31
H index
63
i10 index
3137
Citations
Nanjing University of Science and Technology | 31 H index 63 i10 index 3137 Citations RESEARCH PRODUCTION: 120 Articles 2 Papers RESEARCH ACTIVITY: 14 years (2009 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwa928 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yudong Wang. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Brandeis University, Department of Economics and International Business School | 2 |
Year | Title of citing document | |
---|---|---|
2023 | Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-690. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Adaptive hedging horizon and hedging performance estimation. (2023). Han, Qing ; Di, Junpeng ; Haoyu, Wang. In: Papers. RePEc:arx:papers:2302.00251. Full description at Econpapers || Download paper | |
2023 | Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162. Full description at Econpapers || Download paper | |
2023 | Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419. Full description at Econpapers || Download paper | |
2023 | Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096. Full description at Econpapers || Download paper | |
2023 | Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123. Full description at Econpapers || Download paper | |
2023 | Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849. Full description at Econpapers || Download paper | |
2023 | Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143. Full description at Econpapers || Download paper | |
2023 | Will climate change jeopardize the Vietnamese target of maintaining farmland for food security? A fractional multinomial logit analysis of land use choice. (2023). Scrimgeour, Frank ; Chau, Trinh Nguyen. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:4:p:570-587. Full description at Econpapers || Download paper | |
2023 | The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87. Full description at Econpapers || Download paper | |
2023 | Predicting stock realized variance based on an asymmetric robust regression approach. (2023). He, Mengxi ; Zhang, Yaojie ; Hao, Xianfeng ; Zhao, Yuqi. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1022-1047. Full description at Econpapers || Download paper | |
2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper | |
2023 | The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57. Full description at Econpapers || Download paper | |
2023 | Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14. Full description at Econpapers || Download paper | |
2023 | The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45. Full description at Econpapers || Download paper | |
2023 | Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy. (2023). , Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-7. Full description at Econpapers || Download paper | |
2023 | TLIA: Time-series forecasting model using long short-term memory integrated with artificial neural networks for volatile energy markets. (2023). Ewees, Ahmed A ; Elaziz, Mohamed Abd ; Aseeri, Ahmad O ; Cai, Zhihua ; Alrassas, Ayman Mutahar ; Al-Alimi, Dalal. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s0306261923005949. Full description at Econpapers || Download paper | |
2023 | Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103. Full description at Econpapers || Download paper | |
2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper | |
2023 | Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?. (2023). Indra, Muhammad Yusuf ; Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:134-152. Full description at Econpapers || Download paper | |
2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper | |
2023 | Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872. Full description at Econpapers || Download paper | |
2023 | On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947. Full description at Econpapers || Download paper | |
2023 | Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254. Full description at Econpapers || Download paper | |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
2023 | Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797. Full description at Econpapers || Download paper | |
2023 | Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802. Full description at Econpapers || Download paper | |
2023 | Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086. Full description at Econpapers || Download paper | |
2023 | Forecasting the realized volatility of Energy Stock Market: A multimodel comparison. (2023). Guo, Lili ; Su, Mengying ; Li, Junwen ; Hu, Jiayu ; Zhou, Deheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000189. Full description at Econpapers || Download paper | |
2023 | The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281. Full description at Econpapers || Download paper | |
2023 | Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487. Full description at Econpapers || Download paper | |
2023 | Forecasting VIX using two-component realized EGARCH model. (2023). Liu, LI ; Zhao, AN ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000578. Full description at Econpapers || Download paper | |
2023 | Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2023 | Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers || Download paper | |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper | |
2023 | Hedging with automatic liquidation and leverage selection on bitcoin futures. (2023). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:478-493. Full description at Econpapers || Download paper | |
2023 | A machine learning approach for comparing the largest firm effect. (2023). Fabozzi, Frank J ; Kang, Taehyeon ; Han, Jiwoon ; Ho, Jang. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001121. Full description at Econpapers || Download paper | |
2023 | Board generational diversity in emerging markets. (2023). Iwasaki, Ichiro ; Mizobata, Satoshi ; Ma, Xinxin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000341. Full description at Econpapers || Download paper | |
2023 | Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226. Full description at Econpapers || Download paper | |
2023 | Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122. Full description at Econpapers || Download paper | |
2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper | |
2023 | Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. (2023). Chevallier, Julien ; Ma, Feng ; Tan, Xueping ; Guo, Xiaozhu ; Wang, Jiqian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005485. Full description at Econpapers || Download paper | |
2023 | The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734. Full description at Econpapers || Download paper | |
2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper | |
2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper | |
2023 | Does environmental pollution liability insurance promote environmental performance? Firm-level evidence from quasi-natural experiment in China. (2023). Lyu, Chaofeng ; Sun, Chuanwang ; Chen, KE ; Zhu, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006223. Full description at Econpapers || Download paper | |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper | |
