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~person:"Kang, Sang Hoon"
~person:"Wang, Yudong"
~subject:"Schätzung"
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Search: subject_exact:"Erdöl"
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Schätzung
Erdöl
19
Petroleum
19
Oil price
16
Ölpreis
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Commodity derivative
12
Rohstoffderivat
12
Volatility
10
Volatilität
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Welt
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Kapitaleinkommen
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ARCH model
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ARCH-Modell
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Crude oil
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Hedging
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Spillover effect
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Spillover-Effekt
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Aktienmarkt
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Commodity exchange
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Erdölindustrie
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Oil industry
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Return predictability
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Stock market
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Asymmetry
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China
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Kang, Sang Hoon
Wang, Yudong
Kilian, Lutz
9
Zhu, Huiming
7
Hamilton, James D.
5
Wu, Jing Cynthia
5
Hau, Liya
4
Ma, Feng
4
Mohaddes, Kamiar
4
Raissi, Mehdi
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Aastveit, Knut Are
3
Chevallier, Julien
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Ji, Qiang
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Nikitopoulos, Christina Sklibosios
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Park, Sung Y.
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Wang, Shouyang
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Wei, Yu
3
Yu, Dongwei
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Zhang, Yaojie
3
Bachmeier, Lance J.
2
Baruník, Jozef
2
Basu, Sankarshan
2
Beckmann, Joscha
2
Ben Salem, Leila
2
Bjørnland, Hilde Christiane
2
Bu, Hui
2
Caporin, Massimiliano
2
Chang, Charles
2
Chen, Qitong
2
Czudaj, Robert
2
Daouk, Hazem
2
Diao, Xundi
2
Ding, Haoyuan
2
Genc, Talat S.
2
Gundersen, Thomas Størdal
2
Güntner, Jochen
2
Huang, Yisu
2
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Economic modelling
3
Energy economics
2
Computational economics
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
1
The North American journal of economics and finance : a journal of financial economics studies
1
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
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:
3
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013412815
Saved in:
4
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
5
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
6
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
7
Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
46
(
2014
),
pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
Saved in:
8
Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
Saved in:
9
Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Wang, Yudong
;
Wu, Chongfeng
- In:
Computational economics
42
(
2013
)
4
,
pp. 393-414
Persistent link: https://www.econbiz.de/10010249882
Saved in:
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