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Hedging with Futures : Does An...
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Oil price shocks and stock market activities : evidence from oil-importing and oil-exporting countries
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Journal of comparative economics : the journal of the …
41
(
2013
)
4
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10010227914
Saved in:
2
Oil price shocks and agricultural commodity prices
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Energy economics
44
(
2014
),
pp. 22-35
Persistent link: https://www.econbiz.de/10010457248
Saved in:
3
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
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4
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
Saved in:
5
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
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6
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
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7
Energy prices and exchange rates of the US dollar : further evidence from linear and nonlinear causality analysis
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2289-2297
Persistent link: https://www.econbiz.de/10009673754
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8
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
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9
What can we learn from the history of gasoline crack spreads? : long memory, structural breaks and modeling implications
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
29
(
2012
)
2
,
pp. 349-360
Persistent link: https://www.econbiz.de/10009536826
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10
Can GARCH-class models capture long memory in WTI crude oil markets?
Wang, Yudong
;
Wu, Chongfeng
;
Wei, Yu
- In:
Economic modelling
28
(
2011
)
3
,
pp. 921-927
Persistent link: https://www.econbiz.de/10009271384
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