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~accessRights:"restricted"
~person:"Wang, Yudong"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference paper"
~type_genre:"Übersichtsarbeit"
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ARCH model
ARCH-Modell
Autokorrelation
EU-Staaten
Estimation
Schätzung
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Theorie
Welt
Ökonometrisches Modell
Forecasting model
34
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25
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Wang, Yudong
Gupta, Rangan
125
Bouri, Elie
72
Tsionas, Efthymios G.
68
Lee, Chien-chiang
66
Tiwari, Aviral Kumar
59
Cheng, T. C. E.
55
Hassan, M. Kabir
53
Ji, Qiang
52
Wang, Leonard F. S.
51
Hammoudeh, Shawkat
50
Lucey, Brian M.
47
Apergēs, Nikolaos
46
Laporte, Gilbert
45
Dolgui, Alexandre
44
Fabozzi, Frank J.
44
Zaremba, Adam
43
Gendreau, Michel
41
Xuan Vinh Vo
41
Wohar, Mark E.
40
Shahzad, Syed Jawad Hussain
39
Wang, Shouyang
39
Zhang, Wei
39
Afonso, Oscar
38
Goel, Rajeev K.
38
Gozgor, Giray
38
Ma, Feng
38
Vanhoucke, Mario
38
Desaulniers, Guy
37
Serletis, Apostolos
37
Gil-Alaña, Luis A.
36
Goodell, John W.
36
Kumbhakar, Subal
36
Mensi, Walid
36
Shahbaz, Muhammad
36
Yang, Jinqiang
36
Asongu, Simplice
35
Naeem, Muhammad Abubakr
35
Umar, Zaghum
35
Coelho, Leandro C.
34
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Energy economics
13
International journal of forecasting
5
Journal of empirical finance
4
International review of economics & finance : IREF
3
Journal of forecasting
2
Quantitative finance
2
Applied economics
1
Computational economics
1
Economic modelling
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
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
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Research in international business and finance
1
The European journal of finance
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1
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:
2
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:
3
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:
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
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:
6
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
7
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:
8
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:
9
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
10
Predictability of crude oil prices : an investor perspective
Liu, Li
;
Wang, Yudong
;
Yang, Li
- In:
Energy economics
75
(
2018
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
Saved in:
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