Chenghan Hou

Hunan University - Center for Economics, Finance and Management Studies

2 Lushan South Rd

Changsha, Hunan 410082

China

  • Hunan University - Center for Economics, Finance and Management Studies

SCHOLARLY PAPERS

5

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300

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Top 49,699

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12

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models

International Journal of Forecasting, Forthcoming, QMS Research Paper 2019/10
Number of pages: 42 Posted: 10 Aug 2019 Last Revised: 27 Oct 2019
Jiawen Luo, Tony Klein, Qiang Ji and Chenghan Hou
South China University of Technology, Queen's University Belfast - Queen's Management School, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Hunan University - Center for Economics, Finance and Management Studies
Downloads 114 (396,744)

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Agriculture commodity futures, Realized volatility forecasts, Infinite Hidden Markov switching process, HAR models

2.

Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility

CAMA Working Paper No. 26/2018
Number of pages: 44 Posted: 03 Jun 2018
Joshua Chan, Eric Eisenstat, Chenghan Hou and Gary Koop
University of Technology Sydney (UTS), Eisenstat, Hunan University - Center for Economics, Finance and Management Studies and University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics
Downloads 53 (619,604)
Citation 4

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Bayesian, large VAR, composite likelihood, prediction pools, stochastic volatility

3.

International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach

CAMA Working Paper No. 16/2018
Number of pages: 33 Posted: 18 Apr 2018
Jamie Cross, Chenghan Hou and Aubrey Poon
The Australian National University, Hunan University - Center for Economics, Finance and Management Studies and Örebro University - School of Business
Downloads 46 (658,421)
Citation 4

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Bayesian VARs, International Spillovers, State-Space Models, Stochastic Volatility in Mean, Uncertainty

4.

Forecasting Natural Gas Prices Using Highly Flexible Time-Varying Parameter Models

CAMA Working Paper No. 30/2020
Number of pages: 24 Posted: 14 May 2020
Shen Gao, Chenghan Hou and Bao H. Nguyen
Center for Economics, Finance and Management Studies, Hunan University, China, Hunan University - Center for Economics, Finance and Management Studies and Tasmanian School of Business and Economics, University of Tasmania
Downloads 45 (664,310)
Citation 2

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Natural Gas Price, Structural Breaks, Forecasting, Time-Varying Parameter, Markov Switching, Stochastic Volatility

5.

Understanding the US Natural Gas Market: A Markov Switching VAR Approach

CAMA Working Paper No. 14/2018
Number of pages: 34 Posted: 17 Apr 2018
Chenghan Hou and Bao Nguyen
Hunan University - Center for Economics, Finance and Management Studies and School of Economics, University of Economics Ho Chi Minh City (UEH), Vietnam; Development Policy Centre, Crawford School of Public Policy, ANU; Centre for Applied Macroeconomic Analysis, ANU
Downloads 42 (682,557)
Citation 1

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Natural gas market, Bayesian model comparison, Markov Switching VAR model