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~accessRights:"restricted"
~person:"Wang, Yudong"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Monetary policy"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Übersichtsarbeit"
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ARCH model
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EU-Staaten
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Forecasting model
34
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34
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25
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Wang, Yudong
Gupta, Rangan
128
Bouri, Elie
75
Tsionas, Efthymios G.
68
Lee, Chien-chiang
67
Tiwari, Aviral Kumar
64
Cheng, T. C. E.
56
Hassan, M. Kabir
54
Ji, Qiang
54
Hammoudeh, Shawkat
52
Wang, Leonard F. S.
51
Lucey, Brian M.
48
Apergēs, Nikolaos
47
Dolgui, Alexandre
45
Fabozzi, Frank J.
45
Laporte, Gilbert
45
Zaremba, Adam
45
Xuan Vinh Vo
44
Gendreau, Michel
42
Goodell, John W.
40
Wohar, Mark E.
40
Gozgor, Giray
39
Ma, Feng
39
Shahzad, Syed Jawad Hussain
39
Wang, Shouyang
39
Zhang, Wei
39
Afonso, Oscar
38
Desaulniers, Guy
38
Goel, Rajeev K.
38
Mensi, Walid
38
Shahbaz, Muhammad
38
Vanhoucke, Mario
38
Gil-Alaña, Luis A.
37
Serletis, Apostolos
37
Umar, Zaghum
37
Bertsimas, Dimitris
36
Kumbhakar, Subal
36
Naeem, Muhammad Abubakr
36
Yang, Jinqiang
36
Asongu, Simplice
35
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Energy economics
13
International journal of forecasting
5
Journal of empirical finance
4
International review of economics & finance : IREF
3
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2
Quantitative finance
2
Applied economics
1
Computational economics
1
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1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of financial markets
1
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1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
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Research in international business and finance
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The European journal of finance
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44
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1
Forecasting commodity prices out-of-sample : can technical indicators help?
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 666-683
Persistent link: https://www.econbiz.de/10012415323
Saved in:
2
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
3
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
4
Forecasting the real prices of crude oil : what is the role of parameter instability?
Wang, Yudong
;
Hao, Xianfeng
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014436646
Saved in:
5
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
Saved in:
6
Crude oil and
world
stock markets : volatility spillovers, dynamic correlations, and hedging
Wang, Yudong
;
Liu, Li
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1481-1509
Persistent link: https://www.econbiz.de/10011481725
Saved in:
7
Investor attention and oil market volatility : does economic policy uncertainty matter?
Xiao, Jihong
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820025
Saved in:
8
Forecasting crude oil prices : a scaled PCA approach
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820812
Saved in:
9
How does corporate investment react to oil prices changes? : evidence from China
Wu, Xi
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820829
Saved in:
10
Disentangling the determinants of real oil prices
Liu, Li
;
Wang, Yudong
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Energy economics
56
(
2016
),
pp. 363-373
Persistent link: https://www.econbiz.de/10011664264
Saved in:
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