Similar Search Results

Narrow search

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

Forecasting the real prices of crude oil under economic and statistical constraints

Wang, Yudong; Liu, Li; Diao, Xundi; Wu, Chongfeng - In: Energy economics 51 (2015), pp. 599-608

Persistent link: https://www.econbiz.de/10011565055

Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China

Wang, Yudong; Diao, Xundi; Pan, Zhiyuan; Wu, Chongfeng - In: Pacific-Basin finance journal 55 (2019), pp. 127-141

Persistent link: https://www.econbiz.de/10012169519

Commodity price changes and the predictability of economic policy uncertainty

Wang, Yudong; Zhang, Bing; Diao, Xundi; Wu, Chongfeng - In: Economics letters 127 (2015), pp. 39-42

Persistent link: https://www.econbiz.de/10011382844

Commodity price changes and the predictability of economic policy uncertainty

Wang, Yudong; Zhang, Bing; Diao, Xundi; Wu, Chongfeng - In: Economics Letters 127 (2015) C, pp. 39-42

In this study, we forecast economic policy uncertainty (EPU) using input on 23 commodity price changes. We reveal the significant predictability of EPU using three forecast combinations. This indicates that commodity price changes can be taken as a leading indicator of EPU.

Persistent link: https://www.econbiz.de/10011189556