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~accessRights:"restricted"
~language:"eng"
~person:"Salisu, Afees A."
~person:"Zhang, Yaojie"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Schätzung
Forecasting model
85
Prognoseverfahren
85
Volatility
64
Volatilität
64
Estimation
53
Börsenkurs
51
Share price
51
Welt
43
World
43
Aktienmarkt
40
Capital income
40
Kapitaleinkommen
40
Stock market
40
ARCH model
36
ARCH-Modell
36
Oil price
36
Ölpreis
36
Forecast
22
Prognose
22
Risiko
19
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19
Volatility forecasting
19
USA
17
United States
17
Theorie
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Theory
15
Coronavirus
13
China
12
Impact assessment
12
Oil market
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Wirkungsanalyse
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Schock
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Shock
11
Ölmarkt
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Capital market returns
10
Commodity derivative
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10
Kapitalmarktrendite
10
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Article
53
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Article in journal
Sammlung
Aufsatz in Zeitschrift
53
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English
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Salisu, Afees A.
Zhang, Yaojie
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
Wang, Yudong
25
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
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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Finance research letters
8
Economic modelling
5
Energy economics
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Emerging markets, finance and trade : EMFT
2
Annals of financial economics
1
Applied economics letters
1
Bulletin of economic research
1
Economic change & restructuring
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 forecasting
1
Journal of macroeconomics
1
Macroeconomics and finance in emerging market economies
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)
53
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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
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
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