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~accessRights:"restricted"
~language:"eng"
~person:"Huang, Ho-chuan"
~person:"Jalles, João Tovar"
~person:"Paradiso, Antonio"
~person:"Smyth, Russell"
~person:"Wang, Yudong"
~person:"Zhang, Xibin"
~subject:"ARCH model"
~subject:"Backtesting"
~subject:"Climate change"
~subject:"Economic growth"
~subject:"Kapitalmarktrendite"
~subject:"Oil price"
~subject:"Panel study"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH model
Backtesting
Climate change
Economic growth
Kapitalmarktrendite
Oil price
Panel study
Schätzung
Estimation
79
Forecasting model
68
Prognoseverfahren
68
Welt
57
World
57
Volatility
47
Volatilität
47
Theorie
46
Theory
46
Ölpreis
44
China
43
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37
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37
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27
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Public debt
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16
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Huang, Ho-chuan
Jalles, João Tovar
Paradiso, Antonio
Smyth, Russell
Wang, Yudong
Zhang, Xibin
Gupta, Rangan
228
Tiwari, Aviral Kumar
97
Ma, Feng
87
Shahbaz, Muhammad
86
Lee, Chien-chiang
75
Hammoudeh, Shawkat
74
Bahmani-Oskooee, Mohsen
73
Gil-Alaña, Luis A.
68
Wohar, Mark E.
63
Zaremba, Adam
63
Bouri, Elie
62
Xuan Vinh Vo
62
Apergēs, Nikolaos
61
Balcilar, Mehmet
57
Ji, Qiang
56
Zhang, Yaojie
56
Mensi, Walid
54
Salisu, Afees A.
52
Shahzad, Syed Jawad Hussain
52
Kang, Sang Hoon
50
Demirer, Rıza
45
Narayan, Paresh Kumar
45
Gozgor, Giray
43
Serletis, Apostolos
42
Chang, Tsangyao
40
Jawadi, Fredj
39
Pradhan, Rudra Prakash
38
Lucey, Brian M.
37
Lau, Chi Keung
36
Yoon, Seong-min
36
Caporale, Guglielmo Maria
35
Afonso, Oscar
34
Pierdzioch, Christian
34
Su, Chi-Wei
34
Wang, Shouyang
34
Yin, Libo
34
Liang, Chao
33
Odhiambo, Nicholas M.
33
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Energy economics
44
Economic modelling
13
International journal of forecasting
6
Journal of empirical finance
6
Applied economics letters
5
International review of economics & finance : IREF
5
Journal of forecasting
5
Open economies review
5
Applied economics
4
International review of financial analysis
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Economic systems
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
Journal of Asian economics
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Oxford economic papers
2
The journal of futures markets
2
Annals of finance
1
Applied economics quarterly
1
CESifo economic studies : a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
China economic review : an international journal
1
Comparative economic studies
1
Econometric reviews
1
Economics letters
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy policy
1
FinanzArchiv : European journal of public finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International journal of social economics
1
International review of law and economics
1
Journal of macroeconomics
1
Journal of the Asia Pacific economy
1
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ECONIS (ZBW)
150
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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
Financial market integration : a complex and controversial journey
Donadelli, Michael
;
Gufler, I.
;
Paradiso, Antonio
- In:
International review of financial analysis
92
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014492428
Saved in:
3
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:
4
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:
5
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
6
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:
7
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:
8
Solving the forecast combination puzzle using double shrinkages
Liu, Li
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014543511
Saved in:
9
Total factor productivity and structural reforms : evidence from advanced economies sector-level data
Jalles, João Tovar
- In:
The Manchester School
92
(
2024
)
2
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014468715
Saved in:
10
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
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