2023 | Does oil price uncertainty affect corporate innovation?. (2023). Aktas, Elvan ; Wang, Xinyu ; Amin, Md Ruhul. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000117. Full description at Econpapers || Download paper | |
2023 | Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294. Full description at Econpapers || Download paper | |
2023 | Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312. Full description at Econpapers || Download paper | |
2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper | |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
2023 | Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020. Full description at Econpapers || Download paper | |
2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper | |
2023 | The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172. Full description at Econpapers || Download paper | |
2023 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251. Full description at Econpapers || Download paper | |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330. Full description at Econpapers || Download paper | |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper | |
2023 | Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676. Full description at Econpapers || Download paper | |
2023 | The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220. Full description at Econpapers || Download paper | |
2023 | Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256. Full description at Econpapers || Download paper | |
2023 | Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x. Full description at Econpapers || Download paper | |
2023 | What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347. Full description at Econpapers || Download paper | |
2023 | Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475. Full description at Econpapers || Download paper | |
2023 | Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918. Full description at Econpapers || Download paper | |
2023 | The impact of consumer confidence on oil prices. (2023). Zhong, Yifan ; Umar, Muhammad ; Mirza, Nawazish ; Wang, Dan ; Su, Chi-Wei. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003183. Full description at Econpapers || Download paper | |
2023 | Asymmetric effect of the oil price in the ecuadorian economy. (2023). Carrillo-Maldonado, Paul ; Bunce, Alan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003742. Full description at Econpapers || Download paper | |
2023 | A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864. Full description at Econpapers || Download paper | |
2023 | Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237. Full description at Econpapers || Download paper | |
2023 | Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty and audit fees: Evidence from the energy industry. (2023). Miao, Xiao ; Zhang, Yun ; Chen, Meng ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300350x. Full description at Econpapers || Download paper | |
2023 | Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729. Full description at Econpapers || Download paper | |
2023 | Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948. Full description at Econpapers || Download paper | |
2023 | Forecasting the crude oil prices with an EMD-ISBM-FNN model. (2023). Wang, Donghua ; Zheng, Chunling ; Fang, Tianhui. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222022897. Full description at Econpapers || Download paper | |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper | |
2023 | Energy demand forecasting in China: A support vector regression-compositional data second exponential smoothing model. (2023). Xiao, Xinping ; Wen, Jianghui ; Zhang, Yue ; Rao, Congjun ; Goh, Mark. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222028419. Full description at Econpapers || Download paper | |
2023 | Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930. Full description at Econpapers || Download paper | |
2023 | The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303. Full description at Econpapers || Download paper | |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
2023 | Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385. Full description at Econpapers || Download paper | |
2023 | Can green tax policy promote Chinas energy transformation?— A nonlinear analysis from production and consumption perspectives. (2023). Tian, Lixin ; Yin, Weijun ; Yang, Kun ; Chen, Gang ; Fang, Guochang. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223002128. Full description at Econpapers || Download paper | |
2023 | The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062. Full description at Econpapers || Download paper | |
2023 | Forecasting European Union allowances futures: The role of technical indicators. (2023). Tang, Pan ; Zhang, Ditian. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003109. Full description at Econpapers || Download paper | |
2023 | Is renewable energy use lowering resource-related uncertainties?. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Olanipekun, Ifedolapo Olabisi. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223003432. Full description at Econpapers || Download paper | |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper | |
2023 | Double recovery strategy of carbon for coal-to-power based on a multi-energy system with tradable green certificates. (2023). Fan, Lurong ; Ma, Ning. In: Energy. RePEc:eee:energy:v:273:y:2023:i:c:s0360544223006643. Full description at Econpapers || Download paper | |
2023 | Assessment of the global energy transition: Based on trade embodied energy analysis. (2023). Peng, Shengnan ; Yuan, Hui ; Hu, Han ; Liu, Chan ; Tan, Zhanglu ; Zhou, Xuanru ; Zheng, Shuxian ; Cai, Xiaomei. In: Energy. RePEc:eee:energy:v:273:y:2023:i:c:s0360544223006680. Full description at Econpapers || Download paper | |
2023 | The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises. (2023). Umar, Muhammad ; Lobon, Oana-Ramona ; Qin, Meng ; Pang, Li-Dong ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223006989. Full description at Econpapers || Download paper | |
2023 | The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788. Full description at Econpapers || Download paper | |
2023 | Multi-stakeholder equilibrium-based subsidy allocation mechanism for promoting coalbed methane scale extraction-utilization. (2023). Zhang, Wen ; Ma, Ning ; Fan, Lurong. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s036054422300974x. Full description at Econpapers || Download paper | |
2023 | The spillover effects in the “Energy – Carbon – Stock” system – Evidence from China. (2023). Chen, Guangkun ; Liu, Xiaoxing ; Tang, Chun. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s0360544223012811. Full description at Econpapers || Download paper | |
2023 | How do multiple policy incentives influence investors’ decisions on biomass co-firing combined with carbon capture and storage retrofit projects for coal-fired power plants?. (2023). Lin, Boqiang ; Zeng, Xianhai ; Tan, Zhizhou. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223012161. Full description at Econpapers || Download paper | |
