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~language:"eng"
~person:"Zhang, Yaojie"
~subject:"Developing countries"
~subject:"Kapitaleinkommen"
~subject:"Lieferkette"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Government document"
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Developing countries
Kapitaleinkommen
Lieferkette
Volatility
Forecasting model
59
Prognoseverfahren
59
Volatilität
43
ARCH model
32
ARCH-Modell
32
Capital income
27
Aktienmarkt
25
Börsenkurs
25
Share price
25
Stock market
25
Estimation
24
Oil price
24
Schätzung
24
Ölpreis
24
Volatility forecasting
21
Welt
20
World
20
China
14
Commodity derivative
13
Forecast
13
Prognose
13
Rohstoffderivat
13
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11
Theory
11
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9
Kapitalmarktrendite
9
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8
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8
Risk
8
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8
Chinese stock market
7
Erdöl
7
Petroleum
7
Return predictability
7
volatility forecasting
7
Portfolio selection
6
Portfolio-Management
6
Realized volatility
5
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Undetermined
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Article
56
Type of publication (narrower categories)
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Article in journal
Bibliography included
Government document
Aufsatz in Zeitschrift
56
Language
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English
Author
All
Zhang, Yaojie
Gupta, Rangan
214
Choi, Tsan-Ming
119
Bahmani-Oskooee, Mohsen
112
Bouri, Elie
109
Cheng, T. C. E.
109
Zaremba, Adam
105
Ma, Feng
104
McMillan, David G.
98
Sarkis, Joseph
96
Gunasekaran, Angappa
95
Gnangnon, Sèna Kimm
94
Govindan, Kannan
92
Wohar, Mark E.
91
Ivanov, Dmitry
87
Tiwari, Aviral Kumar
87
Hammoudeh, Shawkat
84
Narayan, Paresh Kumar
81
McAleer, Michael
75
Xuan Vinh Vo
67
Chen, Jing
65
Nunnenkamp, Peter
65
Wang, Yudong
62
Faff, Robert W.
60
Kang, Sang Hoon
60
Pierdzioch, Christian
59
Caporale, Guglielmo Maria
58
Dolgui, Alexandre
58
Demirer, Rıza
57
Wagner, Stephan M.
57
Brooks, Robert
56
Seuring, Stefan
56
Apergēs, Nikolaos
54
Mensi, Walid
54
Bali, Turan G.
53
Bollerslev, Tim
53
Lucey, Brian M.
53
Shankar, Ravi
53
Chan, Felix Tung Sun
52
Ryu, Doojin
52
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Economic modelling
7
Applied economics
6
Energy economics
6
International journal of forecasting
5
Journal of forecasting
5
Finance research letters
4
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
3
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The journal of futures markets
2
Bulletin of economic research
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
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ECONIS (ZBW)
56
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56
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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 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
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:
5
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
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
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:
8
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:
9
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:
10
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
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