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~language:"eng"
~language:"hun"
~language:"ita"
~person:"Marcellino, Massimiliano"
~person:"Wang, Yudong"
~subject:"Börsenkurs"
~subject:"EU-Mitgliedschaft"
~subject:"EU-Staaten"
~subject:"Euro"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Share price"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
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Börsenkurs
EU-Mitgliedschaft
EU-Staaten
Euro
Forecasting model
Germany
Großbritannien
Share price
United Kingdom
Prognoseverfahren
112
Theorie
65
Theory
65
Estimation
54
Schätzung
54
Volatility
54
Volatilität
54
Oil price
44
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44
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38
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38
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37
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35
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Marcellino, Massimiliano
Wang, Yudong
Gupta, Rangan
291
Wagner, Joachim
142
Pierdzioch, Christian
118
Belke, Ansgar
108
Gil-Alaña, Luis A.
107
Ma, Feng
106
Wohar, Mark E.
103
McMillan, David G.
102
Caporale, Guglielmo Maria
100
Narayan, Paresh Kumar
99
Apergēs, Nikolaos
96
De Grauwe, Paul
92
Machin, Stephen
91
Gros, Daniel
89
Franses, Philip Hans
83
Zaremba, Adam
82
Clements, Michael P.
78
Timmermann, Allan
78
Fritsch, Michael
77
Hall, Stephen G.
77
Taylor, Mark P.
77
Williams, Colin C.
74
Zimmermann, Klaus F.
74
Eichengreen, Barry
73
MacDonald, Ronald
72
Blundell, Richard W.
71
Wright, Mike
71
Nijkamp, Peter
70
Röger, Werner
70
Arestis, Philip
68
Haan, Jakob de
67
Tiwari, Aviral Kumar
67
Barrell, Ray
64
Crafts, Nicholas
64
Schnabel, Claus
64
Zhang, Yaojie
64
Hughes Hallett, Andrew
62
Moosa, Imad A.
62
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International journal of forecasting
21
Energy economics
16
Journal of forecasting
15
Journal of applied econometrics
12
Oxford bulletin of economics and statistics
8
Economic modelling
7
Journal of empirical finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Applied economics
2
Finance research letters
2
International review of financial analysis
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
The journal of futures markets
2
Economic policy : a European forum
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European economic review : EER
1
Financial innovation : FIN
1
International journal of computational economics and econometrics
1
International journal of finance & economics : IJFE
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of macroeconomics
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Journal of management science and engineering
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Statistical working papers / Eurostat
1
The European journal of finance
1
The econometrics journal
1
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
134
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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 futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
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