In this paper, we review studies of oil volatility prediction from a new perspective: that of
investors who require economic evaluations of forecasting performance. Our results indicate …

Abstract The coronavirus disease (COVID-19) pandemic has already caused enormous
damage to the global economy and various industries worldwide, especially the tourism …

Extensive studies have used stock market information to forecast crude oil prices, and stock
market can more easily derive high-frequency data than crude oil market due to no …

Many studies have investigated the effects of geopolitical risks on oil price dynamics, but few
distinguish their impacts by the event categories. In this paper, we employ the structural …

Forecasting GDP growth rates is a formidable challenge, compounded by the inherent
volatility, the complexity of the economic landscape, and the presence of a multitude of …

Coal plays a key role in China's economy as a dominant primary energy resource. In this
paper, we provide probability density forecasts for weekly steam coal prices in China based …

Text of abstract In the big data era, it is common to encounter data observed at different
frequencies. This raises the problem of how to explore the heterogeneous nonlinear …

The bulk commodities are basic goods, and their price fluctuations are directly related to the
stability of a country's macro economy. Investigating the main driving forces of the …

Purpose This study aims to examine the effect of the COVID-19 pandemic in comparison to
the global financial crisis (GFC) on the gross domestic product (GDP) growth rate of China …

The article investigates how risk spillover from the global financial market affects real
economic activity in China. We develop a MIDAS-CoVaR-QR (Mixed Data Sampling …