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~language:"eng"
~person:"Zhang, Yaojie"
~subject:"Volatilität"
~subject:"Ölmarkt"
~type_genre:"Article in journal"
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Volatilität
Ölmarkt
Forecasting model
62
Prognoseverfahren
62
Volatility
44
ARCH model
33
ARCH-Modell
33
Capital income
30
Kapitaleinkommen
30
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26
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26
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26
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26
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25
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24
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20
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volatility forecasting
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Article
46
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Article in journal
Aufsatz in Zeitschrift
46
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English
Author
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Zhang, Yaojie
Gupta, Rangan
166
Bouri, Elie
96
Ma, Feng
93
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
71
Tiwari, Aviral Kumar
66
Kang, Sang Hoon
55
Mensi, Walid
53
Wang, Yudong
52
Bollerslev, Tim
51
McMillan, David G.
50
Wohar, Mark E.
49
Xuan Vinh Vo
47
Pierdzioch, Christian
45
Kumar, Dilip
44
Corbet, Shaen
43
Ji, Qiang
43
Caporale, Guglielmo Maria
42
Lucey, Brian M.
42
Salisu, Afees A.
42
Wei, Yu
41
Demirer, Rıza
40
Andersen, Torben
39
Liang, Chao
37
Yoon, Seong-min
37
Chevallier, Julien
36
Balcilar, Mehmet
35
Hegerty, Scott W.
35
Todorov, Viktor
35
Roubaud, David
34
Serletis, Apostolos
33
Yin, Libo
33
Apergēs, Nikolaos
32
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Gil-Alaña, Luis A.
31
Guesmi, Khaled
31
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Energy economics
7
Applied economics
6
Economic modelling
4
International journal of forecasting
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Bulletin of economic research
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of management science and engineering
1
The European journal of finance
1
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
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
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
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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