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~language:"eng"
~person:"Wang, Yudong"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"No longer published / No longer aquired"
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Volatility
Welt
Forecasting model
62
Prognoseverfahren
62
Volatilität
46
Oil price
43
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43
Capital income
38
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38
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33
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28
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54
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Wang, Yudong
Gupta, Rangan
194
Bouri, Elie
126
Hammoudeh, Shawkat
104
Eichengreen, Barry
103
Bahmani-Oskooee, Mohsen
102
Tiwari, Aviral Kumar
98
Ma, Feng
97
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92
Lee, Chien-chiang
89
McAleer, Michael
89
Apergēs, Nikolaos
88
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78
Xuan Vinh Vo
78
Kang, Sang Hoon
70
Dreher, Axel
69
Wohar, Mark E.
69
Mensi, Walid
68
Demirgüç-Kunt, Asli
66
Ji, Qiang
64
Hassan, M. Kabir
60
McMillan, David G.
59
Anderson, Kym
58
Goel, Rajeev K.
58
Corbet, Shaen
57
Hoekman, Bernard M.
57
Rose, Andrew
57
Bollerslev, Tim
56
Haan, Jakob de
55
Salisu, Afees A.
55
Zaremba, Adam
55
Demirer, Rıza
54
Moshirian, Fariborz
54
Caporale, Guglielmo Maria
53
Goodell, John W.
53
Gozgor, Giray
53
Pierdzioch, Christian
53
Egger, Peter
52
Shahbaz, Muhammad
52
Umar, Zaghum
52
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Energy economics
18
International journal of forecasting
5
Journal of forecasting
5
Economic modelling
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Applied economics
2
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
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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
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Research in international business and finance
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ECONIS (ZBW)
54
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54
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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