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~accessRights:"restricted"
~language:"eng"
~person:"Salisu, Afees A."
~person:"Wang, Yudong"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Schätzung
Forecasting model
84
Prognoseverfahren
84
Volatility
63
Volatilität
63
Estimation
59
Capital income
50
Kapitaleinkommen
50
Oil price
48
Welt
48
World
48
Ölpreis
48
Börsenkurs
46
Share price
46
Forecast
30
Prognose
30
Aktienmarkt
28
Stock market
28
Theorie
28
Theory
28
ARCH model
27
ARCH-Modell
27
Risiko
20
Risk
20
Oil market
16
USA
16
United States
16
Time series analysis
15
Zeitreihenanalyse
15
Ölmarkt
15
VAR model
14
VAR-Modell
14
Coronavirus
13
Regression analysis
13
Impact assessment
12
Portfolio selection
12
Portfolio-Management
12
Regressionsanalyse
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Wirkungsanalyse
12
Erdöl
11
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59
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Article in journal
Sammlung
Aufsatz in Zeitschrift
59
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English
Author
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Salisu, Afees A.
Wang, Yudong
Gupta, Rangan
143
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
61
Zaremba, Adam
52
Tiwari, Aviral Kumar
47
Wohar, Mark E.
45
Apergēs, Nikolaos
41
Balcilar, Mehmet
40
Lee, Chien-chiang
38
Shahbaz, Muhammad
37
Xuan Vinh Vo
33
Hammoudeh, Shawkat
32
Ma, Feng
32
Bouri, Elie
31
Jalles, João Tovar
30
Caporale, Guglielmo Maria
29
Narayan, Paresh Kumar
28
Pierdzioch, Christian
27
Kang, Sang Hoon
26
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Yoon, Seong-min
24
Chang, Tsangyao
23
Kumbhakar, Subal
23
Mensi, Walid
23
Gozgor, Giray
22
Jawadi, Fredj
22
Zhu, Huiming
22
Zhang, Yaojie
21
Afonso, António
20
Demirer, Rıza
20
Polemis, Michael
20
Tsionas, Efthymios G.
20
Wagner, Joachim
20
Yin, Libo
19
Lau, Chi Keung
18
McMillan, David G.
18
Sehgal, Sanjay
18
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Energy economics
11
International review of economics & finance : IREF
8
Finance research letters
6
Economic modelling
5
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of empirical finance
3
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of forecasting
2
Annals of financial economics
1
Applied economics
1
Economic change & restructuring
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of macroeconomics
1
Macroeconomics and finance in emerging market economies
1
Pacific-Basin finance journal
1
The European journal of finance
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
59
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
3
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:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
6
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
7
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:
8
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
9
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
10
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:
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