Yudong Wang : Citation Profile

Nanjing University of Science and Technology

36

H index

80

i10 index

4223

Citations

RESEARCH PRODUCTION:

141

Articles

2

Papers

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 263
   Journals where Yudong Wang has often published
   Relations with other researchers
   Recent citing documents: 640.    Total self citations: 97 (2.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa928
   Updated: 2025-12-20    RAS profile: 2025-10-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Zhang, Yaojie (34)

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 (165)

GUPTA, RANGAN (65)

Lin, Boqiang (49)

Tiwari, Aviral (47)

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 (343)

Zhang, Yaojie (196)

Bollerslev, Tim (186)

Diebold, Francis (156)

Hamilton, James (130)

Campbell, John (129)

Baumeister, Christiane (124)

Zhou, Guofu (119)

Andersen, Torben (86)

Wang, Yudong (78)

Engle, Robert (77)

Main data

Where Yudong Wang has published?

Journals with more than one article published# docs
Energy Economics28
Physica A: Statistical Mechanics and its Applications14
Energy12
Journal of Forecasting11
Economic Modelling8
Resources Policy7
Journal of Empirical Finance7
International Journal of Forecasting6
Journal of Futures Markets5
International Review of Financial Analysis5
International Review of Economics & Finance4
Humanities and Social Sciences Communications3
Economics Letters3
Journal of Banking & Finance2
Computational Economics2
Applied Economics2
Empirical Economics2
Finance Research Letters2
Quantitative Finance2
Journal of Financial Markets2

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Massa, Olga Isengildina ; Stewart, Shamar L. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343936.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025EUR-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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets. (2025). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2504.18960.

Full description at Econpapers || Download paper

2025Enterprise value, economic and policy uncertainties: the case of US air carriers. (2025). Adrangi, Bahram ; Kolay, Madhuparna ; Raffiee, Kambiz ; Chatrath, Arjun. In: Papers. RePEc:arx:papers:2506.07766.

Full description at Econpapers || Download paper

2025Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483.

Full description at Econpapers || Download paper

2025Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective. (2025). Chakraborty, Avirup. In: Papers. RePEc:arx:papers:2510.22341.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489.

Full description at Econpapers || Download paper

2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

Full description at Econpapers || Download paper

2024Economic and supply chain impacts from energy price shocks in Southeast Asia. (2024). Simshauser, Paul ; Nong, Duy ; Nguyen, Duong Binh ; Pham, Hien. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:929-940.

Full description at Econpapers || Download paper

2025Resilience of energy market under geopolitical risks: What’s the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724.

Full description at Econpapers || Download paper

2025Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277.

Full description at Econpapers || Download paper

2025Reducing supply shock-led inflation in emerging markets. (2025). Goyal, Ashima ; Ray, Sritama. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2278-2301.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Estimation and forecast of carbon emission market volatility based on model averaging method. (2025). Wang, Qianchao ; Li, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s026499932400333x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression. (2025). Wang, Nairong ; Zhu, Huiming ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001888.

Full description at Econpapers || Download paper

2025Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds. (2025). Fu, Xinxin ; Luo, Changqing ; Dong, Liang ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080.

Full description at Econpapers || Download paper

2025Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213.

Full description at Econpapers || Download paper

2025Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225.

Full description at Econpapers || Download paper

2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

Full description at Econpapers || Download paper

2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

Full description at Econpapers || Download paper

2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

Full description at Econpapers || Download paper

2025Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

Full description at Econpapers || Download paper

2025Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information. (2025). Xu, Buyun ; Wu, Zhimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000087.

Full description at Econpapers || Download paper

2025Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks. (2025). Wang, Lei ; Zheng, Xin ; Chen, Tingqiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000440.

Full description at Econpapers || Download paper

2025A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures. (2025). Chen, Zhenlong ; Zhou, Qingnan ; Liu, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000488.

Full description at Econpapers || Download paper

2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

Full description at Econpapers || Download paper

2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

Full description at Econpapers || Download paper

2025Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993.

Full description at Econpapers || Download paper

2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

Full description at Econpapers || Download paper

2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data. (2024). Strauss, Jack ; Mekelburg, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000732.