2023 | The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816. Full description at Econpapers || Download paper | |
2023 | Early warning of critical transitions in crude oil price. (2023). Wang, Anjian ; Gao, Xiangyun. In: Energy. RePEc:eee:energy:v:280:y:2023:i:c:s0360544223014834. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2022 | Shrinking return forecasts In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
2017 | Forecasting Stock Returns: A Predictor-Constrained Approach In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2018 | Forecasting Stock Returns: A Predictor-Constrained Approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2020 | Forecasting stock returns: A predictor-constrained approach.(2020) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2021 | Economic-environmental equilibrium-based bi-level dispatch strategy towards integrated electricity and natural gas systems In: Applied Energy. [Full Text][Citation analysis] | article | 11 |
2021 | The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Realized skewness and the short-term predictability for aggregate stock market volatility In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2023 | Hedging pressure momentum and the predictability of oil futures returns In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2011 | Can GARCH-class models capture long memory in WTI crude oil markets? In: Economic Modelling. [Full Text][Citation analysis] | article | 35 |
2012 | What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2012 | Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 60 |
2013 | Are crude oil spot and futures prices cointegrated? Not always! In: Economic Modelling. [Full Text][Citation analysis] | article | 21 |
2015 | Limited attention of individual investors and stock performance: Evidence from the ChiNext market In: Economic Modelling. [Full Text][Citation analysis] | article | 28 |
2021 | Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2015 | Commodity price changes and the predictability of economic policy uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 51 |
2016 | A nonparametric approach to test for predictability In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 95 |
2018 | Momentum of return predictability In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 25 |
2018 | Oil and the short-term predictability of stock return volatility In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 68 |
2019 | Dynamic portfolio allocation with time-varying jump risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
2019 | Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 88 |
2020 | Industry equi-correlation: A powerful predictor of stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
2022 | Oil implied volatility and expected stock returns along the worldwide supply chain In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2022 | Forecasting the real prices of crude oil: A robust weighted least squares approach In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Forecasting the real prices of crude oil: What is the role of parameter instability? In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2023 | The predictive effect of risk aversion on oil returns under different market conditions In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2010 | Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis In: Energy Economics. [Full Text][Citation analysis] | article | 83 |
2010 | Forecasting crude oil market volatility: Further evidence using GARCH-class models In: Energy Economics. [Full Text][Citation analysis] | article | 201 |
2012 | Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? In: Energy Economics. [Full Text][Citation analysis] | article | 99 |
2014 | Oil price shocks and agricultural commodity prices In: Energy Economics. [Full Text][Citation analysis] | article | 122 |
2014 | Hedging crude oil using refined product: A regime switching asymmetric DCC approach In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
2015 | Forecasting excess stock returns with crude oil market data In: Energy Economics. [Full Text][Citation analysis] | article | 35 |
2015 | Forecasting the real prices of crude oil under economic and statistical constraints In: Energy Economics. [Full Text][Citation analysis] | article | 28 |
2016 | Disentangling the determinants of real oil prices In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
2016 | The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach In: Energy Economics. [Full Text][Citation analysis] | article | 24 |
2016 | What the investors need to know about forecasting oil futures return volatility In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
2017 | Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models In: Energy Economics. [Full Text][Citation analysis] | article | 38 |
2017 | Oil volatility risk and stock market volatility predictability: Evidence from G7 countries In: Energy Economics. [Full Text][Citation analysis] | article | 29 |
2018 | Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
2018 | Predictability of crude oil prices: An investor perspective In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
2019 | Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics. [Full Text][Citation analysis] | article | 43 |
2019 | Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective In: Energy Economics. [Full Text][Citation analysis] | article | 75 |
2020 | Forecasting the real prices of crude oil using robust regression models with regularization constraints In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2020 | Can commodity prices forecast exchange rates? In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
2021 | Investor attention and oil market volatility: Does economic policy uncertainty matter? In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2021 | Forecasting crude oil prices: A scaled PCA approach In: Energy Economics. [Full Text][Citation analysis] | article | 31 |
2021 | How does corporate investment react to oil prices changes? Evidence from China In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
2016 | Oil price shocks and U.S. dollar exchange rates In: Energy. [Full Text][Citation analysis] | article | 35 |
2017 | The effects of oil shocks on export duration of China In: Energy. [Full Text][Citation analysis] | article | 4 |
2018 | The dynamic spillover between carbon and energy markets: New evidence In: Energy. [Full Text][Citation analysis] | article | 91 |
2019 | Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks In: Energy. [Full Text][Citation analysis] | article | 14 |
2020 | Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries In: Energy. [Full Text][Citation analysis] | article | 21 |
2022 | Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression In: Energy. [Full Text][Citation analysis] | article | 8 |
2022 | Geopolitical risk trends and crude oil price predictability In: Energy. [Full Text][Citation analysis] | article | 11 |
2023 | Forecasting crude oil price returns: Can nonlinearity help? In: Energy. [Full Text][Citation analysis] | article | 2 |
2023 | Portfolios with return and volatility prediction for the energy stock market In: Energy. [Full Text][Citation analysis] | article | 0 |
