Yudong Wang
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Affiliations
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Nanjing University of Science and Technology
/ School of Economics and Management
Research profile
author of:
- Shrinking return forecasts (RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661)
by Li Liu & Zhiyuan Pan & Yudong Wang - Solving the Forecast Combination Puzzle Using Double Shrinkages (RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741)
by Li Liu & Xianfeng Hao & Yudong Wang - Forecasting Stock Returns: A Predictor-Constrained Approach (RePEc:brd:wpaper:116)
by Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang - Forecasting Stock Returns: A Predictor-Constrained Approach (RePEc:brd:wpaper:116r)
by Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang - Economic-environmental equilibrium-based bi-level dispatch strategy towards integrated electricity and natural gas systems (RePEc:eee:appene:v:281:y:2021:i:c:s0306261920315543)
by Song, Xiaoling & Wang, Yudong & Zhang, Zhe & Shen, Charles & Peña-Mora, Feniosky - The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model (RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275)
by Liu, Donghui & Meng, Lingjie & Wang, Yudong - Realized skewness and the short-term predictability for aggregate stock market volatility (RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030)
by Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong - Hedging pressure momentum and the predictability of oil futures returns (RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263)
by Yu, Dan & Chen, Chuang & Wang, Yudong & Zhang, Yaojie - Can GARCH-class models capture long memory in WTI crude oil markets? (RePEc:eee:ecmode:v:28:y:2011:i:3:p:921-927)
by Wang, Yudong & Wu, Chongfeng & Wei, Yu - What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications (RePEc:eee:ecmode:v:29:y:2012:i:2:p:349-360)
by Wang, Yudong & Wu, Chongfeng - Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis (RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297)
by Wang, Yudong & Wu, Chongfeng - Are crude oil spot and futures prices cointegrated? Not always! (RePEc:eee:ecmode:v:33:y:2013:i:c:p:641-650)
by Wang, Yudong & Wu, Chongfeng - Limited attention of individual investors and stock performance: Evidence from the ChiNext market (RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104)
by Zhang, Bing & Wang, Yudong - Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism (RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219)
by Wen, Danyan & Wang, Yudong & Zhang, Yaojie - Commodity price changes and the predictability of economic policy uncertainty (RePEc:eee:ecolet:v:127:y:2015:i:c:p:39-42)
by Wang, Yudong & Zhang, Bing & Diao, Xundi & Wu, Chongfeng - A nonparametric approach to test for predictability (RePEc:eee:ecolet:v:148:y:2016:i:c:p:10-16)
by Pan, Zhiyuan & Wang, Yudong & Wu, Chongfeng - Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model (RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142)
by Pan, Zhiyuan & Wang, Yudong & Wu, Chongfeng & Yin, Libo - Momentum of return predictability (RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156)
by Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi - Oil and the short-term predictability of stock return volatility (RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104)
by Wang, Yudong & Wei, Yu & Wu, Chongfeng & Yin, Libo - Dynamic portfolio allocation with time-varying jump risk (RePEc:eee:empfin:v:50:y:2019:i:c:p:113-124)
by Zhou, Chunyang & Wu, Chongfeng & Wang, Yudong - Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? (RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117)
by Zhang, Yaojie & Ma, Feng & Wang, Yudong - Forecasting stock returns: A predictor-constrained approach (RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217)
by Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong - Industry equi-correlation: A powerful predictor of stock returns (RePEc:eee:empfin:v:59:y:2020:i:c:p:1-24)
by Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng - Oil implied volatility and expected stock returns along the worldwide supply chain (RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004510)
by Li, Chenchen & Wang, Yudong & Wu, Chongfeng - Forecasting the real prices of crude oil: A robust weighted least squares approach (RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345)
by Wang, Yudong & Hao, Xianfeng - Forecasting the real prices of crude oil: What is the role of parameter instability? (RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120)
by Wang, Yudong & Hao, Xianfeng - The predictive effect of risk aversion on oil returns under different market conditions (RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x)
by Xiao, Jihong & Wang, Yudong & Wen, Danyan - Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors (RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457)
by Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie & Wang, Qunwei - Exploiting the sentiments: A simple approach for improving cross hedging effectiveness (RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003013)
by Pan, Zhiyuan & Fu, Ziqian & Wang, Yudong & Dong, Qingma - Forecasting oil futures returns with news (RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141)
by Pan, Zhiyuan & Zhong, Hao & Wang, Yudong & Huang, Juan - Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis (RePEc:eee:eneeco:v:32:y:2010:i:5:p:987-992)
by Wang, Yudong & Liu, Li - Forecasting crude oil market volatility: Further evidence using GARCH-class models (RePEc:eee:eneeco:v:32:y:2010:i:6:p:1477-1484)
