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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Huang, Dengshi"
~person:"Wei, Yu"
~person:"Zhang, Yaojie"
~subject:"Contagion effect"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Oil price"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Contagion effect
Estimation
Markov-Kette
Oil price
Share price
Stock market
Volatility
Volatilität
Ölpreis
Forecasting model
17
Prognoseverfahren
17
ARCH model
15
ARCH-Modell
15
Volatility forecasting
11
Commodity derivative
10
Rohstoffderivat
10
Oil market
6
Welt
6
World
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Ölmarkt
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Aktienmarkt
5
Börsenkurs
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Capital income
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China
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Kapitaleinkommen
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Schätzung
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Crude oil market
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Erdöl
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Petroleum
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Realized range-based volatility
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Risiko
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Risk
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Theorie
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Theory
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Capital market returns
2
Forecast combination
2
Kapitalmarktrendite
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Model confidence set
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Multivariate Verteilung
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Multivariate distribution
2
Oil futures price
2
1992-2009
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Aufsatz in Zeitschrift
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21
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Huang, Dengshi
Wei, Yu
Zhang, Yaojie
Ma, Feng
26
Hammoudeh, Shawkat
19
Tiwari, Aviral Kumar
18
Wang, Yudong
16
Gupta, Rangan
15
Bouri, Elie
14
Ji, Qiang
11
Chevallier, Julien
9
Demirer, Rıza
9
Kang, Sang Hoon
9
Sadorsky, Perry A.
9
Yoon, Seong-min
9
Liu, Li
8
Mensi, Walid
8
Roubaud, David
8
Shahzad, Syed Jawad Hussain
8
Todorova, Neda
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Liang, Chao
7
Lin, Boqiang
7
Wohar, Mark E.
7
Yin, Libo
7
Dai, Zhifeng
6
Do, Hung Xuan
6
Filis, George
6
Gong, Xu
6
Liu, Jing
6
Nguyen, Duc Khuong
6
Salisu, Afees A.
6
Wang, Shouyang
6
Balcilar, Mehmet
5
Batten, Jonathan A.
5
Han, Liyan
5
Hasanov, Akram Shavkatovich
5
Lau, Chi Keung
5
Liu, Bing-Yue
5
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Economic modelling
Energy economics
Quantitative finance
Finance research letters
9
Applied economics
8
International journal of finance & economics : IJFE
6
International review of financial analysis
6
International review of economics & finance : IREF
5
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
International journal of forecasting
3
Journal of empirical finance
2
Pacific-Basin finance journal
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Research in international business and finance
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Applied economics letters
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Bulletin of economic research
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China finance review international
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Emerging markets, finance and trade : EMFT
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
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Financial innovation : FIN
1
Journal of banking & finance
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ECONIS (ZBW)
21
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1
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
2
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:
3
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
4
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
5
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
6
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
7
Forecasting oil price volatility : forecast combination versus shrinkage method
Zhang, Yaojie
;
Wei, Yu
;
Zhang, Yi
;
Jin, Daxiang
- In:
Energy economics
80
(
2019
),
pp. 423-433
Persistent link: https://www.econbiz.de/10012173653
Saved in:
8
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
9
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
10
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
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