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~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"nor"
~language:"und"
~person:"Verikios, George"
~person:"Zhang, Yaojie"
~subject:"Deutschland"
~subject:"General equilibrium"
~subject:"Kapitaleinkommen"
~subject:"Migrant workers"
~subject:"Return predictability"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Deutschland
General equilibrium
Kapitaleinkommen
Migrant workers
Return predictability
Welt
Wirkungsanalyse
World
Forecasting model
13
Prognoseverfahren
13
Capital income
8
Volatility
8
Volatilität
8
ARCH model
6
ARCH-Modell
6
Estimation
6
Schätzung
6
Aktienmarkt
5
Börsenkurs
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Theorie
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Theory
5
Allgemeines Gleichgewicht
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Oil price
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Ölpreis
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Australia
3
Australien
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Capital market returns
3
Computable general equilibrium
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volatility forecasting
3
Commodity derivative
2
Einkommensverteilung
2
Erdöl
2
Forecast
2
Impact assessment
2
Income distribution
2
Microeconomic reform
2
Petroleum
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13
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
Rezension
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13
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English
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Verikios, George
Zhang, Yaojie
Gupta, Rangan
12
Dixon, Peter B.
9
Lee, Chien-chiang
9
Rimmer, Maureen T.
9
Wang, Yudong
9
Whalley, John
8
Chang, Chun Ping
7
Chaudhuri, Sarbajit
7
Arouri, Mohamed
5
Funke, Michael
5
Ma, Feng
5
Reboredo, Juan Carlos
5
Robinson, Sherman
5
Salisu, Afees A.
5
Bouri, Elie
4
Britz, Wolfgang
4
Chevallier, Julien
4
Giesecke, James A. D.
4
Hertel, Thomas W.
4
Hosoe, Nobuhiro
4
McKibbin, Warwick J.
4
Narayan, Paresh Kumar
4
Pan, Zhiyuan
4
Pierdzioch, Christian
4
Ratti, Ronald A.
4
Roubaud, David
4
Saha, Shrabani
4
Shahbaz, Muhammad
4
Shen, Dehua
4
Sousa, Ricardo M.
4
Stähler, Nikolai
4
Todorova, Neda
4
Uddin, Mohammed Gazi Salah
4
Wu, Chongfeng
4
Zhang, Shunming
4
Zhang, Wei
4
Zhou, Yu
4
Afonso, António
3
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Economic modelling
Journal of forecasting
Applied economics
4
Energy economics
4
Finance research letters
4
International journal of forecasting
4
International review of financial analysis
3
Journal of the Asia Pacific economy
3
The world economy : the leading journal on international economic relations
2
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Australian economic papers
1
Bulletin of economic research
1
Economic papers
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Global economic review
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Socio-economic planning sciences : the international journal of public sector decision-making
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
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ECONIS (ZBW)
13
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1
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:
2
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:
3
Expenditure patterns, heterogeneity, and long-term structural change
Clements, Kenneth W.
;
Mariano, Marc Jim
;
Verikios, George
- In:
Economic modelling
113
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013349187
Saved in:
4
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
5
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Improving health in an advanced economy : an economywide analysis for Australia
Verikios, George
;
Dixon, Peter B.
;
Rimmer, Maureen T.
; …
- In:
Economic modelling
46
(
2015
),
pp. 250-261
Persistent link: https://www.econbiz.de/10011436604
Saved in:
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