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~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Wang, Yudong"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Share price
Wirkungsanalyse
Forecasting model
58
Prognoseverfahren
58
Volatility
44
Volatilität
44
Oil price
41
Ölpreis
41
Capital income
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
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
Capital market returns
8
Kapitalmarktrendite
8
Predictive regression
8
Volatility forecasting
8
Risiko
7
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Article
43
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
Aufsatz in Zeitschrift
43
Arbeitspapier
1
Graue Literatur
1
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1
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Wang, Yudong
Gupta, Rangan
202
Zaremba, Adam
104
Narayan, Paresh Kumar
99
Wohar, Mark E.
95
McMillan, David G.
89
Faff, Robert W.
71
Tiwari, Aviral Kumar
68
Ma, Feng
65
Caporale, Guglielmo Maria
64
Bouri, Elie
62
Gil-Alaña, Luis A.
62
Ryu, Doojin
62
Hammoudeh, Shawkat
60
Zhang, Wei
60
Apergēs, Nikolaos
59
Madura, Jeff
59
Pierdzioch, Christian
58
Hassan, M. Kabir
56
Nguyen, Duc Khuong
56
Xuan Vinh Vo
56
Brooks, Robert
55
Chan, Kam C.
50
Chiang, Thomas C.
50
Subrahmanyam, Avanidhar
50
Demirer, Rıza
49
Xiong, Xiong
47
Lee, Chien-chiang
46
Timmermann, Allan
46
Bali, Turan G.
45
Cakici, Nusret
45
Salisu, Afees A.
45
Titman, Sheridan
45
Balcilar, Mehmet
44
Fabozzi, Frank J.
43
Kutan, Ali Mustafa
43
Lucey, Brian M.
43
Wong, Wing Keung
43
Lien, Da-hsiang Donald
42
Sehgal, Sanjay
42
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Energy economics
9
Journal of empirical finance
5
Economic modelling
4
Journal of forecasting
4
International review of economics & finance : IREF
3
Finance research letters
2
Journal of banking & finance
2
Applied economics
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 journal of forecasting
1
Journal of financial markets
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 financial review : the official publication of the Eastern Finance Association
1
The journal of futures markets
1
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ECONIS (ZBW)
43
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43
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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
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
8
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
9
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
10
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
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