//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Li Yang"
~person:"Wang, Yudong"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asset returns and financial fr...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Oil price
6
Ölpreis
6
Erdöl
3
Estimation
3
Forecasting model
3
Measurement
3
Messung
3
Petroleum
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Schätzung
3
Volatility
3
Volatilität
3
Commodity derivative
2
Hedging
2
Mathematical programming
2
Mathematische Optimierung
2
Oil market
2
Oil supply shock
2
Risikomanagement
2
Risk management
2
Rohstoffderivat
2
Schock
2
Shock
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
Ölmarkt
2
ARCH model
1
ARCH-Modell
1
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Li Yang
Wang, Yudong
Li, Yang
277
Yang, Li
35
Lien, Da-hsiang Donald
13
Zhang, Xiaojing
7
Ansari, Asim
6
Ding, Chuan
6
Hu, Jin-Li
6
Liu, Hefu
6
Wu, Chongfeng
6
Chen, Zhiping
5
Hausmann, Ricardo
5
Hu, Jin-li
5
Kuo, Hsien-Chang
5
Piketty, Thomas
5
Xu, Fangming
5
Chen, Xiaole
4
Chiu, Yung-Ho
4
Gordon, Brett R.
4
Grisanti, Ana
4
HELMUT, Yabar
4
Kim, Kirak
4
LI, Yang
4
MIZUNOYA, Takeshi
4
Shan, Yaowen
4
Taylor, Stephen L.
4
WANG, Shanshan
4
XIANG, Nan
4
XU, Feng
4
Zhou, Chunyang
4
Zucman, Gabriel
4
Chang, Xin
3
Chiu, Yung-ho
3
Ding, Wanwan
3
Goldfarb, Avi
3
Hamilton, Jane
3
He, Yun
3
Ho, Tuan Quoc
3
Hu, Ming
3
more ...
less ...
Published in...
All
Energy economics
4
China finance review international
1
IMA journal of management mathematics
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of industrial engineering and management : JIEM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
OR spectrum : quantitative approaches in management
1
Technology analysis & strategic management
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinearly weighted convex risk measure and its application
Chen, Zhiping
;
Li Yang
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1777-1793
Persistent link: https://www.econbiz.de/10009247606
Saved in:
2
Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
46
(
2014
),
pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
Saved in:
3
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang
;
Chen, Zhiping
;
Hu, Qianhui
- In:
China finance review international
4
(
2014
)
4
,
pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
Saved in:
4
Oil price shocks and stock market activities : evidence from oil-importing and oil-exporting countries
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Journal of comparative economics : the journal of the …
41
(
2013
)
4
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10010227914
Saved in:
5
Oil price shocks and agricultural commodity prices
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Energy economics
44
(
2014
),
pp. 22-35
Persistent link: https://www.econbiz.de/10010457248
Saved in:
6
Postoptimality for mean-risk stochastic mixed-integer programs and its application
Chen, Zhiping
;
Zhang, Feng
;
Li Yang
- In:
Mathematical methods of operations research
74
(
2011
)
3
,
pp. 445-465
Persistent link: https://www.econbiz.de/10009405059
Saved in:
7
Hedging with futures : does anything beat the naïve hedging strategy?
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 2870-2889
Persistent link: https://www.econbiz.de/10011413497
Saved in:
8
Tail nonlinearly transformed risk measure and its application
Chen, Zhiping
;
Li Yang
;
Xu, Daobao
;
Hu, Qianhui
- In:
OR spectrum : quantitative approaches in management
34
(
2012
)
4
,
pp. 817-860
Persistent link: https://www.econbiz.de/10009631526
Saved in:
9
Time consistency and time consistent generalized convex multistage risk measures
Li Yang
;
Chen, Zhiping
;
Zhang, Feng
- In:
IMA journal of management mathematics
27
(
2016
)
3
,
pp. 419-437
Persistent link: https://www.econbiz.de/10011593272
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->