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~accessRights:"restricted"
~language:"eng"
~language:"fra"
~language:"hye"
~language:"ita"
~language:"kat"
~language:"kir"
~language:"nor"
~language:"und"
~person:"Zhang, Yaojie"
~subject:"Auslandsinvestition"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Experiment"
~subject:"Supply chain"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Fallstudie"
~type_genre:"Handbuch"
~type_genre:"Statistik"
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Auslandsinvestition
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Forecasting model
59
Prognoseverfahren
59
Volatilität
42
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32
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32
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27
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27
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26
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26
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25
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24
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Zhang, Yaojie
Gupta, Rangan
187
Ma, Feng
92
Bouri, Elie
90
Choi, Tsan-Ming
86
Tiwari, Aviral Kumar
84
RodrÃguez-Pose, Andrés
70
Shahbaz, Muhammad
69
Ivanov, Dmitry
65
Hammoudeh, Shawkat
63
Cheng, T. C. E.
61
Xuan Vinh Vo
61
Govindan, Kannan
58
List, John A.
58
Apergēs, Nikolaos
56
Gunasekaran, Angappa
56
Lee, Chien-chiang
56
Sarkis, Joseph
55
Wohar, Mark E.
55
Lucey, Brian M.
51
Dolgui, Alexandre
50
Ji, Qiang
48
Mensi, Walid
48
Balcilar, Mehmet
47
Kang, Sang Hoon
46
Chen, Jing
45
Corbet, Shaen
45
Roubaud, David
45
Liu, Yang
43
Sutter, Matthias
43
Pradhan, Rudra Prakash
41
Shahzad, Syed Jawad Hussain
41
Liang, Chao
40
Salisu, Afees A.
40
Wang, Yudong
40
Eichengreen, Barry
39
Bahmani-Oskooee, Mohsen
38
Charness, Gary
38
Uddin, Mohammed Gazi Salah
38
Demirer, Rıza
37
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Applied economics
6
Energy economics
6
Economic modelling
4
International journal of forecasting
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Bulletin of economic research
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of empirical finance
1
The European journal of finance
1
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ECONIS (ZBW)
42
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42
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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
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
3
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
4
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
6
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:
7
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
8
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
9
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
10
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
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