Yudong Wang : Citation Profile

Are you Yudong Wang?

Nanjing University of Science and Technology

32

H index

70

i10 index

3546

Citations

RESEARCH PRODUCTION:

118

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 253
   Journals where Yudong Wang has often published
   Relations with other researchers
   Recent citing documents: 626.    Total self citations: 81 (2.23 %)

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   Permalink: http://citec.repec.org/pwa928
   Updated: 2024-11-04    RAS profile: 2024-01-11    
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Relations with other researchers

Works with:

Zhang, Yaojie (25)

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 (142)

GUPTA, RANGAN (57)

Lin, Boqiang (41)

Zhang, Yue-Jun (41)

Tiwari, Aviral (37)

Shahzad, Syed Jawad Hussain (37)

Salisu, Afees (36)

Nguyen, Duc Khuong (26)

Ferreira, Paulo (25)

Bouri, Elie (24)

Yoon, Seong-Min (24)

Cites to:

Kilian, Lutz (322)

Bollerslev, Tim (140)

Hamilton, James (129)

Diebold, Francis (122)

Zhang, Yaojie (120)

Baumeister, Christiane (119)

Campbell, John (101)

Zhou, Guofu (90)

Wang, Yudong (76)

Engle, Robert (72)

Rossi, Barbara (65)

Main data

Where Yudong Wang has published?

Journals with more than one article published# docs
Energy Economics25
Physica A: Statistical Mechanics and its Applications14
Energy9
Journal of Forecasting8
Economic Modelling8
Resources Policy7
Journal of Empirical Finance7
International Journal of Forecasting5
International Review of Economics & Finance4
International Review of Financial Analysis3
Applied Economics2
Journal of Futures Markets2
Quantitative Finance2
Finance Research Letters2
Computational Economics2
Journal of Banking & Finance2
Palgrave Communications2
Economics Letters2

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 (2024 and 2023)

YearTitle of citing document
2023Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-690.

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

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2023.

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2023.

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2023Adaptive hedging horizon and hedging performance estimation. (2023). Han, Qing ; Di, Junpeng ; Haoyu, Wang. In: Papers. RePEc:arx:papers:2302.00251.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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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, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

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2023Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143.

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

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2023Will climate change jeopardize the Vietnamese target of maintaining farmland for food security? A fractional multinomial logit analysis of land use choice. (2023). Scrimgeour, Frank ; Chau, Trinh Nguyen. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:4:p:570-587.

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2023The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87.

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2023Predicting stock realized variance based on an asymmetric robust regression approach. (2023). He, Mengxi ; Zhang, Yaojie ; Hao, Xianfeng ; Zhao, Yuqi. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1022-1047.

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2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; 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). Huang, Heshu ; Yarovaya, Larisa ; Wang, Caiting. 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). Liang, Chao ; Wang, LU. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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2023AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2023Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2023Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy. (2023). , Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-7.

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2023TLIA: Time-series forecasting model using long short-term memory integrated with artificial neural networks for volatile energy markets. (2023). Ewees, Ahmed A ; Elaziz, Mohamed Abd ; Aseeri, Ahmad O ; Cai, Zhihua ; Alrassas, Ayman Mutahar ; Al-Alimi, Dalal. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s0306261923005949.

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2024Decomposition prediction fractional-order PID reinforcement learning for short-term smart generation control of integrated energy systems. (2024). Zheng, DA ; Yin, Linfei. 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). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; 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 ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. 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). De-Simon, Miguel ; Delfino, Federico ; Bracco, Stefano ; Pagnini, Luisa. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s0306261924006615.

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2023Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345.

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2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?. (2023). Indra, Muhammad Yusuf ; Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:134-152.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

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2023Exchange rate volatility predictability: A new insight from climate policy uncertainty. (2023). Umar, Muhammad ; Liang, Chao ; Pan, Zhigang ; Peng, Lijuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:688-700.

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2024Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Wang, KE ; Su, Zhi ; Lan, Minghui ; Liu, Lingxi ; Zhang, Yongji. 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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2023On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797.

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

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2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

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2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

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2023Forecasting the realized volatility of Energy Stock Market: A multimodel comparison. (2023). Guo, Lili ; Su, Mengying ; Li, Junwen ; Hu, Jiayu ; Zhou, Deheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000189.

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2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2023Forecasting VIX using two-component realized EGARCH model. (2023). Liu, LI ; Zhao, AN ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000578.

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2023Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. 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). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. 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). Zhu, Xingting ; Liu, Bin ; Yan, Han ; Wu, Yan. 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). Wang, Haosen ; Xu, Wei ; Tang, Pan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2023Optimal model averaging based on forward-validation. (2023). Zhang, Xiaomeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s030440762200094x.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Hedging with automatic liquidation and leverage selection on bitcoin futures. (2023). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:478-493.

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

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2023A machine learning approach for comparing the largest firm effect. (2023). Fabozzi, Frank J ; Kang, Taehyeon ; Han, Jiwoon ; Ho, Jang. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001121.

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2023Board generational diversity in emerging markets. (2023). Iwasaki, Ichiro ; Mizobata, Satoshi ; Ma, Xinxin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000341.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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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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2023Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. (2023). Chevallier, Julien ; Ma, Feng ; Tan, Xueping ; Guo, Xiaozhu ; Wang, Jiqian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005485.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Does environmental pollution liability insurance promote environmental performance? Firm-level evidence from quasi-natural experiment in China. (2023). Lyu, Chaofeng ; Sun, Chuanwang ; Chen, KE ; Zhu, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006223.

