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~language:"bul"
~language:"eng"
~language:"mul"
~person:"Wang, Yudong"
~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
Forecasting model
58
Prognoseverfahren
58
Volatilität
44
Oil price
41
Ölpreis
41
Capital income
35
Kapitaleinkommen
35
Estimation
30
Schätzung
30
Theorie
27
Theory
27
Welt
26
World
26
ARCH model
24
ARCH-Modell
24
Forecast
21
Prognose
21
Börsenkurs
19
Share price
19
Oil market
17
Ölmarkt
17
Erdöl
15
Petroleum
15
Aktienmarkt
14
Stock market
14
Regression analysis
13
Time series analysis
13
Zeitreihenanalyse
13
China
12
Regressionsanalyse
12
Commodity derivative
11
Portfolio selection
11
Portfolio-Management
11
Rohstoffderivat
11
Kapitalmarktrendite
8
Predictive regression
8
Volatility forecasting
8
Risiko
7
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41
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Article
49
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
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Aufsatz in Zeitschrift
49
Language
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Wang, Yudong
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
Wohar, Mark E.
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
13
Journal of forecasting
5
Journal of empirical finance
4
Economic modelling
3
International journal of forecasting
3
Applied economics
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
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
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of management science and engineering
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The European journal of finance
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ECONIS (ZBW)
49
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
9
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
10
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
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