Narrow search
Showing 1 - 10 of 20
Cover Image
Forecasting the real prices of crude oil using robust regression models with regularization constraints
Hao, Xianfeng; Zhao, Yuyang; Wang, Yudong - In: Energy economics 86 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012512193
Cover Image
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
Cover Image
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan; Bu, Ruijun; Liu, Li; Wang, Yudong - In: Quantitative finance 20 (2020) 8, pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Cover Image
Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Cover Image
Forecasting the real prices of crude oil : a robust weighted least squares approach
Wang, Yudong; Hao, Xianfeng - In: Energy economics 116 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013542061
Cover Image
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong; Wang, Yudong; Wen, Danyan - In: Energy economics 126 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Cover Image
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
Cover Image
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
Cover Image
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie; He, Mengxi; Wen, Danyan; Wang, Yudong - In: Journal of forecasting 41 (2022) 3, pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Cover Image
Uncertainty and the predictability of stock returns
Cai, Wensheng; Pan, Zhiyuan; Wang, Yudong - In: Journal of forecasting 41 (2022) 4, pp. 765-792
Persistent link: https://www.econbiz.de/10013287857