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Forecasting crude oil prices :...
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Kapitaleinkommen
Forecasting model
99
Prognoseverfahren
99
Volatility
75
Volatilität
74
Oil price
57
Ölpreis
56
Capital income
55
Estimation
48
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48
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46
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28
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22
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21
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18
Risiko
16
Risk
16
Erdöl
15
Petroleum
15
Portfolio selection
15
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15
Regression analysis
15
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14
Kapitalmarktrendite
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English
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Wang, Yudong
40
Zhang, Yaojie
27
Ma, Feng
13
Pan, Zhiyuan
11
Wu, Chongfeng
11
He, Mengxi
9
Liu, Li
9
Hao, Xianfeng
4
Wei, Yu
4
Wen, Danyan
4
Xiao, Jihong
4
Pettenuzzo, Davide
3
Yin, Libo
3
Zhang, Zhikai
3
Diao, Xundi
2
Feng, Jiabao
2
Liang, Chao
2
Yi, Yongsheng
2
Bu, Ruijun
1
Cai, Wensheng
1
Chen, Chuang
1
Chen, Yixiang
1
Feng, Yuqing
1
Gao, Shang
1
Geng, Qianjie
1
Han, Qingxiang
1
Huang, Dengshi
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Jiang, Jiajie
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Jin, Meichen
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Li, Yan
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Liao, Cunfei
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Liao, Yin
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Ren, Xinrui
1
Shi, Benshan
1
Song, Bingheng
1
Umar, Muhammad
1
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Wu, Wenfeng
1
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Energy economics
7
Economic modelling
6
Journal of forecasting
6
Journal of empirical finance
5
Finance research letters
3
International review of financial analysis
3
Pacific-Basin finance journal
3
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Applied economics
1
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Quantitative finance
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of futures markets
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ECONIS (ZBW)
55
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1
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
2
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
3
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
Saved in:
4
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
5
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
6
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
7
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
Saved in:
8
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
9
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
10
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
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