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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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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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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
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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
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Modeling the co-movements between crude oil and refined petroleum markets
Tong, Bin; Wu, Chongfeng; Zhou, Chunyang - In: Energy economics 40 (2013), pp. 882-898
Persistent link: https://www.econbiz.de/10010356014
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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
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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
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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
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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
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The relationships between petroleum and stock returns : an asymmetric dynamic equi-correlation approach
Pan, Zhiyuan; Wang, Yudong; Liu, Li - In: Energy economics 56 (2016), pp. 453-463
Persistent link: https://www.econbiz.de/10011664485