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~language:"eng"
~person:"Zhang, Yaojie"
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
Risiko
Schätztheorie
Volatility
Forecasting model
62
Prognoseverfahren
62
Volatilität
44
ARCH model
33
ARCH-Modell
33
Capital income
30
Kapitaleinkommen
30
Börsenkurs
26
Estimation
26
Schätzung
26
Share price
26
Aktienmarkt
25
Stock market
25
Oil price
24
Ölpreis
24
Volatility forecasting
21
Welt
20
World
20
China
14
Forecast
14
Prognose
14
Commodity derivative
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Rohstoffderivat
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Theorie
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Theory
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Risk
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7
Erdöl
7
Petroleum
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volatility forecasting
7
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Article
48
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Article in journal
Aufsatz in Zeitschrift
48
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English
Author
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Zhang, Yaojie
Gupta, Rangan
206
McAleer, Michael
113
Bahmani-Oskooee, Mohsen
103
Bouri, Elie
100
Ma, Feng
96
Phillips, Peter C. B.
96
Tiwari, Aviral Kumar
85
Hammoudeh, Shawkat
81
Linton, Oliver
75
Lee, Lung-fei
65
Baltagi, Badi H.
64
Wohar, Mark E.
64
Bollerslev, Tim
63
Li, Qi
63
Tsionas, Efthymios G.
58
Kang, Sang Hoon
57
Xuan Vinh Vo
56
Caporale, Guglielmo Maria
54
Demirer, Rıza
54
Mensi, Walid
54
McMillan, David G.
53
Andrews, Donald W. K.
50
Wang, Yudong
50
Ji, Qiang
49
Balcilar, Mehmet
48
Kumbhakar, Subal
48
Newey, Whitney K.
48
Ullah, Aman
48
Viscusi, W. Kip
48
Pierdzioch, Christian
47
Kumar, Dilip
46
Lee, Chien-chiang
46
Su, Liangjun
46
Lucey, Brian M.
45
Brooks, Robert
44
Corbet, Shaen
44
Engle, Robert F.
44
Serletis, Apostolos
44
Wong, Wing Keung
44
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Applied economics
6
Energy economics
6
Economic modelling
4
Finance research letters
4
International journal of forecasting
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Bulletin of economic research
1
China finance review international
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
The European journal of finance
1
The journal of futures markets
1
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ECONIS (ZBW)
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48
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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
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:
4
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
5
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:
6
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:
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
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:
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
Saved in:
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