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subject:"Erdöl"
~accessRights:"restricted"
~person:"Zhang, Yaojie"
~subject:"Commodity price"
~subject:"Volatility"
~subject:"Ölpreis"
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Search: subject_exact:"Commodity derivative"
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Erdöl
Commodity price
Volatility
Ölpreis
Commodity derivative
12
Rohstoffderivat
12
Forecasting model
11
Prognoseverfahren
11
Oil price
10
Volatilität
10
ARCH model
9
ARCH-Modell
9
Volatility forecasting
6
Estimation
5
Petroleum
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Schätzung
5
Welt
4
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Capital income
3
Capital market returns
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Forecast
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Kapitaleinkommen
3
Kapitalmarktrendite
3
Oil market
3
Prognose
3
Return predictability
3
Ölmarkt
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Crude oil market
2
Forecast combination
2
Jump intensity
2
volatility forecasting
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Asset allocation
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Börsenkurs
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China
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Chinese crude oil futures market
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12
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Zhang, Yaojie
Ma, Feng
29
Wei, Yu
14
Bouri, Elie
12
Ji, Qiang
12
Kang, Sang Hoon
11
Wang, Yudong
10
Luo, Jiawen
9
Gong, Xu
8
Liang, Chao
8
Lu, Xinjie
7
Tiwari, Aviral Kumar
7
Zhang, Dayong
7
Zhang, Yue-jun
7
Chevallier, Julien
6
Gupta, Rangan
6
Huang, Dengshi
6
Liu, Jing
6
Prokopczuk, Marcel
6
Todorova, Neda
6
Xu, Yahua
6
Zaremba, Adam
6
Cortazar, Gonzalo
5
Fernandez-Perez, Adrian
5
Goodell, John W.
5
Liu, Zhenya
5
Mikutowski, Mateusz
5
Uddin, Mohammed Gazi Salah
5
Wang, Lu
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
Ewald, Christian
4
Filis, George
4
Han, Liyan
4
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Energy economics
3
International journal of forecasting
3
Economic modelling
2
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of empirical finance
1
The journal of futures markets
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ECONIS (ZBW)
12
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1
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
2
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
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
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
10
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
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