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~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~language:"eng"
~language:"est"
~person:"Arouri, Mohamed"
~person:"Gupta, Rangan"
~person:"Nguyen, Duc Khuong"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Auslandsinvestition"
~subject:"Indien"
~subject:"Kapitaleinkommen"
~subject:"Konsumentenverhalten"
~subject:"Supply chain"
~subject:"Wirkungsanalyse"
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ARCH-Modell
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Arouri, Mohamed
Gupta, Rangan
Nguyen, Duc Khuong
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Wang, Yudong
13
Bali, Turan G.
10
Narayan, Paresh Kumar
10
Zaremba, Adam
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Wu, Chongfeng
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Cakici, Nusret
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Brooks, Chris
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Chou, Pin-huang
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Dungey, Mardi H.
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Hasan, Iftekhar
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Henry, Ă“lan Thomas John
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Jacobsen, Ben
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Ko, Kuan-Cheng
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Li, Bin
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Liu, Li
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RaÄŤev, Svetlozar T.
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Economic modelling
Journal of banking & finance
Journal of empirical finance
Journal of macroeconomics
Department of Economics working paper series
51
Finance research letters
28
Energy economics
24
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
15
Research in international business and finance
13
Journal of forecasting
10
International review of financial analysis
9
International review of economics & finance : IREF
8
International journal of forecasting
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
6
The European journal of finance
6
Applied financial economics
5
Economics letters
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of multinational financial management
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of applied business research
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Defence and peace economics
4
Financial innovation : FIN
4
Pacific-Basin finance journal
4
The journal of real estate finance and economics
4
Applied economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Finmap working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
3
Economia internazionale
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Economic systems
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Economics and Business Letters : EBL
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global Research Unit working paper
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Journal of financial markets
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ECONIS (ZBW)
24
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1
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:
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
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:
4
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:
5
The impact of macroeconomic factors on income inequality : evidence from the BRICS
Berisha, Edmond
;
Gupta, Rangan
;
Meszaros, John
- In:
Economic modelling
91
(
2020
),
pp. 559-567
Persistent link: https://www.econbiz.de/10012429134
Saved in:
6
Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie
;
Zeng, Qing
;
Ma, Feng
;
Shi, Benshan
- In:
Economic modelling
78
(
2019
),
pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
Saved in:
7
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
8
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
9
Jump risk premia across major international equity markets
Arouri, Mohamed
;
M'saddek, Oussama
;
Pukthuanthong, Kuntara
- In:
Journal of empirical finance
52
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012170600
Saved in:
10
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
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