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121. Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli ; Scarcioffolo, Alexandre R.
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     RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356.

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122. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiao-Hua ; Li, Ziruo ; Huang, Jionghao.
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123. Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?. (2021). Chen, Zhonglu ; Umar, Muhammad ; Liang, Chao.
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124. What drives oil prices? — A Markov switching VAR approach. (2021). Gong, XU ; Liu, Tangyong ; Chen, Liqing ; Guan, Keqin ; Fu, Chengbo.
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125. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Wei, YU ; Li, Xiafei ; Bai, Lan ; Liang, Chao.
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126. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
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127. Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility：New evidence. (2021). Wei, YU ; Lyu, Yongjian ; Tuo, Siwei ; Yang, MO.
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128. Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mhd, Siti Marsila ; Mokhtar, Kasypi.
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129. Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information. (2021). Xu, Yan ; Wang, Xinyu ; Liu, Hening.
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130. Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective. (2021). Wei, YU ; Li, Xiafei ; Zhang, Songyun ; Bai, Lan.
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131. The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Liu, Yang ; Han, Liyan.
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132. News-based equity market uncertainty and crude oil volatility. (2021). Bouri, Elie ; Saeed, Tareq ; Dutta, Anupam.
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133. Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market. (2021). HU, Yingyi ; Wei, YU ; Lyu, Yongjian ; Yang, MO.
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134. The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Niu, Tianjiao ; Wang, LU ; Ma, Feng ; Liang, Chao.
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135. Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong.
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136. Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wei, YU ; Li, Shouwei ; Liu, Liang ; Wang, Lei ; Yang, Kun.
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137. Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Dai, Zhifeng ; Chang, Xiaoming.
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138. Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). WEI, Y ; Lyu, Yongjian ; Yang, MO ; Yi, Heling.
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139. Uncertainty Due to Infectious Diseases and Energy Market Volatility. (2021). Salisu, Afees ; Adediran, Idris.
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140. New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach. (2021). Shao, Ying-Hui ; Yang, Yan-Hong.
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141. Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects. (2020). Wang, LU ; Liu, Guoshan ; Ma, Feng.
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142. Modeling and forecasting commodity market volatility with long‐term economic and financial variables. (2020). Walther, Thomas ; Nguyen, Duc Khuong.
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143. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
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144. Forecasting Oil Price by Hierarchical Shrinkage in Dynamic Parameter Models. (2020). Wei, YU ; Liu, Yuntong.
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145. Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Feng, Yanhong ; Li, Tinghui ; Failler, Pierre ; Xu, Dilong.
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146. The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains. (2020). Zhang, Yue-Jun ; Yan, Xing-Xing.
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147. Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Wei, YU ; Li, Yan ; Tang, Linchun ; Liang, Chao.
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148. Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen.
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149. Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang.
     In: Energy.
     RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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150. Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Adams, Zeno ; Collot, Solene ; Kartsakli, Maria.
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151. Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Do, Hung ; Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee.
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152. Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Li, Tao ; Ma, Feng.
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153. The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei.
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154. Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). LV, TAO ; Ding, Zhihua ; Liu, Zhenhua ; Qiang, Wei ; Wu, Jy S.
     In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
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155. Oil price shocks, economic policy uncertainty and industrial economic growth in China. (2019). Chen, Jingyu ; Ouyang, Jian ; Wen, Fenghua ; Jin, Faqi.
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156. Dual Hesitant Pythagorean Fuzzy Heronian Mean Operators in Multiple Attribute Decision Making. (2019). Wei, YU ; Tang, Mei ; Wang, Jie ; Lu, Jianping.
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157. Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?. (2019). Wei, YU ; Wang, Yan ; Zhu, Sha ; Liu, Qiuhong.
     In: Physica A: Statistical Mechanics and its Applications.
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158. Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Liu, Xinchun ; Zeng, Sheng ; Wei, QI.
     In: Physica A: Statistical Mechanics and its Applications.
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159. Uncertainty and oil volatility: New evidence. (2019). Diao, Xiaohua ; Cao, Xiang ; Zeng, Qing ; Mei, Dexiang.
     In: Physica A: Statistical Mechanics and its Applications.
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160. Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng.
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161. Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach. (2019). Wei, YU ; Shang, Yue ; Chen, Yongfei ; Lei, Likun.
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162. Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi.
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163. Geopolitical risk and oil volatility: A new insight. (2019). Zhang, Yaojie ; Tang, Yingkai ; Liu, Jing ; Ma, Feng.
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164. Models for Multiple Attribute Decision Making with Some 2-Tuple Linguistic Pythagorean Fuzzy Hamy Mean Operators. (2018). Deng, Xiumei ; Lu, Mao ; Wang, Jie ; Wei, Guiwu.
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165. Methods for Multiple Attribute Decision Making with Interval-Valued Pythagorean Fuzzy Information. (2018). Li, Zengxian ; Gao, Hui ; Wei, Guiwu.
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166. Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Zhang, Yaojie ; Lai, Xiaodong ; Ma, Feng ; Huang, Dengshi.
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167. The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU.
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41. Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man.
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42. Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
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43. Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Etienne, Xiaoli ; Scarcioffolo, Alexandre Ribeiro.
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44. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng.
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45. Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng.
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46. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng.
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47. Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model. (2017). Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue.
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48. Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing.
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49. Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald.
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50. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng.
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