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~language:"eng"
~person:"Narayan, Paresh Kumar"
~person:"Wang, Yudong"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
Estimation
107
Schätzung
107
Forecasting model
100
Capital income
97
Kapitaleinkommen
97
Börsenkurs
93
Share price
93
Volatility
71
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71
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63
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63
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55
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50
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25
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25
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Narayan, Paresh Kumar
Wang, Yudong
Gupta, Rangan
194
Ma, Feng
98
Pierdzioch, Christian
87
Clements, Michael P.
71
Franses, Philip Hans
64
Zhang, Yaojie
62
Baghestani, Hamid
58
Fildes, Robert
57
Timmermann, Allan
55
McMillan, David G.
52
Marcellino, Massimiliano
51
Stekler, Herman O.
46
Wohar, Mark E.
44
Petropoulos, Fotios
43
Nikolopoulos, Konstantinos
41
Wang, Shouyang
41
Goodwin, Paul
40
Liang, Chao
40
Zaremba, Adam
40
Salisu, Afees A.
39
Song, Haiyan
39
Hyndman, Rob J.
38
Ruelke, Jan-Christoph
38
Hendry, David F.
37
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Bratu, Mihaela
34
Kourentzes, Nikolaos
33
Bouri, Elie
31
Kapetanios, George
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
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Energy economics
20
Journal of international financial markets, institutions & money
8
Emerging markets review
7
International journal of forecasting
7
Journal of empirical finance
7
Journal of forecasting
7
Pacific-Basin finance journal
7
Economic modelling
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of banking & finance
4
Applied economics
2
Economics letters
2
Finance research letters
2
Financial innovation : FIN
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The journal of futures markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of financial markets
1
Journal of management science and engineering
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Oxford bulletin of economics and statistics
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Quantitative finance
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Research in international business and finance
1
The European journal of finance
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ECONIS (ZBW)
100
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1
Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
;
Wang, Qunwei
- In:
Energy economics
133
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015049680
Saved in:
2
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
3
Forecasting oil futures returns with news
Pan, Zhiyuan
;
Zhong, Hao
;
Wang, Yudong
;
Huang, Juan
- In:
Energy economics
134
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015047137
Saved in:
4
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:
5
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
6
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
7
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
8
Solving the forecast combination puzzle using double shrinkages
Liu, Li
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014543511
Saved in:
9
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:
10
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
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