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~accessRights:"restricted"
~language:"eng"
~person:"He, Mengxi"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
Forecasting model
17
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10
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10
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9
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9
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He, Mengxi
Gupta, Rangan
130
Ma, Feng
88
Zhang, Yaojie
55
Wang, Yudong
54
Pierdzioch, Christian
44
Liang, Chao
35
Zaremba, Adam
35
Petropoulos, Fotios
31
Salisu, Afees A.
31
Narayan, Paresh Kumar
29
Wang, Shouyang
27
Wei, Yu
27
Wohar, Mark E.
27
Nonejad, Nima
26
Bouri, Elie
23
Kourentzes, Nikolaos
23
Hyndman, Rob J.
22
Yin, Libo
22
Baghestani, Hamid
21
Liu, Li
21
Spiliotis, Evangelos
21
Assimakopoulos, V.
20
Balcilar, Mehmet
20
Lu, Xinjie
20
Makridakis, Spyros G.
20
Wang, Jiqian
20
Demirer, Rıza
19
Clements, Michael P.
18
Marcellino, Massimiliano
18
Taylor, James W.
18
Babai, M. Zied
17
Fildes, Robert
17
Li, Yan
17
Nikolopoulos, Konstantinos
17
Ziel, Florian
17
Bekiros, Stelios
16
Huang, Dengshi
16
Wu, Chongfeng
16
Franses, Philip Hans
15
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Journal of forecasting
3
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2
Bulletin of economic research
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Finance research letters
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
Quantitative finance
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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ECONIS (ZBW)
17
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10
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17
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1
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
2
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
3
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
4
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
5
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:
6
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
7
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:
8
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
9
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
10
Climate policy uncertainty and the stock return predictability of the oil industry
He, Mengxi
;
Zhang, Yaojie
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533381
Saved in:
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