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~subject:"Commodity derivative"
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Commodity derivative
Forecasting model
70
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Volatility
55
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54
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49
Kapitaleinkommen
49
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Wang, Yudong
12
Zhang, Yaojie
6
Wu, Chongfeng
3
Liu, Li
2
Ma, Feng
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Pan, Zhiyuan
2
Wei, Yu
2
Chen, Chuang
1
Huang, Juan
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Li, Yang
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Wang, Qunwei
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Wen, Danyan
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Energy economics
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International journal of forecasting
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
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
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