Narrow search
Showing 1 - 6 of 6
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
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
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
Cover Image
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
Cover Image
Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan; Wang, Yudong; Liu, Li - In: Quantitative finance 21 (2021) 11, pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
Cover Image
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946