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~language:"bul"
~language:"eng"
~language:"mul"
~person:"Wang, Yudong"
~person:"Wohar, Mark E."
~subject:"Capital market returns"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Capital market returns
Consumer behaviour
Konsumentenverhalten
Volatility
Estimation
110
Schätzung
110
Forecasting model
102
Prognoseverfahren
102
Capital income
93
Kapitaleinkommen
93
Volatilität
92
Börsenkurs
74
Share price
74
USA
73
United States
73
Theorie
65
Theory
65
Welt
61
World
61
Oil price
55
Ölpreis
55
Aktienmarkt
52
Stock market
52
Time series analysis
35
Zeitreihenanalyse
35
ARCH model
34
ARCH-Modell
34
Forecast
31
Prognose
31
Risk
29
Risiko
27
VAR model
26
VAR-Modell
26
Oil market
22
Ölmarkt
22
Regression analysis
21
Regressionsanalyse
20
Risikoprämie
20
Risk premium
20
Schock
20
Shock
20
Geldpolitik
19
Inflation
19
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Undetermined
79
Free
4
Type of publication
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Article
97
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
97
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
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2
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Language
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Bulgarian
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Wang, Yudong
Wohar, Mark E.
Gupta, Rangan
156
Han, Heesup
113
Mattila, Anna S.
95
Bouri, Elie
88
Ma, Feng
88
Lusk, Jayson L.
74
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
72
Phau, Ian
70
Khare, Arpita
68
Hammoudeh, Shawkat
65
Dwivedi, Yogesh Kumar
62
Tiwari, Aviral Kumar
61
Grewal, Dhruv
60
Loureiro, Sandra Maria Correia
60
Nayga, Rodolfo M.
60
Jang, Soocheong
57
Septianto, Felix
56
Kang, Sang Hoon
53
Paul, Justin
53
Belk, Russell W.
52
Bollerslev, Tim
52
Ko, Eunju
49
McMillan, David G.
49
Mensi, Walid
49
Laroche, Michel
48
Xuan Vinh Vo
48
Bagozzi, Richard P.
47
Zhang, Yaojie
46
Kumar, Dilip
45
Pelsmacker, Patrick de
45
Kim, Jungkeun
44
Demirer, Rıza
43
Hollebeek, Linda D.
43
Pierdzioch, Christian
43
Diamantopoulos, Adamantios
42
Caporale, Guglielmo Maria
41
Sharma, Piyush
41
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Energy economics
19
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
5
Journal of forecasting
5
Economic modelling
4
Finance research letters
4
Journal of empirical finance
4
The European journal of finance
4
Applied economics
3
International journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of banking & finance
2
Journal of international money and finance
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Applied financial economics
1
Economics and Business Letters : EBL
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Indian economic review : official journal of Delhi School of Economics
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of central banking theory and practice
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of macroeconomics
1
Journal of management science and engineering
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
1
Quantitative finance
1
Review of quantitative finance and accounting
1
The Chinese economy
1
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ECONIS (ZBW)
97
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97
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
3
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
4
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
Solving the forecast combination puzzle using double shrinkages
Liu, Li
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014543511
Saved in:
6
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
7
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
8
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
Saved in:
9
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
10
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
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