Yudong Wang : Citation Profile

Nanjing University of Science and Technology

35

H index

73

i10 index

3873

Citations

RESEARCH PRODUCTION:

135

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 258
   Journals where Yudong Wang has often published
   Relations with other researchers
   Recent citing documents: 393.    Total self citations: 94 (2.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa928
   Updated: 2025-05-10    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Zhang, Yaojie (32)

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 (155)

GUPTA, RANGAN (58)

Lin, Boqiang (46)

Tiwari, Aviral (43)

Zhang, Yue-Jun (42)

Salisu, Afees (37)

Shahzad, Syed Jawad Hussain (37)

Nguyen, Duc Khuong (27)

Wang, Gang-Jin (26)

Ferreira, Paulo (25)

Yoon, Seong-Min (24)

Cites to:

Kilian, Lutz (335)

Zhang, Yaojie (184)

Bollerslev, Tim (180)

Diebold, Francis (153)

Hamilton, James (130)

Campbell, John (127)

Baumeister, Christiane (123)

Zhou, Guofu (116)

Andersen, Torben (81)

Wang, Yudong (78)

Engle, Robert (76)

Main data

Where Yudong Wang has published?

Journals with more than one article published# docs
Energy Economics28
Physica A: Statistical Mechanics and its Applications14
Energy11
Journal of Forecasting11
Economic Modelling8
Resources Policy7
Journal of Empirical Finance7
International Journal of Forecasting6
Journal of Futures Markets5
International Review of Economics & Finance4
International Review of Financial Analysis4
Palgrave Communications3
Computational Economics2
Economics Letters2
Empirical Economics2
Quantitative Finance2
Finance Research Letters2
Applied Economics2
Journal of Financial Markets2
Journal of Banking & Finance2

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

Recent works citing Yudong Wang (2025 and 2024)

YearTitle of citing document
2024Information Acquisition and Individual Investors’ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698.

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2024Information Acquisition and Individual Investors€™ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2024-698.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Stewart, Shamar ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343936.

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2025Global Multidimensional Poverty Prediction using World Development Indicators. (2025). García Arancibia, Rodrigo ; Gonzalez, Daniela Agostina ; Girela, Ignacio. In: Working Papers. RePEc:aoz:wpaper:350.

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2024Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

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2024Predictive Decision Synthesis for Portfolios: Betting on Better Models. (2024). West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2405.01598.

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2024Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849.

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2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

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2024Causality-Inspired Models for Financial Time Series Forecasting. (2024). Lu, Yutong ; Lin, XI ; Cucuringu, Mihai ; Oliveira, Daniel Cunha ; Fujita, Andre. In: Papers. RePEc:arx:papers:2408.09960.

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2024EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024Review of the EU ETS Literature: A Bibliometric Perspective. (2024). Salvagnin, Cristiano. In: Papers. RePEc:arx:papers:2409.01739.

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2024Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen. In: Papers. RePEc:arx:papers:2411.09452.

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2025Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis. (2025). Sonani, Meet Satishbhai ; Badii, Atta ; Moin, Armin. In: Papers. RePEc:arx:papers:2502.15813.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alsunbul, Saad ; Boujlil, Rhada ; Alzugaiby, Basim. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Trade credit and corporate digital transformation: The role of managerial ability. (2024). Yarovaya, Larisa ; Wang, Liukai ; Huang, Heshu. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:779-806.

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2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS. (2024). Gallo, Giampiero ; Otranto, Edoardo ; Domianello, Luca Scaffidi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:21-43.

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2024A Green Wave in Media: A Change of Tack in Stock Markets. (2024). Bessec, Marie ; Fouquau, Julien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1026-1057.

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2024The Relationship Between Stock Performance and Money Supply Based on VAR Model in the Context of E-commerce. (2024). Lianshi, Qiu. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:12:n:1013.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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2024Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Turkiye. (2024). Akarsu, Gaulsaum ; Berke, Burcu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00456.

