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person:"Siebert, Horst"
~person:"Wang, Yudong"
~subject:"Commodity derivative"
~subject:"Forecast"
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Commodity derivative
Forecast
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12
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Siebert, Horst
Wang, Yudong
Kilian, Lutz
9
Banks, Ferdinand E.
8
Baumeister, Christiane
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Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Girardi, Alessandro
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Kaufmann, Robert Kurt
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Lee, Thomas
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Manera, Matteo
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Bu, Hui
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Korn, Olaf
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Lee, Chien-chiang
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Ma, Feng
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McAleer, Michael
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Valenti, Daniele
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Wei, Yu
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Xu, Yahua
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Yin, Libo
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Zhang, Yaojie
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Zhang, Yunyi
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He, Mengxi
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Hu, Yang
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Korobilis, Dimitris
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of banking & finance
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1
Forecasting crude oil prices : a reduced-rank approach
Song, Yixuan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 698-711
Persistent link: https://www.econbiz.de/10014474661
Saved in:
2
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
3
Forecasting crude oil prices : a scaled PCA approach
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820812
Saved in:
4
Oil price increases and the predictability of equity premium
Wang, Yudong
;
Pan, Zhiyuan
;
Liu, Li
;
Wu, Chongfeng
- In:
Journal of banking & finance
102
(
2019
),
pp. 43-58
Persistent link: https://www.econbiz.de/10012162773
Saved in:
5
Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
Saved in:
6
Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Wang, Yudong
;
Wu, Chongfeng
- In:
Computational economics
42
(
2013
)
4
,
pp. 393-414
Persistent link: https://www.econbiz.de/10010249882
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