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~language:"eng"
~person:"Huang, Ho-chuan"
~person:"Paradiso, Antonio"
~person:"Smyth, Russell"
~person:"Wang, Yudong"
~person:"Zhang, Xibin"
~subject:"ARCH model"
~subject:"Backtesting"
~subject:"Climate change"
~subject:"Economic growth"
~subject:"Kapitalmarktrendite"
~subject:"National income"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
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ARCH model
Backtesting
Climate change
Economic growth
Kapitalmarktrendite
National income
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Schätzung
Theorie
China
104
Estimation
98
Forecasting model
68
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68
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65
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63
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63
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57
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Huang, Ho-chuan
Paradiso, Antonio
Smyth, Russell
Wang, Yudong
Zhang, Xibin
Gupta, Rangan
316
Bahmani-Oskooee, Mohsen
196
Gil-Alaña, Luis A.
175
Beladi, Hamid
171
Nijkamp, Peter
161
Phillips, Peter C. B.
161
Chang, Tsangyao
157
Creedy, John
156
Lee, Chien-chiang
146
Güth, Werner
145
Lai, Ching-chong
145
Tiwari, Aviral Kumar
145
Caporale, Guglielmo Maria
144
Pestieau, Pierre
144
Apergēs, Nikolaos
143
McAleer, Michael
140
Kumbhakar, Subal
139
Tsionas, Efthymios G.
137
Narayan, Paresh Kumar
136
Turnovsky, Stephen J.
136
Acemoglu, Daron
135
Shahbaz, Muhammad
135
Serletis, Apostolos
133
Marjit, Sugata
127
Lien, Da-hsiang Donald
126
Baltagi, Badi H.
122
Franses, Philip Hans
120
Färe, Rolf
120
Thisse, Jacques-François
120
Tirole, Jean
120
Mukherjee, Arijit
119
Pesaran, M. Hashem
119
Wohar, Mark E.
118
Cremer, Helmuth
115
Long, Ngo Van
115
Odhiambo, Nicholas M.
115
Hsing, Yu
112
Jarrow, Robert A.
112
Stiglitz, Joseph E.
112
Lambertini, Luca
111
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22
Applied economics
11
Applied economics letters
10
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8
Journal of empirical finance
7
International journal of forecasting
6
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6
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5
International review of economics & finance : IREF
5
China economic review : an international journal
4
International review of financial analysis
4
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of Asian economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied financial economics letters
2
Econometric reviews
2
Economic papers : a journal of applied economics and policy
2
Finance research letters
2
International journal of finance & economics : IJFE
2
Journal of Chinese economic and business studies
2
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2
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2
Journal of the Asia Pacific economy
2
Pacific economic bulletin
2
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2
Quantitative finance
2
The Manchester School
2
The journal of futures markets
2
Applied financial economics
1
Australian economic papers
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy : the international journal ; technologies, resources, reserves, demands, impact, conservation, management, policy
1
Financial innovation : FIN
1
Insurance / Mathematics & economics
1
International economic journal
1
International journal of strategic property management
1
International review of applied economics
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ECONIS (ZBW)
216
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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
Financial market integration : a complex and controversial journey
Donadelli, Michael
;
Gufler, I.
;
Paradiso, Antonio
- In:
International review of financial analysis
92
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014492428
Saved in:
3
Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
;
Wang, Qunwei
- In:
Energy economics
133
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015049680
Saved in:
4
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:
5
Forecasting oil futures returns with news
Pan, Zhiyuan
;
Zhong, Hao
;
Wang, Yudong
;
Huang, Juan
- In:
Energy economics
134
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015047137
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Solving the forecast combination puzzle using double shrinkages
Liu, Li
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014543511
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