Full description at Econpapers || Download paper

2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Works by Yudong Wang:

YearTitleTypeCited
2022Shrinking return forecasts In: The Financial Review.
[Full Text][Citation analysis]		article2
2024Solving the Forecast Combination Puzzle Using Double Shrinkages In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2017Forecasting Stock Returns: A Predictor-Constrained Approach In: Working Papers.
[Full Text][Citation analysis]		paper21
2018Forecasting Stock Returns: A Predictor-Constrained Approach.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2020Forecasting stock returns: A predictor-constrained approach.(2020) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2021Economic-environmental equilibrium-based bi-level dispatch strategy towards integrated electricity and natural gas systems In: Applied Energy.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article0
2021Realized skewness and the short-term predictability for aggregate stock market volatility In: Economic Modelling.
[Full Text][Citation analysis]		article13
2023Hedging pressure momentum and the predictability of oil futures returns In: Economic Modelling.
[Full Text][Citation analysis]		article4
2011Can GARCH-class models capture long memory in WTI crude oil markets? In: Economic Modelling.
[Full Text][Citation analysis]		article37
2012What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications In: Economic Modelling.
[Full Text][Citation analysis]		article7
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]		article62
2013Are crude oil spot and futures prices cointegrated? Not always! In: Economic Modelling.
[Full Text][Citation analysis]		article24
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.
[Full Text][Citation analysis]		article9
2015Commodity price changes and the predictability of economic policy uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article62
2016A nonparametric approach to test for predictability In: Economics Letters.
[Full Text][Citation analysis]		article1
2025Global climate policy uncertainty and carbon market volatility: Aggravating or mitigating across market conditions? In: Economics Letters.
[Full Text][Citation analysis]		article0
2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article136
2018Momentum of return predictability In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article36
2018Oil and the short-term predictability of stock return volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article97
2019Dynamic portfolio allocation with time-varying jump risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article150
2020Industry equi-correlation: A powerful predictor of stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article9
2022Oil implied volatility and expected stock returns along the worldwide supply chain In: Energy Economics.
[Full Text][Citation analysis]		article7
2022Forecasting the real prices of crude oil: A robust weighted least squares approach In: Energy Economics.
[Full Text][Citation analysis]		article1
2023Forecasting the real prices of crude oil: What is the role of parameter instability? In: Energy Economics.
[Full Text][Citation analysis]		article3
2023The predictive effect of risk aversion on oil returns under different market conditions In: Energy Economics.
[Full Text][Citation analysis]		article2
2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors In: Energy Economics.
[Full Text][Citation analysis]		article2
2024Exploiting the sentiments: A simple approach for improving cross hedging effectiveness In: Energy Economics.
[Full Text][Citation analysis]		article1
2024Forecasting oil futures returns with news In: Energy Economics.
[Full Text][Citation analysis]		article1
2010Is 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]		article87
2010Forecasting crude oil market volatility: Further evidence using GARCH-class models In: Energy Economics.
[Full Text][Citation analysis]		article225
2012Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? In: Energy Economics.
[Full Text][Citation analysis]		article114
2014Oil price shocks and agricultural commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article153
2014Hedging crude oil using refined product: A regime switching asymmetric DCC approach In: Energy Economics.
[Full Text][Citation analysis]		article48
2015Forecasting excess stock returns with crude oil market data In: Energy Economics.
[Full Text][Citation analysis]		article45
2015Forecasting the real prices of crude oil under economic and statistical constraints In: Energy Economics.
[Full Text][Citation analysis]		article33
2016Disentangling the determinants of real oil prices In: Energy Economics.
[Full Text][Citation analysis]		article48
2016The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach In: Energy Economics.
[Full Text][Citation analysis]		article24
2016What the investors need to know about forecasting oil futures return volatility In: Energy Economics.
[Full Text][Citation analysis]		article19
2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models In: Energy Economics.
[Full Text][Citation analysis]		article46
2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries In: Energy Economics.
[Full Text][Citation analysis]		article40
2018Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model In: Energy Economics.
[Full Text][Citation analysis]		article13
2018Predictability of crude oil prices: An investor perspective In: Energy Economics.
[Full Text][Citation analysis]		article16
2019Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics.
[Full Text][Citation analysis]		article69
2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective In: Energy Economics.
[Full Text][Citation analysis]		article114
2020Forecasting the real prices of crude oil using robust regression models with regularization constraints In: Energy Economics.
[Full Text][Citation analysis]		article18
2020Can commodity prices forecast exchange rates? In: Energy Economics.
[Full Text][Citation analysis]		article20
2021Investor attention and oil market volatility: Does economic policy uncertainty matter? In: Energy Economics.
[Full Text][Citation analysis]		article44
2021Forecasting crude oil prices: A scaled PCA approach In: Energy Economics.
[Full Text][Citation analysis]		article55
2021How does corporate investment react to oil prices changes? Evidence from China In: Energy Economics.
[Full Text][Citation analysis]		article16
2016Oil price shocks and U.S. dollar exchange rates In: Energy.
[Full Text][Citation analysis]		article41
2017The effects of oil shocks on export duration of China In: Energy.
[Full Text][Citation analysis]		article5
2018The dynamic spillover between carbon and energy markets: New evidence In: Energy.
[Full Text][Citation analysis]		article138
2019Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks In: Energy.
[Full Text][Citation analysis]		article16
2020Extreme 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]		article32
2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression In: Energy.
[Full Text][Citation analysis]		article19
2022Geopolitical risk trends and crude oil price predictability In: Energy.
[Full Text][Citation analysis]		article56
2023Forecasting crude oil price returns: Can nonlinearity help? In: Energy.
[Full Text][Citation analysis]		article6
2023Portfolios with return and volatility prediction for the energy stock market In: Energy.
[Full Text][Citation analysis]		article4
2024Forecasting the volatility of crude oil basis: Univariate models versus multivariate models In: Energy.
[Full Text][Citation analysis]		article1
