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~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~language:"dan"
~language:"eng"
~person:"Hur, Joonyoung"
~person:"Kabundi, Alain"
~person:"Zhang, Yaojie"
~subject:"Auslandsinvestition"
~subject:"BRICS"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Monetary policy"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Auslandsinvestition
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Prognoseverfahren
17
Volatility
10
Volatilität
10
Estimation
9
Schätzung
9
ARCH model
8
ARCH-Modell
8
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Aufsatzsammlung
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Hur, Joonyoung
Kabundi, Alain
Zhang, Yaojie
Clements, Michael P.
29
Fildes, Robert
27
Hyndman, Rob J.
26
Stekler, Herman O.
23
Goodwin, Paul
22
Makridakis, Spyros G.
22
Nikolopoulos, Konstantinos
19
Taylor, James W.
18
Franses, Philip Hans
17
Marcellino, Massimiliano
16
Önkal, Dilek
16
Athanasopoulos, George
14
Gupta, Rangan
14
Koopman, Siem Jan
14
Lewis-Beck, Michael S.
13
Pesaran, M. Hashem
13
Armstrong, Jon Scott
12
Assimakopoulos, V.
12
Hendry, David F.
12
Lahiri, Kajal
12
Lawrence, Michael J.
12
Ma, Feng
12
Pinson, Pierre
12
Spiliotis, Evangelos
12
Petropoulos, Fotios
11
Tao, Hong
11
Dijk, Dick van
10
Kapetanios, George
10
Ruiz, Esther
10
Schuermann, Til
10
Timmermann, Allan
10
Galvão, Ana Beatriz C.
9
Giannone, Domenico
9
Koehler, Anne B.
9
Kolassa, Stephan
9
Kourentzes, Nikolaos
9
Ord, John Keith
9
Smith, L. Vanessa
9
Wang, Yudong
9
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Economic modelling
International journal of forecasting
Energy economics
8
Journal of forecasting
7
Applied economics
6
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
3
The South African journal of economics
3
Emerging markets, finance and trade : EMFT
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of empirical finance
2
Quantitative finance
2
Research in international business and finance
2
The journal of futures markets
2
Applied economics letters
1
Bulletin of economic research
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
Financial innovation : FIN
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International business and economics research journal
1
Journal of applied econometrics
1
Journal of economic studies
1
Journal of financial stability
1
Journal of housing economics
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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KDI-journal of economic policy
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Pacific-Basin finance journal
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The B.E. journal of macroeconomics
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ECONIS (ZBW)
25
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1
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:
2
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:
3
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:
4
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:
5
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
6
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
7
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:
8
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:
9
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:
10
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
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