Yudong Wang : Citation Profile


Are you Yudong Wang?

Nanjing University of Science and Technology

16

H index

29

i10 index

1072

Citations

RESEARCH PRODUCTION:

60

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 107
   Journals where Yudong Wang has often published
   Relations with other researchers
   Recent citing documents: 296.    Total self citations: 35 (3.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa928
   Updated: 2019-12-07    RAS profile: 2019-09-27    
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Relations with other researchers


Works with:

Yin, Libo (3)

Pettenuzzo, Davide (2)

Yang, Li (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yudong Wang.

Is cited by:

Zhang, Yue-Jun (19)

Lin, Boqiang (15)

Filis, George (13)

Nguyen, Duc Khuong (13)

Guangxi, Cao (13)

Degiannakis, Stavros (13)

Shahbaz, Muhammad (12)

Shahzad, Syed Jawad Hussain (12)

Salisu, Afees (12)

Tiwari, Aviral (11)

Yoon, Seong-Min (11)

Cites to:

Kilian, Lutz (152)

Hamilton, James (87)

Wang, Yudong (68)

Bollerslev, Tim (68)

Tabak, Benjamin (57)

Engle, Robert (53)

Cajueiro, Daniel (46)

Diebold, Francis (44)

Baumeister, Christiane (43)

Serletis, Apostolos (40)

Zhou, Wei-Xing (36)

Main data


Where Yudong Wang has published?


Journals with more than one article published# docs
Energy Economics16
Physica A: Statistical Mechanics and its Applications14
Economic Modelling5
Energy4
Journal of Empirical Finance4
Economics Letters2
International Review of Financial Analysis2
Journal of Forecasting2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Brandeis University, Department of Economics and International Businesss School2

Recent works citing Yudong Wang (2019 and 2018)


YearTitle of citing document
2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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2018Is the Halloween Effect Present on the Markets for Agricultural Commodities?. (2018). Burakov, Dmitry ; Freidin, M. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276110.

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2018FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Mensa-Bonsu, Akwasi ; Baptist, John ; Ebenezer, Appiah Collins. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791.

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2019Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index. (2019). Mendy, Pierre ; Diallo, Oumou Kalsoum. In: World Journal of Applied Economics. RePEc:ana:journl:v:5:y:2019:i:1:p:1-23.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

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2018New HSIC-based tests for independence between two stationary multivariate time series. (2018). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1804.09866.

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2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604.

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2019Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2019). Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:1812.08548.

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2019Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2018Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto ; Fueki, Takuji. In: BIS Working Papers. RePEc:bis:biswps:725.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2019New Kid on the Block? China vs the US in World Oil Markets. (2019). Cross, Jamie ; Zhang, BO ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0074.

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2018How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Gronwald, Marc ; Sattarhoff, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2019Tracing the Genesis of Contagion in the Oil-Finance Nexus. (2019). Heinlein, Reinhold ; Legrenzi, Gabriella Deborah . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7925.

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2018Forecasting Inflation Uncertainty in the G7 Countries. (2018). Wilfling, Bernd ; Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7118.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2018Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-6.

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2017Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-8.

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2018The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies. (2018). Ulusoy, Veysel ; Ozdurak, Caner . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-18.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2018The Relationship between the Oil Price Shocks and the Stock Markets: The Example of Commonwealth of Independent States Countries. (2018). Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-20.

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2018Global energy flows embodied in international trade: A combination of environmentally extended input–output analysis and complex network analysis. (2018). Chen, B ; Li, Z ; Zeng, L ; Han, M Y ; Wu, X F. In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:98-107.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2019Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique. (2019). Lv, Xiangxiang ; Fan, Xinghua ; Liang, Jiaochen ; Tian, Lixin ; Yin, Jiuli. In: Applied Energy. RePEc:eee:appene:v:251:y:2019:i:c:60.

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2019Effective energy commodity risk management: Econometric modeling of price volatility. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:234-250.

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2017The source of global stock market risk: A viewpoint of economic policy uncertainty. (2017). I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:122-131.

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2017Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market. (2017). Arčabić, Vladimir ; Lee, Hyejin ; Arabi, Vladimir ; Banerjee, Piyali. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:114-124.