2024Crude oil futures and the short-term price predictability of petroleum products In: Energy.
[Full Text][Citation analysis]		article2
2025Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis In: Energy.
[Full Text][Citation analysis]		article0
2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article120
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]		article54
2024Abnormal temperature and the cross-section of stock returns in China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2025Model specification for volatility forecasting benchmark 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]		article1
2023Climate risk exposure and the cross-section of Chinese stock returns In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2021Forecasting stock returns: A time-dependent weighted least squares approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article6
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]		article69
2020Forecasting commodity prices out-of-sample: Can technical indicators help? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2023Forecasting crude oil market volatility using variable selection and common factor In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2023Forecasting crude oil futures market returns: A principal component analysis combination approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article15
2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article25
2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2019Oil price increases and the predictability of equity premium In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article79
2016Forecasting realized volatility in a changing world: A dynamic model averaging approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article179
2013Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article364
2024Forecasting crude oil returns with oil-related industry ESG indices In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2012Long memory in energy futures markets: Further evidence In: Resources Policy.
[Full Text][Citation analysis]		article23
2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? In: Resources Policy.
[Full Text][Citation analysis]		article16
2021Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications In: Resources Policy.
[Full Text][Citation analysis]		article8
2022Forecasting crude oil market returns: Enhanced moving average technical indicators In: Resources Policy.
[Full Text][Citation analysis]		article7
2022Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility In: Resources Policy.
[Full Text][Citation analysis]		article9
2023Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions In: Resources Policy.
[Full Text][Citation analysis]		article15
2023Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective In: Resources Policy.
[Full Text][Citation analysis]		article13
2019Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article8
2010Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article57
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]		article42
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]		article67
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]		article29
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
2025Does e-commerce development drive regional entrepreneurial activity? Spatial spillover effect and mechanism analysis In: International Journal of Production Economics.
[Full Text][Citation analysis]		article1
2019Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
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]		article21
2022Good oil volatility, bad oil volatility, and stock return predictability In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article10
2023Forecasting crude oil prices: A reduced-rank approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article11
2023Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2015Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? In: Management Science.
[Full Text][Citation analysis]		article63
2025Is Information Risk Priced? New Evidence from Outer Space In: Management Science.
[Full Text][Citation analysis]		article0
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: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article0
2023Cloud cover and expected oil returns In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article0
2024Modelling and forecasting crude oil price volatility with climate policy uncertainty In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article5
2016Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging In: Empirical Economics.
[Full Text][Citation analysis]		article35
2024Forecasting the equity premium using weighted regressions: Does the jump variation help? In: Empirical Economics.
[Full Text][Citation analysis]		article1
2022To jump or not to jump: momentum of jumps in crude oil price volatility prediction In: Financial Innovation.
[Full Text][Citation analysis]		article1
2022Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error In: Applied Economics.
[Full Text][Citation analysis]		article4
2023Forecasting stock market realized volatility: the role of global terrorist attacks In: Applied Economics.
[Full Text][Citation analysis]		article0
2022Good volatility, bad volatility, and time series return predictability In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2020Macroeconomic fundamentals, jump dynamics and expected volatility In: Quantitative Finance.
[Full Text][Citation analysis]		article11
2021Macroeconomic uncertainty and expected shortfall (and value at risk): a new dynamic semiparametric model In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2022Managerial ability and idiosyncratic volatility In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article3
2017Time‐Varying Parameter Realized Volatility Models In: Journal of Forecasting.
[Full Text][Citation analysis]		article13
2018Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model In: Journal of Forecasting.
[Full Text][Citation analysis]		article26
2021What can we learn from the return predictability over the business cycle? In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2021Forecasting aggregate market volatility: The role of good and bad uncertainties In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2021Forecasting US stock market volatility: How to use international volatility information In: Journal of Forecasting.
[Full Text][Citation analysis]		article10
2022Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2022Forecasting Bitcoin volatility: A new insight from the threshold regression model In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2022Uncertainty and the predictability of stock returns In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2023Forecasting the stock risk premium: A new statistical constraint In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2024Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2024Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2019Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model In: Journal of Futures Markets.
[Full Text][Citation analysis]		article20
2021Realized bipower variation, jump components, and option valuation In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2023The predictability of iron ore futures prices: A product‐material lead–lag effect In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2024The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2024Modeling and forecasting stock return volatility using the HARGARCH model with VIX information In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team