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~accessRights:"restricted"
~language:"eng"
~person:"Zhang, Yaojie"
~subject:"Capital income"
~type_genre:"Article in journal"
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Capital income
Forecasting model
55
Prognoseverfahren
55
Volatility
38
Volatilität
38
ARCH model
29
ARCH-Modell
29
Stock market
24
Aktienmarkt
23
Börsenkurs
23
Kapitaleinkommen
23
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23
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21
Oil price
21
Schätzung
21
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Volatility forecasting
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Welt
16
World
16
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12
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10
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volatility forecasting
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Article in journal
Aufsatz in Zeitschrift
23
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Zhang, Yaojie
Gupta, Rangan
102
Zaremba, Adam
76
Bouri, Elie
40
Narayan, Paresh Kumar
39
Wohar, Mark E.
39
Ma, Feng
38
Wang, Yudong
33
Tiwari, Aviral Kumar
32
Demirer, Rıza
28
Zhang, Wei
26
Shahzad, Syed Jawad Hussain
25
Shen, Dehua
24
Balcilar, Mehmet
23
McMillan, David G.
23
Xuan Vinh Vo
22
Yin, Libo
22
Zhong, Angel
22
Cakici, Nusret
21
Umar, Zaghum
20
Long, Huaigang
19
Pierdzioch, Christian
19
Chiah, Mardy
18
Ko, Kuan-Cheng
18
Liang, Chao
18
Ryu, Doojin
18
Sehgal, Sanjay
18
Xiong, Xiong
18
Salisu, Afees A.
17
Wu, Chongfeng
17
Kumar, Dilip
16
Li, Yan
16
Li, Youwei
16
Ur Rehman, Mobeen
16
Bali, Turan G.
15
Caporale, Guglielmo Maria
15
Chiang, Thomas C.
15
Dinh Hoang Bach Phan
15
Grobys, Klaus
15
Kang, Jangkoo
15
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Economic modelling
5
Finance research letters
3
Journal of forecasting
3
International journal of forecasting
2
International review of financial analysis
2
Applied economics
1
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
The journal of futures markets
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ECONIS (ZBW)
23
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23
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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
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:
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 volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
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
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:
10
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:
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