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ECONIS (ZBW)
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1
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
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
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
Saved in:
4
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:
5
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:
6
Can GARCH-class models capture long memory in WTI crude oil markets?
Wang, Yudong
;
Wu, Chongfeng
;
Wei, Yu
- In:
Economic modelling
28
(
2011
)
3
,
pp. 921-927
Persistent link: https://www.econbiz.de/10009271384
Saved in:
7
Hedging with futures : does anything beat the naïve hedging strategy?
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 2870-2889
Persistent link: https://www.econbiz.de/10011413497
Saved in:
8
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:
9
Oil price shocks and agricultural commodity prices
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Energy economics
44
(
2014
),
pp. 22-35
Persistent link: https://www.econbiz.de/10010457248
Saved in:
10
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
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