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Hedging with Futures : Does An...
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Volatility
China
461
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295
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295
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116
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116
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105
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105
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102
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Wang, Yudong
48
Wu, Chongfeng
21
Zhang, Yaojie
16
Li, Yang
14
Wang, Yizhi
11
Wei, Yu
10
He, Mengxi
8
Liu, Li
8
Pan, Zhiyuan
7
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6
Yang, Li
6
Vigne, Samuel A.
5
Wang, Yongxiang
5
Lien, Da-hsiang Donald
4
Wang, Yajun
4
Yin, Libo
4
Zhang, Zhikai
4
Diao, Xundi
3
Kinnan, Cynthia
3
Liu, Xiaomeng
3
Ma, Feng
3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
Li, Yangyang
2
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2
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2
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2
Liu, Zhuqing
2
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2
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Energy economics
19
Journal of forecasting
6
Finance research letters
5
International journal of forecasting
5
International review of financial analysis
4
Journal of empirical finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Economic modelling
2
International Journal of Managerial Finance
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
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2
Applied economics letters
1
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1
China agricultural economic review : publ. in association with the China Agricultural University
1
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1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Economics
1
Energy reports
1
European financial management : the journal of the European Financial Management Association
1
Financial hedging
1
Financial innovation : FIN
1
IED working papers
1
International journal of finance & economics : IJFE
1
International journal of managerial finance : IJMF
1
International journal of strategic property management
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
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1
Journal of commodity markets
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of management science and engineering
1
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1
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ECONIS (ZBW)
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RePEc
2
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1
Oil price shocks and stock market activities : evidence from oil-importing and oil-exporting countries
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Journal of comparative economics : the journal of the …
41
(
2013
)
4
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10010227914
Saved in:
2
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
3
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:
4
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
Saved in:
5
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:
6
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:
7
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
8
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
9
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
10
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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