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~language:"bul"
~language:"eng"
~person:"Wang, Yudong"
~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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Forecasting model
62
Prognoseverfahren
62
Volatility
46
Volatilität
46
Oil price
43
Ölpreis
43
Capital income
38
Kapitaleinkommen
38
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33
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Wang, Yudong
Gupta, Rangan
587
Nijkamp, Peter
458
Bahmani-Oskooee, Mohsen
455
Gil-Alaña, Luis A.
362
Cheng, T. C. E.
360
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353
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349
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341
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329
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311
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311
Lee, Chien-chiang
309
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294
Tsionas, Efthymios G.
292
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290
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286
Kraus, Sascha
286
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283
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277
Lien, Da-hsiang Donald
273
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267
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263
Phillips, Peter C. B.
263
Faff, Robert W.
261
Creedy, John
255
Beladi, Hamid
251
Caporale, Guglielmo Maria
248
Stiglitz, Joseph E.
247
Kumbhakar, Subal
245
McAleer, Michael
245
Güth, Werner
244
Frey, Bruno S.
243
Yang, Yang
241
Egger, Peter
239
Serletis, Apostolos
239
Haan, Jakob de
235
Shahbaz, Muhammad
235
Vrontis, Demetris
235
Wohar, Mark E.
235
Williams, Colin C.
227
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Energy economics
29
Economic modelling
8
Journal of empirical finance
7
Journal of forecasting
7
International journal of forecasting
6
International review of financial analysis
5
International review of economics & finance : IREF
4
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2
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2
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2
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2
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2
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2
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2
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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
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1
International journal of finance & economics : IJFE
1
Journal of Asian economics
1
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1
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1
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1
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ECONIS (ZBW)
95
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
Exploiting the sentiments : a simple approach for improving cross hedging effectiveness
Pan, Zhiyuan
;
Fu, Ziqian
;
Wang, Yudong
;
Dong, Qingma
- In:
Energy economics
134
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015047133
Saved in:
3
Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
;
Wang, Qunwei
- In:
Energy economics
133
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015049680
Saved in:
4
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:
5
Forecasting oil futures returns with news
Pan, Zhiyuan
;
Zhong, Hao
;
Wang, Yudong
;
Huang, Juan
- In:
Energy economics
134
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015047137
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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