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subject:"Rohstoffderivat"
~isPartOf:"Economic modelling"
~language:"eng"
~person:"Wang, Yudong"
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Rohstoffderivat
Commodity derivative
3
Erdöl
3
Estimation
3
Petroleum
3
Schätzung
3
Capital income
2
Capital market returns
2
Derivat
2
Derivative
2
Forecasting model
2
Kapitaleinkommen
2
Kapitalmarktrendite
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Oil price
2
Prognoseverfahren
2
Return predictability
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
China
1
Chinese crude oil futures market
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Cointegration
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Commodity exchange
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Crude oil price
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Economic gains
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Forecast
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Futures
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Hedging
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Hedging pressure momentum
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Intraday momentum and reversal
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Kointegration
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Multi-frequency analysis
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Oil futures
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Oil market
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Prognose
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Scaled principal component analysis
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Spotmarkt
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Wang, Yudong
Park, Sung Y.
2
Zhang, Yaojie
2
Chen, Ching-cheng
1
Chen, Chuang
1
Ding, Haoyuan
1
Haugom, Erik
1
Kim, Hyung-Gun
1
Kim, Hyung-gun
1
Li, Haiqi
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Li, Meng
1
Lien, Gudbrand
1
Liu, Li
1
Mitra, Subrata Kumar
1
Pal, Debdatta
1
Tsuji, Chikashi
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Veka, Steinar
1
Wan, Jieqiu
1
Wen, Danyan
1
Westgaard, Sjur
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Wu, Chongfeng
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Yang, Liang
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Economic modelling
Energy economics
4
International journal of forecasting
2
Computational economics
1
International review of financial analysis
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ECONIS (ZBW)
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1
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:
2
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:
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
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