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2018The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018Forecasting the prices of crude oil using the predictor, economic and combined constraints. (2018). Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:237-245.

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2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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2019Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329.

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2019Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Forecasting stock returns: Do less powerful predictors help?. (2019). Shi, Benshan ; Ma, Feng ; Zeng, Qing ; Zhang, Yaojie. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:32-39.

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2019Economic policy uncertainty in the US and China and their impact on the global markets. (2019). Zhang, Dayong ; Ji, Qiang ; Lei, Lei ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:47-56.

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2018Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108.

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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2019International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?. (2019). Liu, Fang ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:168-183.

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2019Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

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2019Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

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2019Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:786-800.

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2019Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151.

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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Lubloy, agnes ; Savin, Aliaksei ; Indrs, Edgars Rihards. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:468-487.

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2017Forecasting the VaR of crude oil market: Do alternative distributions help?. (2017). Lyu, Yongjian ; Ke, Rui ; Wei, YU ; Wang, Peng. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:523-534.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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2018Understanding oil scarcity through drilling activity. (2018). Okullo, Samuel ; Bai, Yiyi. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:261-269.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2018Dynamic jumps in global oil price and its impacts on Chinas bulk commodities. (2018). Zhang, Chuanguo ; Yu, Danlin ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:297-306.

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2018Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333.

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2018Forecasting the prices of crude oil: An iterated combination approach. (2018). Zhang, Yaojie ; Huang, Dengshi ; Shi, Benshan ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:472-483.

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2018Markov switching GARCH models for Bayesian hedging on energy futures markets. (2018). Billio, Monica ; Osuntuyi, Anthony ; Casarin, Roberto. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:545-562.

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2018Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127.

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2018Quantile hedge ratio for energy markets. (2018). Shrestha, Keshab ; Suresh, Sheena Sara ; Peranginangin, Yessy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272.

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2018Impacts of shifting Chinas final energy consumption to electricity on CO2 emission reduction. (2018). Zhao, Weigang ; Wei, Yi-Ming ; Wang, Ke ; Miao, BO ; Cao, Yunfei. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:359-369.

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2018Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2018A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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2018Asymmetric volatility spillovers between crude oil and international financial markets. (2018). Wang, Xunxiao ; Wu, Chongfeng. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:592-604.

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2018Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases. (2018). Nademi, Arash . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:757-766.

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2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

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2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model. (2018). Ji, Qiang ; Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:14-27.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decade. (2018). Klein, Tony. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:636-646.

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2018Interval decomposition ensemble approach for crude oil price forecasting. (2018). Sun, Shaolong ; Wei, Yunjie ; Wang, Shouyang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:274-287.

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2018Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

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2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2018Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS. (2018). Shahbaz, Muhammad ; Nasir, Muhammad ; Amoo, Nii ; Naidoo, Lutchmee. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:76-88.

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2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391.

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2019Long run analysis of crude oil portfolios. (2019). Cerqueti, Roy ; Rotundo, Giulia ; Fanelli, Viviana . In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:183-205.

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2019Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach. (2019). Oglend, Atle ; Yahya, Muhammad ; Dahl, Roy Endre. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:277-296.

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2019Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States. (2019). Ma, Feng ; Xu, Weiju ; Zhang, Bing ; Chen, Wang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:310-320.

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2019Forecasting oil price volatility: Forecast combination versus shrinkage method. (2019). Wei, YU ; Zhang, Yaojie ; Jin, Daxiang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:423-433.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Information interdependence among energy, cryptocurrency and major commodity markets. (2019). Krištoufek, Ladislav ; Ji, Qiang ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055.

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2019Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches. (2019). Ma, Feng ; Zhang, Yaojie ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1109-1120.

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2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

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2019On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

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More than 100 citations found, this list is not complete...