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2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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2023Does oil price uncertainty affect corporate innovation?. (2023). Aktas, Elvan ; Wang, Xinyu ; Amin, Md Ruhul. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000117.

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2023Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330.

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

Works by Yudong Wang:

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2022Shrinking return forecasts In: The Financial Review.
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2017Forecasting Stock Returns: A Predictor-Constrained Approach In: Working Papers.
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2018Forecasting Stock Returns: A Predictor-Constrained Approach.(2018) In: Working Papers.
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2020Forecasting stock returns: A predictor-constrained approach.(2020) In: Journal of Empirical Finance.
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2021Economic-environmental equilibrium-based bi-level dispatch strategy towards integrated electricity and natural gas systems In: Applied Energy.
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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model In: Journal of Asian Economics.
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2021Realized skewness and the short-term predictability for aggregate stock market volatility In: Economic Modelling.
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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.
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2013Are crude oil spot and futures prices cointegrated? Not always! In: Economic Modelling.
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2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market In: Economic Modelling.
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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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2010Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis In: Energy Economics.
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2010Forecasting crude oil market volatility: Further evidence using GARCH-class models In: Energy Economics.
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2012Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? In: Energy Economics.
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2014Oil price shocks and agricultural commodity prices In: Energy Economics.
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2014Hedging crude oil using refined product: A regime switching asymmetric DCC approach In: Energy Economics.
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2015Forecasting excess stock returns with crude oil market data In: Energy Economics.
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2015Forecasting the real prices of crude oil under economic and statistical constraints In: Energy Economics.
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2016Disentangling the determinants of real oil prices In: Energy Economics.
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2016The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach In: Energy Economics.
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2016What the investors need to know about forecasting oil futures return volatility In: Energy Economics.
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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models In: Energy Economics.
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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries In: Energy Economics.
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2018Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model In: Energy Economics.
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2018Predictability of crude oil prices: An investor perspective In: Energy Economics.
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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics.
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2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective In: Energy Economics.
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2020Forecasting the real prices of crude oil using robust regression models with regularization constraints In: Energy Economics.
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2020Can commodity prices forecast exchange rates? In: Energy Economics.
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2021Investor attention and oil market volatility: Does economic policy uncertainty matter? In: Energy Economics.
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2021Forecasting crude oil prices: A scaled PCA approach In: Energy Economics.
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2021How does corporate investment react to oil prices changes? Evidence from China In: Energy Economics.
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2016Oil price shocks and U.S. dollar exchange rates In: Energy.
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2017The effects of oil shocks on export duration of China In: Energy.
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2018The dynamic spillover between carbon and energy markets: New evidence In: Energy.
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2019Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks In: Energy.
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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries In: Energy.
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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression In: Energy.
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2022Geopolitical risk trends and crude oil price predictability In: Energy.
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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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2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis In: International Review of Financial Analysis.
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2010Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality In: International Review of Financial Analysis.
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2022Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent In: International Review of Financial Analysis.
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2023Forecasting stock market volatility: The sum of the parts is more than the whole In: Finance Research Letters.
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2023Climate risk exposure and the cross-section of Chinese stock returns In: Finance Research Letters.
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2021Forecasting stock returns: A time-dependent weighted least squares approach In: Journal of Financial Markets.
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2016Forecasting crude oil market volatility: A Markov switching multifractal volatility approach In: International Journal of Forecasting.
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2020Forecasting commodity prices out-of-sample: Can technical indicators help? In: International Journal of Forecasting.
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2023Forecasting crude oil market volatility using variable selection and common factor In: International Journal of Forecasting.
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2023Forecasting crude oil futures market returns: A principal component analysis combination approach In: International Journal of Forecasting.
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2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility In: International Journal of Forecasting.
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2019Oil price increases and the predictability of equity premium In: Journal of Banking & Finance.
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2016Forecasting realized volatility in a changing world: A dynamic model averaging approach In: Journal of Banking & Finance.
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2013Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries In: Journal of Comparative Economics.
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2012Long memory in energy futures markets: Further evidence In: Resources Policy.
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2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? In: Resources Policy.
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2021Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications In: Resources Policy.
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2022Forecasting crude oil market returns: Enhanced moving average technical indicators In: Resources Policy.
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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.
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2010Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective In: Physica A: Statistical Mechanics and its Applications.
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2010Analysis of market efficiency for the Shanghai stock market over time In: Physica A: Statistical Mechanics and its Applications.
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2011Analysis of the efficiency of the Shanghai stock market: A volatility perspective In: Physica A: Statistical Mechanics and its Applications.
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2011Multifractal detrending moving average analysis on the US Dollar exchange rates In: Physica A: Statistical Mechanics and its Applications.
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2011A copula–multifractal volatility hedging model for CSI 300 index futures In: Physica A: Statistical Mechanics and its Applications.
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2011Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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2011Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil In: Physica A: Statistical Mechanics and its Applications.
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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]		article23
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.
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2017Revisiting the multifractality in stock returns and its modeling implications In: Physica A: Statistical Mechanics and its Applications.
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2019Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance.
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2020Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions In: International Review of Economics & Finance.
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2022Good oil volatility, bad oil volatility, and stock return predictability In: International Review of Economics & Finance.
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2023Forecasting crude oil prices: A reduced-rank approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
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.
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2013Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis In: Computational Economics.
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2021Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks In: Computational Economics.
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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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2016Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging In: Empirical Economics.
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2022To jump or not to jump: momentum of jumps in crude oil price volatility prediction In: Financial Innovation.
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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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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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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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