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~accessRights:"restricted"
~language:"eng"
~person:"Huang, Ho-chuan"
~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:"Panel study"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH model
Backtesting
Climate change
Economic growth
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Panel study
Schätzung
Forecasting model
58
Prognoseverfahren
58
Estimation
48
Oil price
43
Ölpreis
43
Volatility
42
Volatilität
42
China
39
Welt
39
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39
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36
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36
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Huang, Ho-chuan
Paradiso, Antonio
Smyth, Russell
Wang, Yudong
Zhang, Xibin
Gupta, Rangan
193
Ma, Feng
76
Bahmani-Oskooee, Mohsen
73
Tiwari, Aviral Kumar
73
Shahbaz, Muhammad
72
Lee, Chien-chiang
66
Gil-Alaña, Luis A.
65
Zaremba, Adam
59
Apergēs, Nikolaos
58
Wohar, Mark E.
54
Balcilar, Mehmet
53
Bouri, Elie
51
Hammoudeh, Shawkat
51
Xuan Vinh Vo
51
Jalles, João Tovar
45
Salisu, Afees A.
45
Zhang, Yaojie
44
Gozgor, Giray
42
Ji, Qiang
40
Narayan, Paresh Kumar
39
Shahzad, Syed Jawad Hussain
39
Serletis, Apostolos
38
Chang, Tsangyao
37
Demirer, Rıza
37
Kang, Sang Hoon
37
Jawadi, Fredj
35
Pradhan, Rudra Prakash
35
Afonso, Oscar
34
Caporale, Guglielmo Maria
33
Mensi, Walid
33
Odhiambo, Nicholas M.
33
Kumbhakar, Subal
31
Westerlund, Joakim
31
Lau, Chi Keung
30
Yin, Libo
30
Afonso, António
29
Su, Chi-Wei
29
Liang, Chao
28
Pierdzioch, Christian
28
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Energy economics
31
Economic modelling
9
Journal of empirical finance
5
Journal of forecasting
5
Applied economics
4
International journal of forecasting
4
Applied economics letters
3
International review of economics & finance : IREF
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Finance research letters
2
International review of financial analysis
2
Journal of Asian economics
2
Journal of banking & finance
2
China economic review : an international journal
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of international money and finance
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
1
Regional studies
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Structural change and economic dynamics : SC+ED
1
The journal of development studies
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The journal of futures markets
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ECONIS (ZBW)
89
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1
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:
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
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:
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
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:
6
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
Saved in:
7
Extreme temperatures and out-of-pocket medical expenditure : evidence from China
Li, Xue
;
Smyth, Russell
;
Yao, Yao
- In:
China economic review : an international journal
77
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014233718
Saved in:
8
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:
9
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
10
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
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