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~language:"eng"
~language:"nld"
~language:"slk"
~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
Forecasting model
58
Prognoseverfahren
58
Volatilität
44
Oil price
41
Ölpreis
41
Capital income
35
Kapitaleinkommen
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
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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48
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2
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Article
58
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Article in journal
Aufsatz im Buch
Government document
Konferenzbeitrag
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58
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
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English
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Author
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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
Demirer, Rıza
49
Xiong, Xiong
49
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Energy economics
15
Journal of forecasting
7
Economic modelling
5
Journal of empirical finance
5
International journal of forecasting
4
International review of economics & finance : IREF
3
Applied economics
2
Journal of banking & finance
2
Computational economics
1
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 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
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ECONIS (ZBW)
58
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58
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting crude oil prices : a reduced-rank approach
Song, Yixuan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 698-711
Persistent link: https://www.econbiz.de/10014474661
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
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:
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