Concepedia

Chao Liang

CL

22

Publications

1.2K

Citations

18

H-Index

2016

Active since

Affiliations

Southwest Jiaotong University(Current)

Yunnan University of Finance And Economics

Harbin Medical University

Qingdao University

University of Southampton

Chao Liang is an author at Southwest Jiaotong University specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingForecastingVolatility ModelingStatisticsEngineeringFinancial EconomicsEconomicsTime Series Econometrics

Publications per year

2016–2025

22

Publications

22

Uncertainty and crude oil market volatility: new evidence

Chao Liang, Yu Wei, Xiafei Li et al. · Applied Economics · 2019 · 158 citations

Forecasting Methodology, Volatility Modeling, Engineering +18

Which sentiment index is more informative to forecast stock market volatility? Evidence from China

Chao Liang, Linchun Tang, Yan Li et al. · International Review of Financial Analysis · 2020 · 156 citations

Volatility Modeling, Economic Forecasting, Financial Economics +10

Is implied volatility more informative for forecasting realized volatility: An international perspective

Chao Liang, Yu Wei, Yaojie Zhang · Journal of Forecasting · 2020 · 123 citations

Volatility Modeling, Engineering, Time Series Econometrics +21

Which uncertainty is powerful to forecast crude oil market volatility? New evidence

Xiafei Li, Yu Wei, Xiaodan Chen et al. · International Journal of Finance & Economics · 2020 · 95 citations

Volatility Modeling, Engineering, Uncertainty Modeling +22

The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic

Yan Li, Chao Liang, Feng Ma et al. · Finance research letters · 2020 · 84 citations · Full text

Volatility Modeling, Engineering, Asset Pricing +8

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