Jing Liu

Geopolitical risk and oil volatility: A new insight

Jing Liu, Feng Ma, Yingkai Tang et al. · Energy Economics · 2019 · 281 citations

Economics, Volatility Modeling, Oil Volatility +6

Forecasting the oil futures price volatility: Large jumps and small jumps

Jing Liu, Feng Ma, Ke Yang et al. · Energy Economics · 2018 · 78 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +9

Forecasting oil price volatility using high-frequency data: New evidence

Wang Chen, Feng Ma, Yu Wei et al. · International Review of Economics & Finance · 2019 · 54 citations

Volatility Modeling, Oil Price Volatility, Engineering +7

Forecasting the realized range-based volatility using dynamic model averaging approach

Jing Liu, Yu Wei, Feng Ma et al. · Economic Modelling · 2016 · 51 citations

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +8

Forecasting the Chinese stock volatility across global stock markets

Jing Liu, Feng Ma, Yaojie Zhang · Physica A Statistical Mechanics and its Applications · 2019 · 27 citations

Volatility Modeling, Asset Pricing, International Finance +6