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Cash holdings and oil price uncertainty exposures

Wu, Xi; Wang, Yudong; Tong, Xinle - In: Energy economics 99 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012888459

Investor attention and oil market volatility : does economic policy uncertainty matter?

Xiao, Jihong; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

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Uncertainty and the predictability of stock returns

Cai, Wensheng; Pan, Zhiyuan; Wang, Yudong - In: Journal of forecasting 41 (2022) 4, pp. 765-792

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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

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Dynamic portfolio allocation with time-varying jump risk

Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124

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Forecasting crude oil market volatility : a comprehensive look at uncertainty variables

Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International journal of forecasting 40 (2024) 3, pp. 1022-1041

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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

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

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The Predictive Effect of Risk Aversion on Oil Returns Under Different Market Conditions

Xiao, Jihong; Wang, Yudong; Wen, Danyan - 2022

This paper uses a new risk aversion index to investigate the predictive effect of risk aversion on oil returns under different market conditions. Moreover, we assess whether the US partisan conflict shapes the prediction of risk aversion for oil returns. Based on the quantile regressions of oil...

Persistent link: https://www.econbiz.de/10014264773