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~isPartOf:"Energy economics"
~isPartOf:"IMF working paper"
~isPartOf:"International review of economics & finance : IREF"
~person:"Chai, Jian"
~person:"He, Mengxi"
~person:"Nonejad, Nima"
~person:"Wang, Yudong"
~subject:"1992-2009"
~subject:"Prognose"
~subject:"Prognoseverfahren"
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Search: subject:"Welt"
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1992-2009
Prognose
Prognoseverfahren
Welt
18
World
18
Oil price
15
Ölpreis
15
Forecasting model
13
Estimation
10
Schätzung
10
Volatility
10
Volatilität
10
Oil market
9
Ölmarkt
9
Forecast
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
Risikoprämie
4
Risk premium
4
ARCH model
3
ARCH-Modell
3
Risiko
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Risk
3
Stock return predictability
3
CAPM
2
Capital market returns
2
Commodity derivative
2
Economic policy
2
Erdöl
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Forecast combination
2
Kapitalmarktrendite
2
Market timing
2
Oil market volatility
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Out-of-sample forecast
2
Petroleum
2
Rohstoffderivat
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Technical indicators
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Theorie
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14
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Chai, Jian
He, Mengxi
Nonejad, Nima
Wang, Yudong
Ma, Feng
7
Wang, Shouyang
5
Zhang, Yaojie
4
Danninger, Stephan
3
Huang, Dengshi
3
Kyobe, Annette
3
Lee, Chien-chiang
3
Liang, Chao
3
Liu, Li
3
Narayan, Paresh Kumar
3
Wei, Yu
3
Zhang, Yue-jun
3
Bouri, Elie
2
Degiannakis, Stavros
2
Feng, Jiabao
2
Filis, George
2
Gupta, Rangan
2
Liu, Jing
2
McAleer, Michael
2
Shahzad, Syed Jawad Hussain
2
Sun, Yuying
2
Wang, Jiqian
2
Wei, Yunjie
2
Yin, Libo
2
Yu, Lean
2
Zhao, Yang
2
Abdollahi, Hooman
1
Ahmad, Nasir
1
Alam, Md. Samsul
1
Aloui, Chaker
1
Arshian Sharif
1
Bakas, Dimitrios
1
Bannigidadmath, Deepa
1
Bao, Yukun
1
Berg, Andrew
1
Bissoondoyal-Bheenick, Emawtee
1
Blazsek, Szabolcs
1
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Energy economics
IMF working paper
International review of economics & finance : IREF
International journal of forecasting
5
Economics letters
2
Finance research letters
2
International review of financial analysis
2
Journal of empirical finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of commodity markets
1
Journal of forecasting
1
Journal of management science and engineering
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The journal of futures markets
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ECONIS (ZBW)
14
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14
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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
Forecasting the real prices of crude oil : what is the role of parameter instability?
Wang, Yudong
;
Hao, Xianfeng
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014436646
Saved in:
3
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
4
Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
5
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
6
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:
7
Forecasting crude oil prices : a scaled PCA approach
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820812
Saved in:
8
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
9
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
Saved in:
10
Forecasting the WTI crude oil price by a hybrid-refined method
Chai, Jian
;
Xing, Li-Min
;
Zhou, Xiao-Yang
;
Zhang, Zhe George
- In:
Energy economics
71
(
2018
),
pp. 114-127
Persistent link: https://www.econbiz.de/10011942964
Saved in:
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