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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
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Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu; Wang, Yudong; Huang, Dengshi - In: Energy economics 32 (2010) 6, pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972
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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
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Commodity price changes and the predictability of economic policy uncertainty
Wang, Yudong; Zhang, Bing; Diao, Xundi; Wu, Chongfeng - In: Economics letters 127 (2015), pp. 39-42
Persistent link: https://www.econbiz.de/10011382844
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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
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Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie; He, Mengxi; Wen, Danyan; Wang, Yudong - In: Journal of forecasting 41 (2022) 3, pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
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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
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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
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Investor attention and oil market volatility : does economic policy uncertainty matter?
Xiao, Jihong; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012820025
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Forecasting crude oil prices : a scaled PCA approach
He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012820812