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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
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Oil price shocks and stock market activities : evidence from oil-importing and oil-exporting countries
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: Journal of comparative economics : the journal of the … 41 (2013) 4, pp. 1220-1239
Persistent link: https://www.econbiz.de/10010227914
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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 33 (2013), pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
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Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Wang, Yudong; Wu, Chongfeng - In: Computational economics 42 (2013) 4, pp. 393-414
Persistent link: https://www.econbiz.de/10010249882
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Limited attention of individual investors and stock performance : evidence from the ChiNext market
Zhang, Bing; Wang, Yudong - In: Economic modelling 50 (2015), pp. 94-104
Persistent link: https://www.econbiz.de/10011439953
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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
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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
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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
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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
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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