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~language:"eng"
~person:"Wang, Yudong"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Forecasting model
62
Prognoseverfahren
62
Volatility
46
Oil price
43
Ölpreis
43
Capital income
38
Kapitaleinkommen
38
Estimation
33
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33
Welt
28
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Article
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Article in journal
Aufsatz in Zeitschrift
46
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English
Author
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Wang, Yudong
Gupta, Rangan
159
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
65
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
McMillan, David G.
50
Wohar, Mark E.
49
Xuan Vinh Vo
46
Kumar, Dilip
44
Pierdzioch, Christian
44
Zhang, Yaojie
44
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Lucey, Brian M.
40
Andersen, Torben
39
Demirer, Rıza
39
Wei, Yu
39
Salisu, Afees A.
38
Liang, Chao
37
Ji, Qiang
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Todorov, Viktor
35
Roubaud, David
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Ryu, Doojin
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
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Energy economics
13
Journal of forecasting
5
International journal of forecasting
4
Journal of empirical finance
3
Applied economics
2
Economic modelling
2
International review of economics & finance : IREF
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The European journal of finance
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The journal of futures markets
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ECONIS (ZBW)
46
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46
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1
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:
2
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:
3
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:
4
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:
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
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
Saved in:
7
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:
8
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
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
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:
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