Search Results - "Guo, Yangli"

Jumps in the Chinese crude oil futures volatility forecasting: New evidence by Guo, Yangli, Li, Pan, Wu, Hanlin

“…This study examines whether incorporating jumps and jump size can enhance the predictive ability of Chinese crude oil futures market realized volatility within…”
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Oil price volatility predictability: New evidence from a scaled PCA approach by Guo, Yangli, He, Feng, Liang, Chao, Ma, Feng

“…We introduce the scaled principal component analysis (sPCA) method to forecast oil volatility, and compare it with two commonly used dimensionality reduction…”
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Which factors drive Bitcoin volatility: Macroeconomic, technical, or both? by Wang, Jiqian, Ma, Feng, Bouri, Elie, Guo, Yangli

“…Academic research relies heavily on exogenous drivers to improve the forecasting accuracy of Bitcoin volatility. The present study provides additional insight…”
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Macroeconomic attention, economic policy uncertainty, and stock volatility predictability by Ma, Feng, Guo, Yangli, Chevallier, Julien, Huang, Dengshi

“…This study adopts the newly constructed macroeconomic attention indices (MAI) and category-specific economic policy uncertainty (EPU) indices to predict stock…”
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Oil price volatility predictability based on global economic conditions by Guo, Yangli, Ma, Feng, Li, Haibo, Lai, Xiaodong

“…This study aims to examine the forecasting ability of five global economic activity proxies for WTI crude oil price volatility and construct a new index to…”
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Preparation and evaluation of carboxymethyl chitosan-rhein polymeric micelles with synergistic antitumor effect for oral delivery of paclitaxel by Wang, Xiaoying, Guo, Yangli, Qiu, Liangzhen, Wang, Xiaying, Li, Tonglei, Han, Lifeng, Ouyang, Huizhi, Xu, Wei, Chu, Kedan

“…•Carboxymethyl chitosan-rhein (CR) conjugate was developed for oral delivery of paclitaxel (PTX).•CR conjugates have a synergistic antitumor effect with…”
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From text to treasure: the predictive superiority of a FinTech index in stock market returns by Guo, Yangli, Ma, Feng, Wang, Yizhi, Zhong, Juandan

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Dynamic Linkage between Aging, Mechanizations and Carbon Emissions from Agricultural Production by Guo, Lili, Song, Yuting, Zhao, Shuang, Tang, Mengqian, Guo, Yangli, Su, Mengying, Li, Houjian

“…The trend of aging is intensifying and has become a prominent population phenomenon worldwide. The aging population has an important impact on carbon…”
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The macroeconomic attention index: Evidence from China by Zeng, Qing, Cao, Jiawei, Guo, Yangli, Dong, Dayong

“…•This study mainly constructs Chinese macroeconomic attention indices (CMAI).•We use the CMAI to test the predictive ability of this newly constructed…”
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