Works by Yudong Wang:


YearTitleTypeCited
2017Forecasting Stock Returns: A Predictor-Constrained Approach In: Working Papers.
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2018Forecasting Stock Returns: A Predictor-Constrained Approach.(2018) In: Working Papers.
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2011Can GARCH-class models capture long memory in WTI crude oil markets? In: Economic Modelling.
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2012What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications In: Economic Modelling.
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2012Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis In: Economic Modelling.
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2013Are crude oil spot and futures prices cointegrated? Not always! In: Economic Modelling.
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2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market In: Economic Modelling.
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2015Commodity price changes and the predictability of economic policy uncertainty In: Economics Letters.
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2016A nonparametric approach to test for predictability In: Economics Letters.
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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model In: Journal of Empirical Finance.
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2018Momentum of return predictability In: Journal of Empirical Finance.
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2018Oil and the short-term predictability of stock return volatility In: Journal of Empirical Finance.
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2019Dynamic portfolio allocation with time-varying jump risk In: Journal of Empirical Finance.
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2010Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis In: Energy Economics.
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2010Forecasting crude oil market volatility: Further evidence using GARCH-class models In: Energy Economics.
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2012Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? In: Energy Economics.
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2014Oil price shocks and agricultural commodity prices In: Energy Economics.
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2014Hedging crude oil using refined product: A regime switching asymmetric DCC approach In: Energy Economics.
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2015Forecasting excess stock returns with crude oil market data In: Energy Economics.
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2015Forecasting the real prices of crude oil under economic and statistical constraints In: Energy Economics.
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2016Disentangling the determinants of real oil prices In: Energy Economics.
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2016The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach In: Energy Economics.
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2016What the investors need to know about forecasting oil futures return volatility In: Energy Economics.
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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models In: Energy Economics.
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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries In: Energy Economics.
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2018Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model In: Energy Economics.
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2018Predictability of crude oil prices: An investor perspective In: Energy Economics.
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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics.
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2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective In: Energy Economics.
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2016Oil price shocks and U.S. dollar exchange rates In: Energy.
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2017The effects of oil shocks on export duration of China In: Energy.
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2018The dynamic spillover between carbon and energy markets: New evidence In: Energy.
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2019Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks In: Energy.
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2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis In: International Review of Financial Analysis.
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2010Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality In: International Review of Financial Analysis.
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2016Forecasting crude oil market volatility: A Markov switching multifractal volatility approach In: International Journal of Forecasting.
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article16
2019Oil price increases and the predictability of equity premium In: Journal of Banking & Finance.
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2016Forecasting realized volatility in a changing world: A dynamic model averaging approach In: Journal of Banking & Finance.
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2013Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries In: Journal of Comparative Economics.
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2012Long memory in energy futures markets: Further evidence In: Resources Policy.
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2019Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China In: Pacific-Basin Finance Journal.
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2010Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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article31
2010Cross-correlations between Chinese A-share and B-share markets In: Physica A: Statistical Mechanics and its Applications.
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2010Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective In: Physica A: Statistical Mechanics and its Applications.
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article10
2010Analysis of market efficiency for the Shanghai stock market over time In: Physica A: Statistical Mechanics and its Applications.
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article24
2011Analysis of the efficiency of the Shanghai stock market: A volatility perspective In: Physica A: Statistical Mechanics and its Applications.
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article9
2011Multifractal detrending moving average analysis on the US Dollar exchange rates In: Physica A: Statistical Mechanics and its Applications.
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article32
2011A copula–multifractal volatility hedging model for CSI 300 index futures In: Physica A: Statistical Mechanics and its Applications.
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article6
2011Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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article46
2011Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil In: Physica A: Statistical Mechanics and its Applications.
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2014Cross-correlations between spot and futures markets of nonferrous metals In: Physica A: Statistical Mechanics and its Applications.
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article9
2016Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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article12
2016Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets In: Physica A: Statistical Mechanics and its Applications.
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article12
2017Understanding the multifractality in portfolio excess returns In: Physica A: Statistical Mechanics and its Applications.
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article5
2017Revisiting the multifractality in stock returns and its modeling implications In: Physica A: Statistical Mechanics and its Applications.
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2019Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance.
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2015Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? In: Management Science.
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2013Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis In: Computational Economics.
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2016Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging In: Empirical Economics.
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2017Time‐Varying Parameter Realized Volatility Models In: Journal of Forecasting.
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2018Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model In: Journal of Forecasting.
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2019Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model In: Journal of Futures Markets.
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