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~language:"eng"
~language:"und"
~person:"Hammoudeh, Shawkat"
~person:"Wang, Yudong"
~subject:"Developing countries"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Statistics"
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Developing countries
Volatility
Volatilität
109
Oil price
101
Ölpreis
101
Welt
87
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87
Aktienmarkt
71
Estimation
71
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71
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71
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Hammoudeh, Shawkat
Wang, Yudong
Gupta, Rangan
154
Bahmani-Oskooee, Mohsen
111
Gnangnon, Sèna Kimm
92
Bouri, Elie
91
Ma, Feng
90
McAleer, Michael
73
Nunnenkamp, Peter
61
Tiwari, Aviral Kumar
61
Kang, Sang Hoon
54
Bollerslev, Tim
51
Wohar, Mark E.
50
McMillan, David G.
49
Mensi, Walid
48
Xuan Vinh Vo
48
Kumar, Dilip
45
Zhang, Yaojie
43
Caporale, Guglielmo Maria
41
Corbet, Shaen
41
Andersen, Torben
40
Pierdzioch, Christian
40
Aizenman, Joshua
39
Apergēs, Nikolaos
38
Demirer, Rıza
38
Hegerty, Scott W.
38
Lucey, Brian M.
38
Serletis, Apostolos
38
Bird, Graham R.
37
Wei, Yu
37
Yoon, Seong-min
37
Liang, Chao
36
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Ji, Qiang
35
Roubaud, David
35
Todorov, Viktor
34
Brooks, Robert
33
Hamori, Shigeyuki
33
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Energy economics
31
The North American journal of economics and finance : a journal of financial economics studies
8
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
6
Applied economics
5
Journal of forecasting
5
Economic modelling
4
International journal of forecasting
4
International review of financial analysis
4
Pacific-Basin finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
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3
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2
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2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The world economy : the leading journal on international economic relations
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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Financial innovation : FIN
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Journal of management science and engineering
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Journal of multinational financial management
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The European journal of finance
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The journal of futures markets
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ECONIS (ZBW)
113
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1
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113
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
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
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:
8
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
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 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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