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~language:"eng"
~language:"nor"
~person:"Wang, Yudong"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Ölmarkt"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Entwicklungsländer
Kapitaleinkommen
Ölmarkt
Forecasting model
58
Prognoseverfahren
58
Volatility
44
Volatilität
44
Oil price
41
Ölpreis
41
Capital income
35
Estimation
30
Schätzung
30
Theorie
27
Theory
27
Welt
26
World
26
ARCH model
24
ARCH-Modell
24
Forecast
21
Prognose
21
Börsenkurs
19
Share price
19
Oil market
17
Erdöl
15
Petroleum
15
Aktienmarkt
14
Stock market
14
Regression analysis
13
Time series analysis
13
Zeitreihenanalyse
13
China
12
Regressionsanalyse
12
Commodity derivative
11
Portfolio selection
11
Portfolio-Management
11
Rohstoffderivat
11
Capital market returns
8
Kapitalmarktrendite
8
Predictive regression
8
Volatility forecasting
8
Risiko
7
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40
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2
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Article
48
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Article in journal
Bibliografie enthalten
Aufsatz in Zeitschrift
48
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
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English
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Author
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Wang, Yudong
Gupta, Rangan
132
Zaremba, Adam
95
Gnangnon, Sèna Kimm
87
Narayan, Paresh Kumar
68
McMillan, David G.
67
Nunnenkamp, Peter
65
Wohar, Mark E.
63
Bouri, Elie
47
Faff, Robert W.
47
Ma, Feng
46
Hammoudeh, Shawkat
45
Tiwari, Aviral Kumar
44
Cakici, Nusret
41
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Demirer, Rıza
38
Brooks, Robert
37
Bird, Graham R.
36
Fletcher, Jonathan
36
Lee, Chien-chiang
36
Pierdzioch, Christian
35
Chiang, Thomas C.
33
Sehgal, Sanjay
33
Xuan Vinh Vo
33
Zhang, Wei
33
Caporale, Guglielmo Maria
32
Hassan, M. Kabir
32
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Zhang, Yaojie
32
Apergēs, Nikolaos
31
Balcilar, Mehmet
31
Gil-Alaña, Luis A.
30
Kutan, Ali Mustafa
30
Montiel, Peter
30
Yin, Libo
30
Zhou, Guofu
30
Agénor, Pierre-Richard
29
Shahzad, Syed Jawad Hussain
29
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Energy economics
11
Economic modelling
6
Journal of empirical finance
5
International journal of forecasting
4
Journal of forecasting
4
International review of economics & finance : IREF
3
Finance research letters
2
Journal of banking & finance
2
Computational economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of financial markets
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of futures markets
1
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ECONIS (ZBW)
48
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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
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
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:
4
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
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 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:
7
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
8
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:
9
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:
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
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