by Wei, Yu & Wang, Yudong & Huang, Dengshi - Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? (RePEc:eee:eneeco:v:34:y:2012:i:6:p:2167-2181)
by Wang, Yudong & Wu, Chongfeng - Oil price shocks and agricultural commodity prices (RePEc:eee:eneeco:v:44:y:2014:i:c:p:22-35)
by Wang, Yudong & Wu, Chongfeng & Yang, Li - Hedging crude oil using refined product: A regime switching asymmetric DCC approach (RePEc:eee:eneeco:v:46:y:2014:i:c:p:472-484)
by Pan, Zhiyuan & Wang, Yudong & Yang, Li - Forecasting excess stock returns with crude oil market data (RePEc:eee:eneeco:v:48:y:2015:i:c:p:316-324)
by Liu, Li & Ma, Feng & Wang, Yudong - Forecasting the real prices of crude oil under economic and statistical constraints (RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608)
by Wang, Yudong & Liu, Li & Diao, Xundi & Wu, Chongfeng - Disentangling the determinants of real oil prices (RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373)
by Liu, Li & Wang, Yudong & Wu, Chongfeng & Wu, Wenfeng - The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach (RePEc:eee:eneeco:v:56:y:2016:i:c:p:453-463)
by Pan, Zhiyuan & Wang, Yudong & Liu, Li - What the investors need to know about forecasting oil futures return volatility (RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139)
by Wang, Yudong & Liu, Li & Ma, Feng & Wu, Chongfeng - Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models (RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348)
by Wang, Yudong & Liu, Li & Wu, Chongfeng - Oil volatility risk and stock market volatility predictability: Evidence from G7 countries (RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254)
by Feng, Jiabao & Wang, Yudong & Yin, Libo - Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model (RePEc:eee:eneeco:v:72:y:2018:i:c:p:177-187)
by Pan, Zhiyuan & Wang, Qing & Wang, Yudong & Yang, Li - Predictability of crude oil prices: An investor perspective (RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205)
by Liu, Li & Wang, Yudong & Yang, Li - Risk spillovers between oil and stock markets: A VAR for VaR analysis (RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535)
by Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong - Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective (RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009)
by Wang, Xunxiao & Wang, Yudong - Forecasting the real prices of crude oil using robust regression models with regularization constraints (RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300220)
by Hao, Xianfeng & Zhao, Yuyang & Wang, Yudong - Can commodity prices forecast exchange rates? (RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x)
by Liu, Li & Tan, Siming & Wang, Yudong - Investor attention and oil market volatility: Does economic policy uncertainty matter? (RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852)
by Xiao, Jihong & Wang, Yudong - Forecasting crude oil prices: A scaled PCA approach (RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000943)
by He, Mengxi & Zhang, Yaojie & Wen, Danyan & Wang, Yudong - How does corporate investment react to oil prices changes? Evidence from China (RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001201)
by Wu, Xi & Wang, Yudong - Oil price shocks and U.S. dollar exchange rates (RePEc:eee:energy:v:112:y:2016:i:c:p:1036-1048)
by Chen, Hongtao & Liu, Li & Wang, Yudong & Zhu, Yingming - The effects of oil shocks on export duration of China (RePEc:eee:energy:v:125:y:2017:i:c:p:55-61)
by Wang, Qizhen & Zhu, Yingming & Wang, Yudong - The dynamic spillover between carbon and energy markets: New evidence (RePEc:eee:energy:v:149:y:2018:i:c:p:24-33)
by Wang, Yudong & Guo, Zhuangyue - Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks (RePEc:eee:energy:v:181:y:2019:i:c:p:815-826)
by Wang, Yudong & Geng, Qianjie & Meng, Fanyi - Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries (RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478)
by Wen, Danyan & Liu, Li & Ma, Chaoqun & Wang, Yudong - Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression (RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663)
by Xiao, Jihong & Wang, Yudong - Geopolitical risk trends and crude oil price predictability (RePEc:eee:energy:v:258:y:2022:i:c:s0360544222017273)
by Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong - Forecasting crude oil price returns: Can nonlinearity help? (RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756)
by Zhang, Yaojie & He, Mengxi & Wen, Danyan & Wang, Yudong - Portfolios with return and volatility prediction for the energy stock market (RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003523)
by Ma, Yilin & Wang, Yudong & Wang, Weizhong & Zhang, Chong - Forecasting the volatility of crude oil basis: Univariate models versus multivariate models (RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412)
by Geng, Qianjie & Wang, Yudong - Crude oil futures and the short-term price predictability of petroleum products (RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246)
by Wen, Danyan & Wang, Huihui & Wang, Yudong & Xiao, Jihong - Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (RePEc:eee:finana:v:18:y:2009:i:5:p:271-276)
by Wang, Yudong & Liu, Li & Gu, Rongbao - Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality (RePEc:eee:finana:v:19:y:2010:i:4:p:237-241)
by Liu, Li & Wang, Yudong & Wan, Jieqiu - Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent (RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000709)