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2024The Impact of Crude Oil Price Shock: Evidence from Bangladesh. (2024). Shen, Qian ; Bhuyan, Rafiqul ; Saha, Joti ; Hossain, Mohammad Sogir. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-28.

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2024The Effects of Geopolitical Risks on Oil Price Volatility. (2024). Doan, Nhien Tuyet ; Truong, Loc Dong ; Kim, Anh Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-46.

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2024Does Green Energy Investment Effects on Islamic and Conventional Stock Markets? New Evidence from Advanced Economies. (2024). Avazkhodjaev, Salokhiddin ; Dhiensiri, Nont ; Mukhamedov, Farkhod. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-64.

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2024Reinvestigating the Oil Dependency of the GCC Countries€™ Stock Market: A Regime-Switching Cointegration Approach. (2024). Razaq, Yousef Abdul ; Ebadi, Esmaeil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-39.

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2024Estimating the Impact of Oil Price Volatility on the Ecuadorian Economy: A MIDAS Approach. (2024). Rodrguez-Bustos, Andrea Johanna ; Bajaa-Villagomez, Yanina Shegia ; Camacho-Villagomez, Freddy Ronalde. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-34.

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2024Effects of Crude Oil Price Uncertainty on Fossil Fuel Production, Clean Energy Consumption, and Output Growth: An Empirical Study of the U.S.. (2024). Rakhimov, Eshmurod ; Dhiensiri, Nont ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-36.

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2024Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia€™s Financial and Renewable Energy Sectors. (2024). Jalolova, Madina ; Avazkhodjaev, Salokhiddin ; Askarova, Mavluda ; Achilova, Nargiza ; Amirdjanova, Sitora ; Otajonova, Charoskhon. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-50.

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2024Decomposition prediction fractional-order PID reinforcement learning for short-term smart generation control of integrated energy systems. (2024). Yin, Linfei ; Zheng, DA. In: Applied Energy. RePEc:eee:appene:v:355:y:2024:i:c:s0306261923016100.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Sakarya, Burhan ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024Levelized cost of electricity in renewable energy communities: Uncertainty propagation analysis. (2024). Bracco, Stefano ; De-Simon, Miguel ; Pagnini, Luisa ; Delfino, Federico. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s0306261924006615.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2025Exploiting the potential of carbon emission reduction in cropping-livestock systems: Managing water-energy-food nexus for sustainable development. (2025). Guo, Ping ; Xu, Xiaoyu ; Wu, Hui ; Yue, Qiong. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924018269.

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2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). You, Zhe ; Gong, Mengqi ; Wang, Longle ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

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2024Impacts of CEO-employee pay disparity on investor behavior and market dynamics: Evidence from laboratory asset markets. (2024). Chen, Shu ; Wang, Jiaqi ; Yang, Xiaolan. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001718.

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2024A multifractal approach to understanding Forbush Decrease events: Correlations with geomagnetic storms and space weather phenomena. (2024). Sierra-Porta, D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006416.

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2024Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Su, Zhi ; Zhang, Yongji ; Lan, Minghui ; Liu, Lingxi ; Wang, KE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1045-1060.

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2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

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2024Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods. (2024). Lee, Chien-Chiang ; Ozkan, Oktay ; Olasehinde-Williams, Godwin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:908-919.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. (2024). Wang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001882.

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2024Systemic risk monitoring model from the perspective of public information arrival. (2024). Wu, Yan ; Zhu, Xingting ; Yan, Han ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664.

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2024Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Xu, Wei ; Tang, Pan ; Wang, Haosen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

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2024Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China. (2024). Wang, Yufeng ; Huang, Xinya ; Li, Houjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000913.

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2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

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2024Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options. (2024). Li, Zhe ; Xiao, Weilin ; Shen, Jiashuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001311.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2024Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model. (2024). Chen, Yan ; Zhang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001608.

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2024A data-driven approach for optimal operational and financial commodity hedging. (2024). Minner, Stefan ; Rettinger, Moritz ; Mandl, Christian. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:341-360.

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2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Guo, Pengwei ; Oxley, Les ; Liu, Han. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

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2024How do political tensions and geopolitical risks impact oil prices?. (2024). Saadaoui, Jamel ; Mignon, Valérie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300717x.

