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subject:"Erdöl"
~accessRights:"restricted"
~person:"Zhang, Dayong"
~person:"Zhang, Yaojie"
~subject:"Capital income"
~subject:"Commodity price"
~subject:"Oil futures market"
~subject:"Volatility"
~subject:"Ölpreis"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Capital income
Commodity price
Oil futures market
Volatility
Ölpreis
Commodity derivative
16
Rohstoffderivat
16
Oil price
14
Forecasting model
11
Prognoseverfahren
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Petroleum
9
Estimation
7
Schätzung
7
Welt
7
World
7
Volatility forecasting
5
China
4
Capital market returns
3
Forecast
3
Kapitaleinkommen
3
Kapitalmarktrendite
3
Prognose
3
Return predictability
3
Time series analysis
3
Zeitreihenanalyse
3
Commodity exchange
2
Crude oil
2
Forecast combination
2
Jump intensity
2
Oil market
2
Realized volatility
2
Warenbörse
2
Ölmarkt
2
Asset allocation
1
Autocorrelation
1
Autokorrelation
1
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1
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1
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15
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1
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1
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English
16
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Zhang, Dayong
Zhang, Yaojie
Ma, Feng
27
Wei, Yu
12
Ji, Qiang
11
Bouri, Elie
10
Kang, Sang Hoon
10
Luo, Jiawen
8
Prokopczuk, Marcel
8
Uddin, Mohammed Gazi Salah
8
Gong, Xu
7
Liang, Chao
7
Lu, Xinjie
7
Wang, Yudong
7
Zaremba, Adam
7
Chevallier, Julien
6
Gupta, Rangan
6
Liu, Jing
6
Mikutowski, Mateusz
6
Tiwari, Aviral Kumar
6
Todorova, Neda
6
Xu, Yahua
6
Zhang, Yue-jun
6
Cortazar, Gonzalo
5
Fan, John Hua
5
Fernandez-Perez, Adrian
5
Huang, Dengshi
5
Narayan, Paresh Kumar
5
Wang, Lu
5
Wese Simen, Chardin
5
Benth, Fred Espen
4
Bohl, Martin T.
4
Chen, Langnan
4
Chen, Wang
4
Chen, Yu-Lun
4
Corbet, Shaen
4
Das, Debojyoti
4
Degiannakis, Stavros
4
Filis, George
4
Han, Liyan
4
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Energy economics
4
Finance research letters
3
Economic modelling
2
International journal of forecasting
2
Financial modeling and risk management of energy and environmental instruments and derivates
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of empirical finance
1
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ECONIS (ZBW)
16
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1
Predicting natural gas futures' volatility using climate risks
Guo, Kun
;
Liu, Fengqi
;
Sun, Xiaolei
;
Zhang, Dayong
;
Ji, …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
Saved in:
2
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
Saved in:
3
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
4
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
5
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
6
Intra-day co-movements of crude oil futures : China and the international benchmarks
Ji, Qiang
;
Zhang, Dayong
;
Zhao, Yuqian
- In:
Financial modeling and risk management of energy and …
,
(pp. 77-103)
.
2022
Persistent link: https://www.econbiz.de/10013349920
Saved in:
7
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
8
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
9
Extreme risk spillover between Chinese and global crude oil futures
Yang, Yuying
;
Ma, Yan-Ran
;
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
Saved in:
10
Dependency, centrality and dynamic networks for international commodity futures prices
Wu, Fei
;
Zhao, Wan-Li
;
Ji, Qiang
;
Zhang, Dayong
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 118-132
Persistent link: https://www.econbiz.de/10012485715
Saved in:
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