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What the Night Tells the Day: Forecasting Realized Volatility in Chinese Commodity Markets

Year: 2025

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.70042

Authors: Xinyue He, Ziran Li, Zhepeng Hu

Institutions: Southwestern University of Finance and Economics, China Agricultural University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414200383

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Cites: 49

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