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~language:"eng"
~language:"nor"
~person:"Zhang, Yaojie"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Kapitaleinkommen
Volatilität
Welt
Forecasting model
60
Prognoseverfahren
60
Volatility
43
ARCH model
32
ARCH-Modell
32
Capital income
28
Aktienmarkt
25
Börsenkurs
25
Share price
25
Stock market
25
Estimation
24
Oil price
24
Schätzung
24
Ölpreis
24
Volatility forecasting
21
World
20
China
14
Forecast
14
Prognose
14
Commodity derivative
13
Rohstoffderivat
13
Theorie
11
Theory
11
Capital market returns
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Kapitalmarktrendite
9
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8
Risk
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Chinese stock market
7
Erdöl
7
Petroleum
7
Portfolio selection
7
Portfolio-Management
7
Return predictability
7
volatility forecasting
7
Realized volatility
5
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Undetermined
59
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2
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Article
61
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Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
61
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English
Norwegian
Author
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Zhang, Yaojie
Gupta, Rangan
245
Bouri, Elie
133
Hammoudeh, Shawkat
115
Zaremba, Adam
115
Tiwari, Aviral Kumar
110
Ma, Feng
109
Wohar, Mark E.
107
McMillan, David G.
104
Bahmani-Oskooee, Mohsen
103
Eichengreen, Barry
102
Apergēs, Nikolaos
101
Lee, Chien-chiang
98
Lucey, Brian M.
97
Narayan, Paresh Kumar
92
Xuan Vinh Vo
92
McAleer, Michael
91
Faff, Robert W.
81
Hassan, M. Kabir
81
Aizenman, Joshua
79
Kang, Sang Hoon
75
Demirgüç-Kunt, Asli
71
Wang, Yudong
70
Caporale, Guglielmo Maria
69
Demirer, Rıza
68
Mensi, Walid
68
Pierdzioch, Christian
67
Salisu, Afees A.
67
Brooks, Robert
65
Dreher, Axel
65
Nguyen, Duc Khuong
65
Ji, Qiang
63
Shahzad, Syed Jawad Hussain
63
Zhang, Wei
63
Gil-Alaña, Luis A.
61
Anderson, Kym
60
Haan, Jakob de
60
Hoekman, Bernard M.
60
Corbet, Shaen
59
Fabozzi, Frank J.
59
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Energy economics
8
Economic modelling
7
Applied economics
6
Finance research letters
5
International journal of forecasting
5
Journal of forecasting
5
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
3
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The journal of futures markets
2
Bulletin of economic research
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Quantitative finance
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ECONIS (ZBW)
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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
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
5
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
6
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:
7
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
8
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:
9
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:
10
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
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