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~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~person:"Hou, Chenghan"
~person:"Wang, Yudong"
~subject:"Prognoseverfahren"
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Search: ("Benzin" OR "Erdölpreis") AND NOT isPartOf:Wirtschaftsdienst
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Prognoseverfahren
Oil price
7
Ölpreis
7
Estimation
6
Schätzung
6
Forecasting model
5
Oil market
4
Volatility
4
Volatilität
4
Welt
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World
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Ölmarkt
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Erdöl
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Kapitaleinkommen
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Petroleum
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Börsenkurs
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China
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Forecasting
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Rohstoffderivat
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Share price
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Strukturbruch
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Time series analysis
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ARCH model
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ARCH-Modell
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Bad volatility
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Benzin
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Business cycle
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Capital market returns
1
Chinese crude oil futures market
1
Cointegration
1
Commodity exchange
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Crack spread
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Crude oil
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Crude oil price
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Derivat
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Hou, Chenghan
Wang, Yudong
Ma, Feng
4
Zhang, Yaojie
4
Huang, Dengshi
3
Liu, Jing
3
Chen, Wang
2
Liu, Li
2
Lucey, Brian M.
2
Wang, Lu
2
Wei, Yu
2
Bao Hoang Nguyen
1
Bec, Frédérique
1
De Gaye, Annabelle
1
Dinh Hoang Bach Phan
1
El-Masry, Ahmed A.
1
Fan, Qinbin
1
Feng, Jiabao
1
Feng, Lingbing
1
Gao, Shen
1
He, Ling-yun
1
He, Mengxi
1
Hong, Yanran
1
Iyke, Bernard Njindan
1
Jahan-Parvar, Mohammad R.
1
Li, Pan
1
Li, Tao
1
Liang, Chao
1
Lyu, Yongjian
1
Mostafa, Mohamed M.
1
Oloko, Tirimisiyu F.
1
Panopulu, Aikaterinē
1
Pantelidis, Theologos
1
Patra, Saswat
1
Peng, Lijuan
1
Qian, Lihua
1
Rao, Haicheng
1
Ren, Boru
1
Ripple, Ronald D.
1
Salisu, Afees A.
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Economic modelling
International review of economics & finance : IREF
Energy economics
10
International journal of forecasting
5
Journal of empirical finance
3
CAMA working paper series
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of management science and engineering
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ECONIS (ZBW)
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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
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
3
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:
4
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
5
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
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