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subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Research in international business and finance"
~person:"Aboura, Sofiane"
~person:"Wang, Xunxiao"
~person:"Wang, Yudong"
~subject:"Oil price"
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Kapitaleinkommen
Oil price
Estimation
19
Schätzung
19
Ölpreis
13
Volatility
10
Volatilität
10
Welt
9
World
9
Capital income
8
Forecasting model
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Commodity derivative
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Oil market
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Rohstoffderivat
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Ölmarkt
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ARCH model
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ARCH-Modell
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Erdöl
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Petroleum
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Time series analysis
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Zeitreihenanalyse
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Asymmetry
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Börsenkurs
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Forecast
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Prognose
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Share price
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VAR model
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VAR-Modell
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Aktienmarkt
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Capital market returns
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Crude oil
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Crude oil market
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Investor attention
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Kapitalmarktrendite
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Mixed-frequency data sampling
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Aboura, Sofiane
Wang, Xunxiao
Wang, Yudong
Gupta, Rangan
11
Ma, Feng
9
Tiwari, Aviral Kumar
6
Bouri, Elie
5
Ji, Qiang
5
Lee, Chien-chiang
5
Chevallier, Julien
4
Gil-Alaña, Luis A.
4
Liu, Li
4
Narayan, Paresh Kumar
4
Sheng, Xin
4
Wang, Shouyang
4
Yin, Libo
4
Yoon, Seong-min
4
Afonso, António
3
Balcilar, Mehmet
3
Dutta, Anupam
3
Grobys, Klaus
3
Lu, Xinjie
3
McMillan, David G.
3
Mitra, Subrata Kumar
3
Nonejad, Nima
3
Pan, Zhiyuan
3
Park, Sung Y.
3
Pierdzioch, Christian
3
Shahzad, Syed Jawad Hussain
3
Smyth, Russell
3
Sun, Yuying
3
Thai-Ha Le
3
Uddin, Mohammed Gazi Salah
3
Wei, Yu
3
Worthington, Andrew Charles
3
Wu, Chongfeng
3
Xiao, Jihong
3
Xu, Yahua
3
Yang, Liyan
3
Zaremba, Adam
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Applied economics letters
Energy economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Research in international business and finance
Economic modelling
4
International review of economics & finance : IREF
3
Journal of empirical finance
3
Applied economics
1
Computational economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Financial innovation : FIN
1
International journal of forecasting
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of financial markets
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Journal of forecasting
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Pacific-Basin finance journal
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The journal of futures markets
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ECONIS (ZBW)
19
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1
Forecasting oil futures returns with news
Pan, Zhiyuan
;
Zhong, Hao
;
Wang, Yudong
;
Huang, Juan
- In:
Energy economics
134
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015047137
Saved in:
2
Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
;
Wang, Qunwei
- In:
Energy economics
133
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015049680
Saved in:
3
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
4
Investor attention and oil market volatility : does economic policy uncertainty matter?
Xiao, Jihong
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820025
Saved in:
5
How does corporate investment react to oil prices changes? : evidence from China
Wu, Xi
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820829
Saved in:
6
Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate
Wang, Xunxiao
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518567
Saved in:
7
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
8
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
Saved in:
9
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
10
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
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