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~language:"eng"
~person:"Wang, Yudong"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
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Volatility
World
Forecasting model
58
Prognoseverfahren
58
Volatilität
44
Oil price
41
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41
Capital income
35
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35
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30
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52
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Wang, Yudong
Gupta, Rangan
188
Bouri, Elie
114
Bahmani-Oskooee, Mohsen
102
Hammoudeh, Shawkat
101
Eichengreen, Barry
100
Ma, Feng
92
McAleer, Michael
89
Tiwari, Aviral Kumar
87
Apergēs, Nikolaos
86
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84
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77
Xuan Vinh Vo
71
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68
Kang, Sang Hoon
66
Demirgüç-Kunt, Asli
65
Dreher, Axel
64
Mensi, Walid
63
Ji, Qiang
60
Hassan, M. Kabir
59
McMillan, David G.
59
Anderson, Kym
58
Hoekman, Bernard M.
57
Rose, Andrew
57
Bollerslev, Tim
56
Goel, Rajeev K.
56
Haan, Jakob de
55
Moshirian, Fariborz
54
Demirer, Rıza
53
Salisu, Afees A.
53
Caporale, Guglielmo Maria
52
Corbet, Shaen
52
Zaremba, Adam
52
Egger, Peter
51
Shahbaz, Muhammad
50
Gozgor, Giray
49
Roubaud, David
49
Pierdzioch, Christian
48
Shahzad, Syed Jawad Hussain
48
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Energy economics
18
Journal of forecasting
5
International journal of forecasting
4
Economic modelling
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Applied economics
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
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Pacific-Basin finance journal
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ECONIS (ZBW)
52
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
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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