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~isPartOf:"Energy economics"
~isPartOf:"IMF working paper"
~person:"Wang, Yudong"
~subject:"Kapitalmarktrendite"
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Kapitalmarktrendite
Welt
11
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11
Oil price
8
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Forecasting model
6
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6
Volatility
6
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ARCH model
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Capital market returns
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Stock return predictability
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Time series analysis
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1992-2009
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Bias-variance trade-off
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Wang, Yudong
Demirer, Rıza
3
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2
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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:
2
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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