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Forecasting the Real Prices of Crude Oil : A Dynamic Model Averaging Approach

Wang, Yudong - 2015

Forecasting oil prices has been of great interests for macroeconomists in the recent years. Our article contributes to this strand of the literature by using a dynamic model averaging (DMA) method to improve forecasting accuracy of real oil prices. The advantage of DMA is that the method...

Persistent link: https://www.econbiz.de/10013024889

The predictability of iron ore futures prices : a product-material lead-lag effect

He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: The journal of futures markets 43 (2023) 9, pp. 1289-1304

Persistent link: https://www.econbiz.de/10014339412

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

Forecasting the stock risk premium : a new statistical constraint

Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 42 (2023) 7, pp. 1805-1822

Persistent link: https://www.econbiz.de/10014432771

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

Forecasting the real prices of crude oil : what is the role of parameter instability?

Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014436646

Forecasting crude oil returns with oil-related industry ESG indices

Li, Kaixin; Zhang, Zhikai; Wang, Yudong; Zhang, Yaojie - In: Journal of commodity markets : JCM 36 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015162624

Forecasting crude oil prices : a scaled PCA approach

He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012820812

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

Commodity price changes and the predictability of economic policy uncertainty

Wang, Yudong; Zhang, Bing; Diao, Xundi; Wu, Chongfeng - In: Economics letters 127 (2015), pp. 39-42

Persistent link: https://www.econbiz.de/10011382844