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2024Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors. (2024). Zhao, Yanzhi ; Zhou, Yanan ; Ma, Xiaojun ; Dong, Qingli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

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2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhang, Yunhan ; Li, Yan ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Sun, Yuying ; Wang, Shouyang ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Energy price uncertainty, environmental policy, and firm investment: A dynamic modeling approach. (2024). Deng, Zhengxing ; Hao, YU. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000148.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024Sustainability of renewable energy in China: Enhanced strategic investment and displaced R&D expenditure. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000203.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties. (2024). Zhang, Dayong ; Ji, Qiang ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000628.

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2024International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902.

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2024Geopolitical risk and renewable energy consumption: Evidence from a spatial convergence perspective. (2024). Ren, Xiaohang ; Jin, YI ; Yang, Wanping. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000926.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024Unveiling the enigma: Exploring how uncertain crude oil prices shape investment expenditure and efficiency in Chinese enterprises. (2024). Shang, Yuping ; Ma, Xiaowei ; Walsh, Steven T ; Bhatia, Meena ; Alofaysan, Hind. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001312.

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2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zeng, Qing ; Zhong, Juandan ; Zhang, Jixiang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2024Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices. (2024). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Iqbal, Najaf ; Alsagr, Naif ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002263.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

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2024Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165.

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2024A time-frequency-based interval decomposition ensemble method for forecasting gasoil prices under the trend of low-carbon development. (2024). Yan, Zichun ; Sun, Yuying ; Wang, Shouyang ; Tian, Fangzhu. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003177.

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2024Analyzing fossil fuel commodities return spillovers during the Russia and Ukraine crisis in the energy market. (2024). Kayani, Umar ; Zahoor, Nadia ; Khan, Maaz ; Nawaz, Farrukh ; Hasnaoui, Amir. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003591.

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2024African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171.

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2024Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419.

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2024Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493.

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2024Low-carbon movement and stock market uncertainty: Insights from international comparisons between fossil fuel companies. (2024). Benlemlih, Mohammed ; Peillex, Jonathan ; el Ouadghiri, Imane ; Platania, Federico ; Hernandez, Celina Toscano. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004547.

