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ECONIS (ZBW)
14
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1
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
Saved in:
2
Oil information uncertainty and aggregate market returns : a natural experiment based on satellite data
Hao, Xianfeng
;
Wang, Yudong
;
Wu, Chongfeng
;
Wu, Liangyu
- In:
Journal of financial markets
70
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015084444
Saved in:
3
Risk concentration of aggregated dependent risks : the second-order properties
Tong, Bin
;
Wu, Chongfeng
;
Xu, Weidong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10009501691
Saved in:
4
Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1449-1452
Persistent link: https://www.econbiz.de/10010212382
Saved in:
5
Optimal insurance under the insurer's VaR constraint
Zhou, Chunyang
;
Wu, Chongfeng
- In:
The Geneva risk and insurance review
34
(
2009
)
2
,
pp. 140-154
Persistent link: https://www.econbiz.de/10003943465
Saved in:
6
Operational risk quantified with spectral risk measures : a refined closed-form approximation
Tong, Bin
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1221-1242
Persistent link: https://www.econbiz.de/10012194759
Saved in:
7
Cash holdings and oil price uncertainty exposures
Wu, Xi
;
Wang, Yudong
;
Tong, Xinle
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012888459
Saved in:
8
Investor attention and oil market volatility : does economic policy uncertainty matter?
Xiao, Jihong
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820025
Saved in:
9
Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan
;
Wang, Yudong
;
Liu, Li
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
Saved in:
10
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
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