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~language:"eng"
~person:"Narayan, Paresh Kumar"
~person:"Phillips, Peter C. B."
~person:"Shahbaz, Muhammad"
~person:"Shogren, Jason F."
~person:"Wang, Yudong"
~subject:"Capital income"
~subject:"Cointegration"
~subject:"Public goods"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Capital income
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296
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296
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188
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188
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139
Time series analysis
130
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Narayan, Paresh Kumar
Phillips, Peter C. B.
Shahbaz, Muhammad
Shogren, Jason F.
Wang, Yudong
Gupta, Rangan
163
Zaremba, Adam
99
Gil-Alaña, Luis A.
94
Bahmani-Oskooee, Mohsen
86
Tiwari, Aviral Kumar
77
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76
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72
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70
Chang, Tsangyao
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61
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49
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46
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44
Lee, Chien-chiang
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Bali, Turan G.
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Xuan Vinh Vo
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Zhang, Wei
36
Brooks, Robert
34
Westerlund, Joakim
33
Narayan, Seema
32
Titman, Sheridan
32
Arize, Augustine Chuck
31
Ramírez, Miguel D.
31
Herzer, Dierk
30
Salisu, Afees A.
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Economic modelling
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Pacific-Basin finance journal
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10
Emerging markets review
7
Applied economics letters
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International review of financial analysis
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometric reviews
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Economics letters
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Financial innovation : FIN
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International journal of forecasting
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International review of applied economics
2
International review of economics & finance : IREF
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Japan and the world economy : international journal of theory and policy
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Journal of behavioral and experimental finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of quantitative economics
2
Technological forecasting & social change : an international journal
2
The Bangladesh development studies : the journal of the Bangladesh Institute of Development Studies
2
The North American journal of economics and finance : a journal of financial economics studies
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
262
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
10
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
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