Yudong Wang : Citation Profile

Are you Yudong Wang?

Nanjing University of Science and Technology

29

H index

52

i10 index

2548

Citations

RESEARCH PRODUCTION:

98

Articles

2

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 196
   Journals where Yudong Wang has often published
   Relations with other researchers
   Recent citing documents: 646.    Total self citations: 62 (2.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa928
   Updated: 2023-01-28    RAS profile: 2022-12-06    
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Relations with other researchers

Works with:

Zhang, Yaojie (11)

Yin, Libo (4)

Pettenuzzo, Davide (3)

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

Is cited by:

Zhang, Yaojie (72)

GUPTA, RANGAN (44)

Zhang, Yue-Jun (38)

Lin, Boqiang (35)

Salisu, Afees (31)

Tiwari, Aviral (29)

Shahzad, Syed Jawad Hussain (26)

Bouri, Elie (24)

Nguyen, Duc Khuong (24)

Ferreira, Paulo (23)

Yoon, Seong-Min (21)

Cites to:

Kilian, Lutz (230)

Bollerslev, Tim (133)

Hamilton, James (109)

Diebold, Francis (103)

Wang, Yudong (75)

Baumeister, Christiane (69)

Campbell, John (69)

Engle, Robert (68)

Tabak, Benjamin (63)

Zhou, Guofu (62)

Zhang, Yaojie (56)

Main data

Where Yudong Wang has published?

Journals with more than one article published# docs
Energy Economics21
Physica A: Statistical Mechanics and its Applications14
Journal of Forecasting8
Energy7
Journal of Empirical Finance7
Economic Modelling7
Resources Policy4
International Review of Economics & Finance3
International Review of Financial Analysis3
Quantitative Finance2
Economics Letters2
Computational Economics2
Journal of Futures Markets2
International 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 (2022 and 2021)

YearTitle of citing document
2021Is the Configuration of Indian Stock Market Weakly Efficient?. (2021). Sahoo, Aditya Prasad. In: ComFin Research. RePEc:acg:comfin:v:9:y:2021:i:3:p:1-6.

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2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2021.

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2022Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520.

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2022Predicting 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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2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2021Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Pattern recognition in trading behaviors before stock price jumps: new method based on multivariate time series classification. (2020). Azencott, Robert ; Kong, AO ; Zhu, Hongliang. In: Papers. RePEc:arx:papers:2011.04939.

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2021Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism. (2021). Li, BO ; Long, Wen ; Dai, Wei ; Shi, Yong. In: Papers. RePEc:arx:papers:2101.02736.

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2022Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2021Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154.

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2021Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective. (2021). Xiong, Luwei ; Wang, Shaofei ; Shiao, Han-Tai ; Mehta, Dhagash ; Pagliaro, Cynthia . In: Papers. RePEc:arx:papers:2107.05592.

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2021New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2110.02693.

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2021Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks. (2021). Nybo, Curtis. In: Papers. RePEc:arx:papers:2110.09489.

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2022The short-term effect of COVID-19 pandemic on Chinas crude oil futures market: A study based on multifractal analysis. (2022). Yan-Hong, Yang ; Ying-Lin, Liu ; Ying-Hui, Shao. In: Papers. RePEc:arx:papers:2204.05199.

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2021Can Oil Prices Predict Japanese Yen?. (2021). Devpura, Neluka. In: Asian Economics Letters. RePEc:ayb:jrnael:16.

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2021Oil Price Shocks During the COVID-19 Pandemic - Evidence From United Kingdom Energy Stocks. (2021). Tekin, Hasan ; Dogan, Abdullah ; Polat, Ali Yavuz ; Mugaloglu, Erhan. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:1.

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2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588.

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2021Economic policy uncertainty exposure and earnings management: evidence from China. (2021). Wang, Hua ; Fang, Zhenming ; Yao, Shouyu ; Cui, Xin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3937-3976.

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2021Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782.

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2021On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2021Modelling Asymmetry and Leverage in Cryptocurrencies and Emerging Financial Markets. (2021). ALAGIDEDE, IMHOTEP ; Omaneadjepong, Maurice. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:2:p:152-166.

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2021The profitability of trading on large Lévy jumps. (2021). Pan, Zheyao ; Gray, Phil ; Chan, Kam Fong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:627-635.

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2021Corporate irresponsibility and stock price crash risk. (2021). Mahmood, Haroon ; Bahadar, Stephen ; Zaman, Rashid. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:786-820.

