Concepedia

Chenghan Hou

CH

9

Publications

314

Citations

9

H-Index

2017

Active since

Affiliations

Hunan University(Current)

University of Strathclyde

Hunan University of Finance and Economics

BI Norwegian Business School

Australian National University

Chenghan Hou is an author at Hunan University specializing in business, economics, and asset pricing.

Top concepts

BusinessEconomicsAsset PricingFinanceEngineeringForecastingVolatility ModelingMacroeconomicsStatisticsEconometrics

Publications per year

2017–2023

9

Publications

9

Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models

Jiawen Luo, Tony Klein, Qiang Ji et al. · International Journal of Forecasting · 2019 · 80 citations · Full text

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +11

Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity

Jamie Cross, Chenghan Hou, Aubrey Poon · International Journal of Forecasting · 2020 · 73 citations

Economics, Economic Forecasting, Engineering +9

Returns, volatility and the cryptocurrency bubble of 2017–18

Jamie Cross, Chenghan Hou, Kelly Trinh · Economic Modelling · 2021 · 41 citations

Volatility Modeling, Financial Economics, Asset Pricing +4

Understanding the US natural gas market: A Markov switching VAR approach

Chenghan Hou, Bao H. Nguyen · Energy Economics · 2018 · 40 citations

Economics, Volatility Modeling, Asset Pricing +7

Forecasting natural gas prices using highly flexible time-varying parameter models

Shen Gao, Chenghan Hou, Bao H. Nguyen · Economic Modelling · 2021 · 24 citations

Forecasting Methodology, Economics, Economic Forecasting +10

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