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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Wang, Yudong"
~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:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Volatility
Forecasting model
62
Prognoseverfahren
62
Volatilität
46
Oil price
43
Ölpreis
43
Capital income
38
Kapitaleinkommen
38
Estimation
33
Schätzung
33
Welt
28
World
28
Theorie
27
Theory
27
ARCH model
26
ARCH-Modell
26
Forecast
23
Prognose
23
Börsenkurs
20
Share price
20
Oil market
18
Ölmarkt
18
Erdöl
16
Petroleum
16
Aktienmarkt
15
Stock market
15
Commodity derivative
14
Rohstoffderivat
14
China
13
Regression analysis
13
Time series analysis
13
Zeitreihenanalyse
13
Portfolio selection
12
Portfolio-Management
12
Regressionsanalyse
12
Capital market returns
9
Kapitalmarktrendite
9
Predictive regression
8
Risiko
8
Risk
8
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Undetermined
38
Free
2
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Article
46
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Handbuch
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
46
Language
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Bulgarian
English
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Author
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Wang, Yudong
Gupta, Rangan
158
Han, Heesup
115
Mattila, Anna S.
98
Bouri, Elie
95
Ma, Feng
92
Lusk, Jayson L.
75
McAleer, Michael
74
Phau, Ian
73
Bahmani-Oskooee, Mohsen
72
Khare, Arpita
68
Tiwari, Aviral Kumar
68
Hammoudeh, Shawkat
65
Dwivedi, Yogesh Kumar
63
Nayga, Rodolfo M.
63
Loureiro, Sandra Maria Correia
62
Septianto, Felix
61
Grewal, Dhruv
60
Jang, Soocheong
57
Belk, Russell W.
56
Kang, Sang Hoon
54
Paul, Justin
54
Bollerslev, Tim
52
Mensi, Walid
51
Ko, Eunju
50
McMillan, David G.
50
Wohar, Mark E.
49
Laroche, Michel
48
Bagozzi, Richard P.
47
Hollebeek, Linda D.
47
Xuan Vinh Vo
47
Kim, Jungkeun
46
Kumar, Dilip
45
Pelsmacker, Patrick de
45
Pierdzioch, Christian
45
Zhang, Yaojie
44
Corbet, Shaen
43
Diamantopoulos, Adamantios
42
Sharma, Piyush
42
Caporale, Guglielmo Maria
41
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Energy economics
13
Journal of forecasting
5
International journal of forecasting
4
Journal of empirical finance
3
Applied economics
2
Economic modelling
2
International review of economics & finance : IREF
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
Finance research letters
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The European journal of finance
1
The journal of futures markets
1
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Source
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ECONIS (ZBW)
46
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46
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1
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
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
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
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
Saved in:
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