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2021The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2022Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849.

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2022The effect of climate change and energy shocks on food security in Irans provinces. (2022). Tarazkar, Mohammad Hassan ; Zibaei, Mansour ; Dehbidi, Navid Kargar. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:2:p:417-437.

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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2021The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. (2021). Ziyi, Zhang ; Jie, LI ; Ping, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:469-497:n:2.

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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2021Indonesia’s Bank Response of Interest Rates to the Prices of World Crude Oil and Foreign Rates of Interest. (2021). Sinambela, Elizar ; Hani, Syafrida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-65.

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2021Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17.

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2021Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds. (2021). Senjyu, Tomonobu ; Lisin, Anton. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-23.

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2021Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5.

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2021Brent and Urals Oil Price Control Mechanisms. (2021). Vladimirovna, Nezhnikova Ekaterina ; Chernyaev, Maxim Vasilyevich ; Solovieva, Yuliana Vladimirovna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-69.

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2021Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries. (2021). Massadikov, Khairulla. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-16.

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2021The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach. (2021). Pruchnicka-Grabias, Izabela. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-34.

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2022Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46.

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2022Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-21.

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2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2021A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022Optimal sizing and operations of shared energy storage systems in distribution networks: A bi-level programming approach. (2022). Chen, Jie ; Zhang, Zhe ; Pea-Mora, Feniosky ; Song, Xiaoling ; Huang, Huijun ; Ma, Mingtao. In: Applied Energy. RePEc:eee:appene:v:307:y:2022:i:c:s0306261921014410.

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2022Dynamic energy flow analysis of integrated gas and electricity systems using the holomorphic embedding method. (2022). Wu, Q H ; Pan, Shixian ; Li, Zhigang ; Zhang, Tong. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921015920.

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2022Consumer-centric decarbonization framework using Stackelberg game and Blockchain. (2022). Strbac, Goran ; Teng, Fei ; Sun, Hongjian ; Jiang, Jing ; Hua, Weiqi. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921016226.

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2022Coordinated management of centralized and distributed generation in an integrated energy system using a multi-agent approach. (2022). Zhou, Bin ; Sokolov, Dmitry ; Mayorov, Gleb ; Barakhtenko, Evgeny ; Stennikov, Valery. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921017086.

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2021Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329.

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2021Bond intraday momentum. (2021). Li, YI ; Wang, Pengfei ; Zhang, Wei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000599.

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2021Cross-correlations between price and volume in Chinas crude oil futures market: A study based on multifractal approaches. (2021). Zhang, Hongwei ; Cheng, Hui ; Guo, Yaoqi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792031033x.

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2021Detrended multifractal characterization of Indian rainfall records. (2021). Mali, Provash ; Sarker, Alivia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921006512.

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2022Detecting multifractality and exposing distributions of local fluctuations: Detrended fluctuation analysis with descriptive statistics pooling. (2022). Zhao, Xufeng ; Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010328.

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2022Sources of multifractality of the brain rs-fMRI signal. (2022). Biswal, Bharat ; Yang, Yanmiao ; Wan, Dongyu ; Guan, Sihai. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004325.

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2022A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489.

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2021Policy uncertainty and sectoral stock market volatility in China. (2021). Ding, Hui ; Li, Xiao-Lin ; Zhao, Bing ; Si, Deng-Kui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:557-573.

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2021Analyzing causality between epidemics and oil prices: Role of the stock market. (2021). Gong, Qiang ; Jang, Chyi-Lu ; Chang, Chun-Ping ; Sui, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:148-158.

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2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China. (2022). Zhang, Rui ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:789-805.

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2022Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:548-562.

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2021Social media sentiment, model uncertainty, and volatility forecasting. (2021). Lehrer, Steven ; Zhang, Xinyu ; Xie, Tian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001450.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2021Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). Yang, MO ; Wei, YU ; Yi, Heling ; Lyu, Yongjian. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002054.

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2021Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2022Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013.

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2022Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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2021Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

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2021Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2021Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:385-393.

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2021Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:362-370.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047.

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2021Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278.

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2021The effects of oil price shocks on inflation in the G7 countries. (2021). Zhang, Keli ; Wen, Fenghua ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000279.

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2021Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280.

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2021Indicator selection and stock return predictability. (2021). Zhu, Huan ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000309.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2021Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks. (2021). Jiang, LE ; Zhang, Guangyong ; Fu, Min ; Tian, Lixin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000668.

