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~language:"eng"
~language:"nld"
~language:"slk"
~person:"Demirer, Rıza"
~person:"Wang, Yudong"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Petroleum"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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Developing countries
Entwicklungsländer
Petroleum
Share price
Volatility
Volatilität
82
Forecasting model
80
Prognoseverfahren
80
Capital income
70
Kapitaleinkommen
70
Oil price
58
Ölpreis
58
Estimation
53
Schätzung
53
Stock market
53
Aktienmarkt
51
Welt
51
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51
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47
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39
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35
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23
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16
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16
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107
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Demirer, Rıza
Wang, Yudong
Gupta, Rangan
209
Bahmani-Oskooee, Mohsen
122
Ma, Feng
98
Bouri, Elie
95
McMillan, David G.
95
Hammoudeh, Shawkat
93
Gnangnon, Sèna Kimm
91
Narayan, Paresh Kumar
91
Tiwari, Aviral Kumar
91
Wohar, Mark E.
82
McAleer, Michael
80
Nunnenkamp, Peter
76
Caporale, Guglielmo Maria
69
Xuan Vinh Vo
66
Zaremba, Adam
66
Ryu, Doojin
65
Pierdzioch, Christian
63
Apergēs, Nikolaos
62
Hassan, M. Kabir
61
Kang, Sang Hoon
60
Mensi, Walid
59
Bollerslev, Tim
58
Gil-Alaña, Luis A.
58
Lucey, Brian M.
56
Faff, Robert W.
54
Hamori, Shigeyuki
54
Madura, Jeff
53
Brooks, Robert
52
Salisu, Afees A.
52
Stiglitz, Joseph E.
52
Corbet, Shaen
51
Lien, Da-hsiang Donald
51
Zhang, Wei
51
Zhang, Yaojie
51
Bird, Graham R.
50
Nguyen, Duc Khuong
50
Aizenman, Joshua
49
Xiong, Xiong
49
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Energy economics
26
Journal of forecasting
9
Economic modelling
5
Journal of empirical finance
5
Economics letters
4
International journal of forecasting
4
International review of economics & finance : IREF
3
Applied economics
2
Applied economics letters
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of banking & finance
2
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2
Pacific-Basin finance journal
2
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2
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2
Structural change and economic dynamics : SC+ED
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Central Bank review / The Central Bank of the Republic of Turkey
1
Computational economics
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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
Global finance journal
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance : JEF
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Journal of international money and finance
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Journal of management science and engineering
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Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
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Managerial finance
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OPEC energy review
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ECONIS (ZBW)
107
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
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
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
6
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
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:
9
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:
10
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
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