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ECONIS (ZBW)
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Other ZBW resources
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1
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
2
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
3
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
4
Hedging with futures : does anything beat the naïve hedging strategy?
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 2870-2889
Persistent link: https://www.econbiz.de/10011413497
Saved in:
5
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
Energy economics
66
(
2017
),
pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Saved in:
6
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
7
Disentangling the determinants of real oil prices
Liu, Li
;
Wang, Yudong
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Energy economics
56
(
2016
),
pp. 363-373
Persistent link: https://www.econbiz.de/10011664264
Saved in:
8
A nonparametric approach to test for predictability
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Economics letters
148
(
2016
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011619752
Saved in:
9
Forecasting the real prices of crude oil under economic and statistical constraints
Wang, Yudong
;
Liu, Li
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Energy economics
51
(
2015
),
pp. 599-608
Persistent link: https://www.econbiz.de/10011565055
Saved in:
10
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
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