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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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2024Solving the Forecast Combination Puzzle Using Double Shrinkages In: Oxford Bulletin of Economics and Statistics.
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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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This paper has nother version. Agregated cites: 19		article
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.
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2023Hedging pressure momentum and the predictability of oil futures returns In: Economic Modelling.
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2011Can GARCH-class models capture long memory in WTI crude oil markets? In: Economic Modelling.
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2012What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications In: Economic Modelling.
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2012Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis In: Economic Modelling.
[Full Text][Citation analysis]		article61
2013Are crude oil spot and futures prices cointegrated? Not always! In: Economic Modelling.
[Full Text][Citation analysis]		article23
2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market In: Economic Modelling.
[Full Text][Citation analysis]		article38
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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2022Oil implied volatility and expected stock returns along the worldwide supply chain In: Energy Economics.
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2022Forecasting the real prices of crude oil: A robust weighted least squares approach In: Energy Economics.
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2023Forecasting the real prices of crude oil: What is the role of parameter instability? In: Energy Economics.
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2023The predictive effect of risk aversion on oil returns under different market conditions In: Energy Economics.
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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors In: Energy Economics.
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2024Exploiting the sentiments: A simple approach for improving cross hedging effectiveness In: Energy Economics.
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2024Forecasting oil futures returns with news In: Energy Economics.
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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.
[Full Text][Citation analysis]		article220
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.
[Full Text][Citation analysis]		article145
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.
[Full Text][Citation analysis]		article15
2021Investor attention and oil market volatility: Does economic policy uncertainty matter? In: Energy Economics.
[Full Text][Citation analysis]		article38
2021Forecasting crude oil prices: A scaled PCA approach In: Energy Economics.
[Full Text][Citation analysis]		article48
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.
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2023Forecasting crude oil price returns: Can nonlinearity help? In: Energy.
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2023Portfolios with return and volatility prediction for the energy stock market In: Energy.
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2024Forecasting the volatility of crude oil basis: Univariate models versus multivariate models In: Energy.
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2024Crude oil futures and the short-term price predictability of petroleum products In: Energy.
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2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article114
2010Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2022Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article34
2024Abnormal temperature and the cross-section of stock returns in China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2023Forecasting stock market volatility: The sum of the parts is more than the whole In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Climate risk exposure and the cross-section of Chinese stock returns In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2021Forecasting stock returns: A time-dependent weighted least squares approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2016Forecasting crude oil market volatility: A Markov switching multifractal volatility approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article65
2020Forecasting commodity prices out-of-sample: Can technical indicators help? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article24
2023Forecasting crude oil market volatility using variable selection and common factor In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2023Forecasting crude oil futures market returns: A principal component analysis combination approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility In: International Journal of Forecasting.
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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article165
2013Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article345
2012Long memory in energy futures markets: Further evidence In: Resources Policy.
[Full Text][Citation analysis]		article22
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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2022Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility In: Resources Policy.
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2023Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions In: Resources Policy.
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2023Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective In: Resources Policy.
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2019Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China In: Pacific-Basin Finance Journal.
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2010Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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2010Cross-correlations between Chinese A-share and B-share markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article94
2010Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2010Analysis of market efficiency for the Shanghai stock market over time In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article41
2011Analysis of the efficiency of the Shanghai stock market: A volatility perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2011Multifractal detrending moving average analysis on the US Dollar exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article53
2011A copula–multifractal volatility hedging model for CSI 300 index futures In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2011Analysis 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]		article83
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]		article66
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]		article24
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]		article28
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]		article13
2019Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance.
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2020Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article17
2022Good oil volatility, bad oil volatility, and stock return predictability In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2023Forecasting crude oil prices: A reduced-rank approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2023Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index In: Research in International Business and Finance.
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2015Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? In: Management Science.
[Full Text][Citation analysis]		article55
2013Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis In: Computational Economics.
[Full Text][Citation analysis]		article17
2021Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks In: Computational Economics.
[Full Text][Citation analysis]		article1
2023Eye in outer space: satellite imageries of container ports can predict world stock returns In: Palgrave Communications.
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2023Cloud cover and expected oil returns In: Palgrave Communications.
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2024Modelling and forecasting crude oil price volatility with climate policy uncertainty In: Palgrave Communications.
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2016Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging In: Empirical Economics.
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2024Forecasting the equity premium using weighted regressions: Does the jump variation help? 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.
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2022Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error In: Applied Economics.
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2023Forecasting stock market realized volatility: the role of global terrorist attacks 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.
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2022Managerial ability and idiosyncratic volatility In: International Journal of Finance & Economics.
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2017Time‐Varying Parameter Realized Volatility Models In: Journal of Forecasting.
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2018Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model In: Journal of Forecasting.
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2021What can we learn from the return predictability over the business cycle? In: Journal of Forecasting.
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2021Forecasting aggregate market volatility: The role of good and bad uncertainties In: Journal of Forecasting.
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2021Forecasting US stock market volatility: How to use international volatility information In: Journal of Forecasting.
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2022Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach In: Journal of Forecasting.
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2022Forecasting Bitcoin volatility: A new insight from the threshold regression model In: Journal of Forecasting.
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2022Uncertainty and the predictability of stock returns In: Journal of Forecasting.
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2023Forecasting the stock risk premium: A new statistical constraint In: Journal of Forecasting.
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2024Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint In: Journal of Forecasting.
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2024Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? In: Journal of Forecasting.
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2019Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model In: Journal of Futures Markets.
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2021Realized bipower variation, jump components, and option valuation In: Journal of Futures Markets.
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2023The predictability of iron ore futures prices: A product‐material lead–lag effect In: Journal of Futures Markets.
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2024The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns In: Journal of Futures Markets.
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2024Modeling and forecasting stock return volatility using the HARGARCH model with VIX information In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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