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Feng Ma · Study
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Author
Feng Ma
77 works
· latest 2024
· 1 institutions
cluster: provisional
ORCID 0000-0002-6539-0965
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77
Citations
6,969
Works here
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Most cited in this library
Climate policy uncertainty and world renewable energy index volatility forecasting
2022 · 374 citations
Geopolitical risk and oil volatility: A new insight
2019 · 302 citations
Forecasting realized volatility in a changing world: A dynamic model averaging approach
2015 · 292 citations
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
2019 · 290 citations
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
2019 · 251 citations
Works
60 shown
Biodiversity and stock returns
International Review of Financial Analysis
·
2024
·
3 authors
77
citations
Dissecting climate change risk and financial market instability: Implications for ecological risk management
Risk Analysis
·
2023
·
4 authors
·
Open access
83
citations
Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?
Journal of Forecasting
·
2022
·
4 authors
·
Open access
91
citations
Stock market volatility predictability in a data-rich world: A new insight
International Journal of Forecasting
·
2022
·
4 authors
53
citations
Geopolitical risk and excess stock returns predictability: New evidence from a century of data
Finance research letters
·
2022
·
1 author
70
citations
Oil futures volatility predictability: New evidence based on machine learning models
International Review of Financial Analysis
·
2022
·
4 authors
·
Open access
51
citations
Macroeconomic attention and stock market return predictability
Journal of International Financial Markets Institutions and Money
·
2022
·
3 authors
65
citations
Climate policy uncertainty and world renewable energy index volatility forecasting
Technological Forecasting and Social Change
·
2022
·
4 authors
374
citations
Forecasting international equity market volatility: A new approach
Journal of Forecasting
·
2022
·
4 authors
34
citations
Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model
Annals of Operations Research
·
2022
·
3 authors
·
Open access
49
citations
Policy uncertainty and carbon neutrality: Evidence from China
Finance research letters
·
2022
·
4 authors
89
citations
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Energy Economics
·
2022
·
4 authors
177
citations
Oil shocks and stock market volatility: New evidence
Energy Economics
·
2021
·
4 authors
84
citations
Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information
China Finance Review International
·
2021
·
5 authors
51
citations
The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market
Energy Economics
·
2021
·
4 authors
70
citations
Forecasting stock index price using the CEEMDAN-LSTM model
The North American Journal of Economics and Finance
·
2021
·
5 authors
189
citations
Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information
International Review of Financial Analysis
·
2021
·
4 authors
82
citations
Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
International Review of Financial Analysis
·
2021
·
4 authors
70
citations
The information content of uncertainty indices for natural gas futures volatility forecasting
Journal of Forecasting
·
2021
·
4 authors
101
citations
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models
Journal of Forecasting
·
2020
·
4 authors
72
citations
Forecasting China's Crude Oil Futures Volatility: The Role of the Jump, Jumps Intensity, and Leverage Effect
Journal of Forecasting
·
2020
·
4 authors
23
citations
Which uncertainty is powerful to forecast crude oil market volatility? New evidence
International Journal of Finance & Economics
·
2020
·
6 authors
104
citations
Forecasting US stock market volatility: How to use international volatility information
Journal of Forecasting
·
2020
·
3 authors
30
citations
The role of model bias in predicting volatility: evidence from the US equity markets
China Finance Review International
·
2020
·
4 authors
23
citations
The role of oil futures intraday information on predicting US stock market volatility
Journal of Management Science and Engineering
·
2020
·
4 authors
·
Open access
98
citations
Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?
International Review of Financial Analysis
·
2020
·
4 authors
·
Open access
133
citations
Jumps and oil futures volatility forecasting: a new insight
Quantitative Finance
·
2020
·
4 authors
43
citations
Which predictor is more predictive for Bitcoin volatility? And why?
International Journal of Finance & Economics
·
2020
·
4 authors
50
citations
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Finance research letters
·
2020
·
4 authors
·
Open access
83
citations
Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models
Energy
·
2020
·
4 authors
·
Open access
77
citations
Global equity market volatility forecasting: New evidence
International Journal of Finance & Economics
·
2020
·
4 authors
39
citations
Good variance, bad variance, and stock return predictability
International Journal of Finance & Economics
·
2020
·
4 authors
26
citations
Forecasting global equity market volatilities
International Journal of Forecasting
·
2020
·
3 authors
111
citations
Cryptocurrency volatility forecasting: A Markov regime‐switching MIDAS approach
Journal of Forecasting
·
2020
·
4 authors
75
citations
Which types of commodity price information are more useful for predicting US stock market volatility?
Economic Modelling
·
2020
·
4 authors
58
citations
Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects
Journal of Forecasting
·
2020
·
3 authors
39
citations
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
Energy Economics
·
2019
·
4 authors
251
citations
Forecasting stock price volatility: New evidence from the GARCH-MIDAS model
International Journal of Forecasting
·
2019
·
3 authors
182
citations
Forecasting oil price volatility using high-frequency data: New evidence
International Review of Economics & Finance
·
2019
·
4 authors
58
citations
Geopolitical risk and oil volatility: A new insight
Energy Economics
·
2019
·
4 authors
302
citations
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
Journal of Empirical Finance
·
2019
·
3 authors
290
citations
Economic policy uncertainty and the Chinese stock market volatility: Novel evidence
Economic Modelling
·
2019
·
4 authors
167
citations
Crude oil and BRICS stock markets under extreme shocks: New evidence
Economic Modelling
·
2019
·
4 authors
89
citations
Forecasting stock returns with cycle-decomposed predictors
International Review of Financial Analysis
·
2019
·
4 authors
30
citations
Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches
Energy Economics
·
2019
·
3 authors
54
citations
Economic policy uncertainty and the Chinese stock market volatility: new evidence
Applied Economics
·
2019
·
4 authors
63
citations
Forecasting the Chinese stock volatility across global stock markets
Physica A Statistical Mechanics and its Applications
·
2019
·
3 authors
27
citations
Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets
Energy Economics
·
2019
·
3 authors
39
citations
Out‐of‐sample volatility prediction: A new mixed‐frequency approach
Journal of Forecasting
·
2019
·
4 authors
48
citations
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Journal of Empirical Finance
·
2019
·
4 authors
·
Open access
182
citations
Economic constraints and stock return predictability: A new approach
International Review of Financial Analysis
·
2019
·
4 authors
67
citations
Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets
Pacific-Basin Finance Journal
·
2019
·
3 authors
51
citations
Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States
Energy Economics
·
2019
·
4 authors
220
citations
The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
Journal of Forecasting
·
2019
·
3 authors
58
citations
Forecasting stock returns: Do less powerful predictors help?
Economic Modelling
·
2018
·
2 authors
50
citations
Forecasting oil futures price volatility: New evidence from realized range-based volatility
Energy Economics
·
2018
·
3 authors
75
citations
Intraday momentum and stock return predictability: Evidence from China
Economic Modelling
·
2018
·
3 authors
86
citations
Forecasting the oil futures price volatility: Large jumps and small jumps
Energy Economics
·
2018
·
4 authors
79
citations
Forecasting the aggregate oil price volatility in a data-rich environment
Economic Modelling
·
2018
·
4 authors
93
citations
Forecasting the prices of crude oil: An iterated combination approach
Energy Economics
·
2018
·
3 authors
159
citations