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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905.

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2021COVID-19 and asymmetric volatility spillovers across global stock markets. (2021). Li, Wenqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000954.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2021Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Chang, Xiaoming ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001297.

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2021A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001352.

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2021Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

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2021Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market. (2021). Wang, Xinyi ; Su, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001583.

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

Works by Yudong Wang:

YearTitleTypeCited
2022Shrinking return forecasts In: The Financial Review.
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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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2020Forecasting stock returns: A predictor-constrained approach.(2020) In: Journal of Empirical Finance.
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2021Economic-environmental equilibrium-based bi-level dispatch strategy towards integrated electricity and natural gas systems In: Applied Energy.
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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model In: Journal of Asian Economics.
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2021Realized skewness and the short-term predictability for aggregate stock market volatility In: Economic Modelling.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article20
2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market In: Economic Modelling.
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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism 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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2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? In: Journal of Empirical Finance.
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2020Industry equi-correlation: A powerful predictor of stock returns 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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2020Forecasting the real prices of crude oil using robust regression models with regularization constraints In: Energy Economics.
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2020Can commodity prices forecast exchange rates? In: Energy Economics.
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2021Investor attention and oil market volatility: Does economic policy uncertainty matter? In: Energy Economics.
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2021Forecasting crude oil prices: A scaled PCA approach In: Energy Economics.
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2021How does corporate investment react to oil prices changes? Evidence from China 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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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries In: Energy.
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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression In: Energy.
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2022Geopolitical risk trends and crude oil price predictability In: Energy.
[Full Text][Citation analysis]		article0
2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article98
2010Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article12
2022Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent In: International Review of Financial Analysis.
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2021Forecasting stock returns: A time-dependent weighted least squares approach In: Journal of Financial Markets.
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2016Forecasting crude oil market volatility: A Markov switching multifractal volatility approach In: International Journal of Forecasting.
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2020Forecasting commodity prices out-of-sample: Can technical indicators help? In: International Journal of Forecasting.
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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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2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? In: Resources Policy.
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2021Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications In: Resources Policy.
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2022Forecasting crude oil market returns: Enhanced moving average technical indicators In: Resources Policy.
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2019Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2010Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article50
2010Cross-correlations between Chinese A-share and B-share markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article90
2010Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article13
2010Analysis of market efficiency for the Shanghai stock market over time In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article37
2011Analysis of the efficiency of the Shanghai stock market: A volatility perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2011Multifractal detrending moving average analysis on the US Dollar exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article48
2011A copula–multifractal volatility hedging model for CSI 300 index futures In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
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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2011Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article65
2014Cross-correlations between spot and futures markets of nonferrous metals In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2016Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article22
2016Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article25
2017Understanding the multifractality in portfolio excess returns In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2017Revisiting the multifractality in stock returns and its modeling implications In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2019Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2020Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions In: International Review of Economics & Finance.
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2022Good oil volatility, bad oil volatility, and stock return predictability In: International Review of Economics & Finance.
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2015Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? In: Management Science.
[Full Text][Citation analysis]		article33
2013Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis In: Computational Economics.
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2021Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks In: Computational Economics.
[Full Text][Citation analysis]		article0
2016Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging In: Empirical Economics.
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2022To jump or not to jump: momentum of jumps in crude oil price volatility prediction In: Financial Innovation.
[Full Text][Citation analysis]		article0
2022Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error In: Applied Economics.
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2022Good volatility, bad volatility, and time series return predictability In: The European Journal of Finance.
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2020Macroeconomic fundamentals, jump dynamics and expected volatility In: Quantitative Finance.
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2021Macroeconomic uncertainty and expected shortfall (and value at risk): a new dynamic semiparametric model In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2022Managerial ability and idiosyncratic volatility In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2017Time?Varying Parameter Realized Volatility Models In: Journal of Forecasting.
[Full Text][Citation analysis]		article11
2018Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model In: Journal of Forecasting.
[Full Text][Citation analysis]		article11
2021What can we learn from the return predictability over the business cycle? In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2021Forecasting aggregate market volatility: The role of good and bad uncertainties In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2021Forecasting US stock market volatility: How to use international volatility information In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2022Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2022Forecasting Bitcoin volatility: A new insight from the threshold regression model In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2022Uncertainty and the predictability of stock returns 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.
[Full Text][Citation analysis]		article7
2021Realized bipower variation, jump components, and option valuation In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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