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Hedging with Futures : Does An...
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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
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:
3
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:
4
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:
5
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
6
Forecasting commodity prices out-of-sample : can technical indicators help?
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 666-683
Persistent link: https://www.econbiz.de/10012415323
Saved in:
7
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
8
Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Pan, Zhiyuan
;
Wang, Qing
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
72
(
2018
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011972301
Saved in:
9
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:
10
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
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