2009 | Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 110 |
2010 | Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
2022 | Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2023 | Forecasting stock market volatility: The sum of the parts is more than the whole In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Climate risk exposure and the cross-section of Chinese stock returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2021 | Forecasting stock returns: A time-dependent weighted least squares approach In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
2016 | Forecasting crude oil market volatility: A Markov switching multifractal volatility approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 59 |
2020 | Forecasting commodity prices out-of-sample: Can technical indicators help? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2023 | Forecasting crude oil market volatility using variable selection and common factor In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2023 | Forecasting crude oil futures market returns: A principal component analysis combination approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2023 | Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2019 | Oil price increases and the predictability of equity premium In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 60 |
2016 | Forecasting realized volatility in a changing world: A dynamic model averaging approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 134 |
2013 | Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 305 |
2012 | Long memory in energy futures markets: Further evidence In: Resources Policy. [Full Text][Citation analysis] | article | 21 |
2020 | Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? In: Resources Policy. [Full Text][Citation analysis] | article | 14 |
2021 | Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
2022 | Forecasting crude oil market returns: Enhanced moving average technical indicators In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
2022 | Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2023 | Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
2023 | Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2019 | Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
2010 | Multifractal 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] | article | 54 |
2010 | Cross-correlations between Chinese A-share and B-share markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 93 |
2010 | Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
2010 | Analysis of market efficiency for the Shanghai stock market over time In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 39 |
2011 | Analysis of the efficiency of the Shanghai stock market: A volatility perspective In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
2011 | Multifractal detrending moving average analysis on the US Dollar exchange rates In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 51 |
2011 | A copula–multifractal volatility hedging model for CSI 300 index futures In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2011 | Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 81 |
2011 | Detrended 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] | article | 66 |
2014 | Cross-correlations between spot and futures markets of nonferrous metals In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2016 | Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 22 |
2016 | Multifractal 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] | article | 28 |
2017 | Understanding the multifractality in portfolio excess returns In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2017 | Revisiting the multifractality in stock returns and its modeling implications In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2019 | Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2020 | Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
2022 | Good oil volatility, bad oil volatility, and stock return predictability In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2023 | Forecasting crude oil prices: A reduced-rank approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2015 | Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? In: Management Science. [Full Text][Citation analysis] | article | 45 |
2013 | Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis In: Computational Economics. [Full Text][Citation analysis] | article | 16 |
2021 | Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2023 | Eye in outer space: satellite imageries of container ports can predict world stock returns In: Palgrave Communications. [Full Text][Citation analysis] | article | 0 |
2023 | Cloud cover and expected oil returns In: Palgrave Communications. [Full Text][Citation analysis] | article | 0 |
2016 | Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging In: Empirical Economics. [Full Text][Citation analysis] | article | 29 |
2022 | To jump or not to jump: momentum of jumps in crude oil price volatility prediction In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2022 | Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2023 | Forecasting stock market realized volatility: the role of global terrorist attacks In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Good volatility, bad volatility, and time series return predictability In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Macroeconomic fundamentals, jump dynamics and expected volatility In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
2021 | Macroeconomic uncertainty and expected shortfall (and value at risk): a new dynamic semiparametric model In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2022 | Managerial ability and idiosyncratic volatility In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Time?Varying Parameter Realized Volatility Models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2018 | Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
2021 | What can we learn from the return predictability over the business cycle? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2021 | Forecasting aggregate market volatility: The role of good and bad uncertainties In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2021 | Forecasting US stock market volatility: How to use international volatility information In: Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2022 | Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2022 | Forecasting Bitcoin volatility: A new insight from the threshold regression model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2022 | Uncertainty and the predictability of stock returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2023 | Forecasting the stock risk premium: A new statistical constraint In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2019 | Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 15 |
2021 | Realized bipower variation, jump components, and option valuation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2023 | The predictability of iron ore futures prices: A product?material lead–lag effect In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team