西南交通大学教师主页 lixiafei--Home-- Forecasting returns in the crude oil and heating oil markets via regularized VAR models

Lecturer (higher education)

+

Supervisor of Master's Candidates

Recommended MA Supervisor

Personal Information

Date of Birth: 1994-04-13

Date of Employment: 2022-06-27

Education Level: PhD graduate

Degree: Doctor of management

Gender: Female

Status: 在岗

Alma Mater: 西南交通大学

School/Department: 经济管理学院

Discipline:Finance
Management Science and Engineering

VIEW MORE

Other Contact Information:

Email :

Home > Research > Paper Publications

Forecasting returns in the crude oil and heating oil markets via regularized VAR models

Journal:The European Journal of Finance
Co-author:Luo Keyu
First Author:Li Xiafei
Indexed by:Journal articles
Correspondence Author:Liang Chao
Volume:31
Issue:16
Page Number:1-21
Translation or Not:no
Date of Publication:2025-11-12
Included Journals:SSCI

Pre One:Spillover effect between green bond and related financial markets: new evidence from machine learning based connectedness method

Next One:Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model