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A model-free test for contagion between crude oil and stock markets

Pan, Zhiyuan; Zheng, Xu; Gong, Yuting - In: Economics letters 130 (2015), pp. 1-4

Persistent link: https://www.econbiz.de/10011422065

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

Oil price increases and the predictability of equity premium

Wang, Yudong; Pan, Zhiyuan; Liu, Li; Wu, Chongfeng - In: Journal of banking & finance 102 (2019), pp. 43-58

Persistent link: https://www.econbiz.de/10012162773

Structural breaks, macroeconomic fundamentals and cross hedge ratio

Pan, Zhiyuan; Xiao, Dongli; Dong, Qingma; Liu, Li - In: Finance research letters 47 (2022) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10013459139

Geopolitical uncertainty and crude oil volatility : evidence from oil-importing and oil-exporting countries

Pan, Zhiyuan; Huang, Xiao; Liu, Li; Huang, Juan - In: Finance research letters 52 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472150

How much should we trust R2 and adjusted R2 : evidence from regressions in top economics journals and Monte Carlo simulations

Chen, Qiang; Qi, Ji - 2023

R2 and adjusted R2 may exaggerate a model's true ability to predict the dependent variable in the presence of overfitting, whereas leave-one-out R2 (LOOR2) is robust to overfitting. We demonstrate this by replicating 279 regressions from 100 papers in top economics journals, where the median...

Persistent link: https://www.econbiz.de/10014516080