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~accessRights:"restricted"
~language:"eng"
~language:"fra"
~language:"ind"
~person:"Kang, Sang Hoon"
~person:"Wang, Yudong"
~subject:"Developing countries"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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Developing countries
Portfolio-Management
Risk
Schätzung
Theory
Volatility
75
Volatilität
75
Forecasting model
60
Prognoseverfahren
60
Spillover effect
59
Spillover-Effekt
59
Estimation
57
Welt
54
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54
Oil price
53
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52
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48
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48
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43
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43
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106
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English
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Kang, Sang Hoon
Wang, Yudong
Gupta, Rangan
228
Tiwari, Aviral Kumar
91
Lee, Chien-chiang
86
Bahmani-Oskooee, Mohsen
82
Tsionas, Efthymios G.
80
Gil-Alaña, Luis A.
78
Wohar, Mark E.
71
Zaremba, Adam
69
Bouri, Elie
68
Hammoudeh, Shawkat
67
Gnangnon, Sèna Kimm
65
Cheng, T. C. E.
60
Xuan Vinh Vo
60
Balcilar, Mehmet
59
Apergēs, Nikolaos
57
Fabozzi, Frank J.
53
Wang, Leonard F. S.
53
Ma, Feng
51
Mensi, Walid
51
Shahbaz, Muhammad
50
Dolgui, Alexandre
48
Shahzad, Syed Jawad Hussain
48
Zhang, Wei
48
Gozgor, Giray
47
Kumbhakar, Subal
47
Laporte, Gilbert
44
Demirer, Rıza
43
Serletis, Apostolos
43
Gendreau, Michel
42
Salisu, Afees A.
42
Yang, Jinqiang
42
Ji, Qiang
41
Pierdzioch, Christian
41
Uddin, Mohammed Gazi Salah
41
Yoon, Seong-min
41
Hassan, M. Kabir
39
Narayan, Paresh Kumar
39
Desaulniers, Guy
38
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Energy economics
24
The North American journal of economics and finance : a journal of financial economics studies
12
Economic modelling
6
International review of economics & finance : IREF
6
Pacific-Basin finance journal
6
International journal of forecasting
4
Journal of empirical finance
4
Journal of forecasting
4
Applied economics
3
International review of financial analysis
3
The quarterly review of economics and finance
3
Computational economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
Quantitative finance
2
Research in international business and finance
2
Applied economics letters
1
Asia Pacific financial markets
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of emerging markets
1
Journal of banking & finance
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
Review of international economics
1
Risk management : an international journal
1
Studies in economics and finance
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
106
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106
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression
Ziadat, Salem Adel
;
Mensi, Walid
;
Al Kharusi, Sami
; …
- In:
Energy economics
136
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015046934
Saved in:
3
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
6
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
7
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:
8
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:
9
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:
10
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
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