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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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Forecasting excess stock returns with crude oil market data
Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 96 (2021), pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
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Oil price increases and the predictability of equity premium
Wang, Yudong; Pan, Zhiyuan; Liu, Li; Wu, Chongfeng - In: Journal of banking & finance 102 (2019), pp. 43-58
Persistent link: https://www.econbiz.de/10012162773
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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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Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan; Pettenuzzo, Davide; Wang, Yudong - In: Journal of empirical finance 55 (2020), pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
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Oil implied volatility and expected stock returns along the worldwide supply chain
Li, Chenchen; Wang, Yudong; Wu, Chongfeng - In: Energy economics 114 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
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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