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~accessRights:"restricted"
~person:"Zhang, Yaojie"
~subject:"Welt"
~subject:"Ölpreis"
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Search: ("Fußballsport" OR "Preis" OR "Sportpolitik") AND NOT isPartOf:Wirtschaftsdienst
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Welt
Ölpreis
Oil price
21
Forecasting model
19
Prognoseverfahren
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Volatility
13
Volatilität
13
ARCH model
11
ARCH-Modell
11
World
10
Commodity derivative
9
Rohstoffderivat
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8
Oil market
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Ölmarkt
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Estimation
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Erdöl
5
Forecast
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4
Technical indicators
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Out-of-sample forecasts
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Zhang, Yaojie
Kilian, Lutz
74
Gupta, Rangan
47
Ma, Feng
41
Hammoudeh, Shawkat
34
Wang, Yudong
34
Ji, Qiang
33
Tiwari, Aviral Kumar
29
Mensi, Walid
26
Wen, Fenghua
25
Zhou, Xiaoqing
23
Baumeister, Christiane
21
Bouri, Elie
21
Shahzad, Syed Jawad Hussain
21
Wei, Yu
20
Filis, George
19
Anderson, Kym
18
Kang, Sang Hoon
18
Yin, Libo
18
Nonejad, Nima
17
Demirer, Rıza
16
Salisu, Afees A.
16
Shahbaz, Muhammad
16
Wang, Shouyang
16
Xuan Vinh Vo
16
Narayan, Paresh Kumar
15
Ratti, Ronald A.
15
Umar, Zaghum
15
Fan, Ying
14
Perez de Gracia, Fernando
14
Serletis, Apostolos
14
Wohar, Mark E.
14
Zhu, Huiming
14
Baffes, John
13
Guesmi, Khaled
13
Kang, Wensheng
13
Lin, Boqiang
13
Liu, Li
13
Zhang, Dayong
13
Zhang, Yue-jun
13
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Energy economics
7
Economic modelling
3
International journal of forecasting
3
Journal of empirical finance
2
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of forecasting
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Quantitative finance
1
Research in international business and finance
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ECONIS (ZBW)
21
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1
Forecasting crude oil prices : a reduced-rank approach
Song, Yixuan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 698-711
Persistent link: https://www.econbiz.de/10014474661
Saved in:
2
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:
3
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
4
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:
5
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
6
New evidence of extreme risk transmission between financial stress and international crude oil markets
Hong, Yanran
;
Li, Pan
;
Wang, Lu
;
Zhang, Yaojie
- In:
Research in international business and finance
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014276961
Saved in:
7
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
8
Forecasting crude oil prices : do technical indicators need economic constraints?
Wen, Danyan
;
He, Mengxi
;
Liu, Li
;
Zhang, Yaojie
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1545-1559
Persistent link: https://www.econbiz.de/10013367928
Saved in:
9
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
Saved in:
10
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:
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