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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Risikomaß"
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ARCH-Modell
Risikomaß
ARCH model
4
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Oil price
3
Volatility forecasting
3
Ölpreis
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Commodity derivative
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Aktienmarkt
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Capital income
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Capital market returns
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Chinese crude oil futures market
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Petroleum
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Return predictability
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Zhang, Yaojie
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Wang, Tianyi
4
Wang, Yudong
4
Arouri, Mohamed
3
Iglesias, Emma M.
3
Kumar, Dilip
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Lahiani, Amine
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Shi, Yanlin
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Todorova, Neda
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Wu, Chongfeng
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2
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2
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2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fountas, Stilianos
2
Gallo, Giampiero M.
2
Gupta, Rangan
2
Ho, Kin-Yip
2
Hung, Jui-cheng
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
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Economic modelling
Journal of empirical finance
Applied economics
6
Energy economics
6
International journal of forecasting
3
Journal of forecasting
3
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
Finance research letters
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
Pacific-Basin finance journal
1
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
2
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
3
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
4
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
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