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Time series analysis
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ECONIS (ZBW)
14
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1
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
2
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
Saved in:
3
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
Saved in:
4
What can we learn from the history of gasoline crack spreads? : long memory, structural breaks and modeling implications
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
29
(
2012
)
2
,
pp. 349-360
Persistent link: https://www.econbiz.de/10009536826
Saved in:
5
Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis
Wang, Yudong
;
Liu, Li
- In:
Energy economics
32
(
2010
)
5
,
pp. 987-992
Persistent link: https://www.econbiz.de/10008934354
Saved in:
6
Forecasting stock returns : a time-dependent weighted least squares approach
Wang, Yudong
;
Hao, Xianfeng
;
Wu, Chongfeng
- In:
Journal of financial markets
53
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013271973
Saved in:
7
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
8
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:
9
Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Pan, Zhiyuan
;
Wang, Qing
;
Wang, Yudong
;
Li, Yang
- In:
Energy economics
72
(
2018
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011972301
Saved in:
10
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
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