Volatility forecasting in the Chinese commodity futures market with intraday data

Ying, Jiang; Shamin, Ahmed; Xiaoquan, Liu

doi:10.1007/s11156-016-0570-4

All Outputs (3)

Utilization of information and communication technology among undergraduate nursing students in Tanta university, Egypt (2017)
Journal Article
Lawal, U. B., Elshafie, I. F., Yunusa, U., Ladan, M. A., Suberu, A., Abdullahi, S. G., & Mba, C. J. (2017). Utilization of information and communication technology among undergraduate nursing students in Tanta university, Egypt

The use of ICT to enhance learning and teaching has become increasingly important. Information and communication technology in education is a modern, efficient and cost effective process which has created a need to transform how students and teachers... Read More about Utilization of information and communication technology among undergraduate nursing students in Tanta university, Egypt.

Infrared spectroscopy of NaCl(CH3OH)n complexes in helium nanodroplets (2016)
Journal Article
Sadoon, A. M., Sarma, G., Cunningham, E. M., Tandy, J., Hanson-Heine, M. W., Besley, N. A., …Ellis, A. M. (2016). Infrared spectroscopy of NaCl(CH3OH)n complexes in helium nanodroplets. Journal of Physical Chemistry A, 120(41), 8085-8092. https://doi.org/10.1021/acs.jpca.6b06227

Infrared (IR) spectra of complexes between NaCl and methanol have been recorded for the first time. These complexes were formed in liquid helium nanodroplets by consecutive pick-up of NaCl and CH3OH molecules. For the smallest NaCl(CH3OH)n complexes... Read More about Infrared spectroscopy of NaCl(CH3OH)n complexes in helium nanodroplets.

Volatility forecasting in the Chinese commodity futures market with intraday data (2016)
Journal Article
Ying, J., Shamin, A., & Xiaoquan, L. (in press). Volatility forecasting in the Chinese commodity futures market with intraday data. Review of Quantitative Finance and Accounting, https://doi.org/10.1007/s11156-016-0570-4

Given the unique institutional regulations in the Chinese commodity futures market as well as the characteristics of the data it generates, we utilize contracts with three months to delivery, the most liquid contract series, to systematically explore... Read More about Volatility forecasting in the Chinese commodity futures market with intraday data.