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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

Oil price shocks and agricultural commodity prices

Wang, Yudong; Wu, Chongfeng; Yang, Li - In: Energy Economics 44 (2014) C, pp. 22-35

While the impacts of oil price changes on agricultural commodity markets are of great interest to economists, previous studies do not differentiate oil-specific shocks from aggregate demand shocks. In this paper, we address this issue using a structural VAR analysis. Our findings indicate that...

Persistent link: https://www.econbiz.de/10011100069

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

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

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

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

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

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

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

Risk spillovers between oil and stock markets : a VAR for VaR analysis

Wen, Danyan; Wang, Gang-Jin; Ma, Chaoqun; Wang, Yudong - In: Energy economics 80 (2019), pp. 524-535

Persistent link: https://www.econbiz.de/10012173682