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~language:"eng"
~person:"Wang, Yudong"
~subject:"Capital income"
~subject:"Forecast"
~type_genre:"Article in journal"
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Capital income
Forecast
Forecasting model
62
Prognoseverfahren
62
Volatility
46
Volatilität
46
Oil price
43
Ölpreis
43
Kapitaleinkommen
38
Estimation
33
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33
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28
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28
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26
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Wang, Yudong
Gupta, Rangan
150
Zaremba, Adam
100
McMillan, David G.
69
Pierdzioch, Christian
67
Narayan, Paresh Kumar
60
Wohar, Mark E.
60
Ma, Feng
55
Bouri, Elie
53
Faff, Robert W.
48
Bali, Turan G.
43
Cakici, Nusret
42
Tiwari, Aviral Kumar
40
Demirer, Rıza
37
Fletcher, Jonathan
37
Timmermann, Allan
37
Zhang, Wei
36
Zhang, Yaojie
36
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Titman, Sheridan
34
Nguyen, Duc Khuong
33
Caporale, Guglielmo Maria
32
Gil-Alaña, Luis A.
32
Salisu, Afees A.
32
Zhou, Guofu
31
Liang, Chao
30
Ryu, Doojin
30
Apergēs, Nikolaos
29
Xuan Vinh Vo
29
Guidolin, Massimo
28
Harvey, Campbell R.
28
Lee, Bong-soo
28
Shahzad, Syed Jawad Hussain
28
Wei, K. C. John
28
Bollerslev, Tim
27
Fabozzi, Frank J.
27
Hammoudeh, Shawkat
27
Shen, Dehua
27
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Energy economics
16
Journal of empirical finance
5
Economic modelling
4
Journal of forecasting
4
International review of economics & finance : IREF
3
Finance research letters
2
International journal of forecasting
2
Journal of banking & finance
2
The journal of futures markets
2
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of financial markets
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
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The European journal of finance
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ECONIS (ZBW)
50
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
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:
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
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:
6
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:
7
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:
8
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:
9
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:
10
Forecasting the real prices of crude oil : what is the role of parameter instability?
Wang, Yudong
;
Hao, Xianfeng
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014436646
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