by Wei, Yu & Zhang, Yaojie & Wang, Yudong - Abnormal temperature and the cross-section of stock returns in China (RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002060)
by Zhang, Yaojie & Song, Bingheng & He, Mengxi & Wang, Yudong - Forecasting stock market volatility: The sum of the parts is more than the whole (RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002210)
by Gao, Shang & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie - Climate risk exposure and the cross-section of Chinese stock returns (RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003598)
by Zhang, Yaojie & He, Mengxi & Liao, Cunfei & Wang, Yudong - Forecasting stock returns: A time-dependent weighted least squares approach (RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300379)
by Wang, Yudong & Hao, Xianfeng & Wu, Chongfeng - Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data (RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314)
by Hao, Xianfeng & Wang, Yudong & Wu, Chongfeng & Wu, Liangyu - Forecasting crude oil market volatility: A Markov switching multifractal volatility approach (RePEc:eee:intfor:v:32:y:2016:i:1:p:1-9)
by Wang, Yudong & Wu, Chongfeng & Yang, Li - Forecasting commodity prices out-of-sample: Can technical indicators help? (RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683)
by Wang, Yudong & Liu, Li & Wu, Chongfeng - Forecasting crude oil market volatility using variable selection and common factor (RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502)
by Zhang, Yaojie & Wahab, M.I.M. & Wang, Yudong - Forecasting crude oil futures market returns: A principal component analysis combination approach (RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673)
by Zhang, Yaojie & Wang, Yudong - Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility (RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332)
by Zhang, Yaojie & He, Mengxi & Wang, Yudong & Liang, Chao - Forecasting crude oil market volatility: A comprehensive look at uncertainty variables (RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041)
by Wen, Danyan & He, Mengxi & Wang, Yudong & Zhang, Yaojie - Oil price increases and the predictability of equity premium (RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58)
by Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng - Forecasting realized volatility in a changing world: A dynamic model averaging approach (RePEc:eee:jbfina:v:64:y:2016:i:c:p:136-149)
by Wang, Yudong & Ma, Feng & Wei, Yu & Wu, Chongfeng - Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (RePEc:eee:jcecon:v:41:y:2013:i:4:p:1220-1239)
by Wang, Yudong & Wu, Chongfeng & Yang, Li - Long memory in energy futures markets: Further evidence (RePEc:eee:jrpoli:v:37:y:2012:i:3:p:261-272)
by Wang, Yudong & Wu, Chongfeng - Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? (RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309028)
by Wen, Danyan & Wang, Yudong & Ma, Chaoqun & Zhang, Yaojie - Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003834)
by Wen, Danyan & Wang, Yudong - Forecasting crude oil market returns: Enhanced moving average technical indicators (RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000216)
by Wen, Danyan & Liu, Li & Wang, Yudong & Zhang, Yaojie - Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005360)
by Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie - Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions (RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x)
by Zhang, Zhikai & Wang, Yudong & Xiao, Jihong & Zhang, Yaojie - Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective (RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129)
by Zhang, Zhikai & Wang, Yudong & Li, Bin - Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China (RePEc:eee:pacfin:v:55:y:2019:i:c:p:127-141)
by Wang, Yudong & Diao, Xundi & Pan, Zhiyuan & Wu, Chongfeng - Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis (RePEc:eee:phsmap:v:389:y:2010:i:14:p:2805-2815)
by Gu, Rongbao & Chen, Hongtao & Wang, Yudong - Cross-correlations between Chinese A-share and B-share markets (RePEc:eee:phsmap:v:389:y:2010:i:23:p:5468-5478)
by Wang, Yudong & Wei, Yu & Wu, Chongfeng - Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective (RePEc:eee:phsmap:v:389:y:2010:i:24:p:5759-5768)
by Wang, Yudong & Wei, Yu & Wu, Chongfeng - Analysis of market efficiency for the Shanghai stock market over time (RePEc:eee:phsmap:v:389:y:2010:i:8:p:1635-1642)
by Wang, Yudong & Liu, Li & Gu, Rongbao & Cao, Jianjun & Wang, Haiyan - Analysis of the efficiency of the Shanghai stock market: A volatility perspective (RePEc:eee:phsmap:v:390:y:2011:i:20:p:3486-3495)
by Lin, Xiaoqiang & Fei, Fangyu & Wang, Yudong - Multifractal detrending moving average analysis on the US Dollar exchange rates (RePEc:eee:phsmap:v:390:y:2011:i:20:p:3512-3523)
by Wang, Yudong & Wu, Chongfeng & Pan, Zhiyuan - A copula–multifractal volatility hedging model for CSI 300 index futures (RePEc:eee:phsmap:v:390:y:2011:i:23:p:4260-4272)
by Wei, Yu & Wang, Yudong & Huang, Dengshi - Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis (RePEc:eee:phsmap:v:390:y:2011:i:5:p:817-827)
by Wang, Yudong & Wei, Yu & Wu, Chongfeng - Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil (RePEc:eee:phsmap:v:390:y:2011:i:5:p:864-875)
by Wang, Yudong & Wei, Yu & Wu, Chongfeng - Cross-correlations between spot and futures markets of nonferrous metals (RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30)
by Liu, Li & Wang, Yudong - Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis (RePEc:eee:phsmap:v:451:y:2016:i:c:p:357-365)
by Yang, Liansheng & Zhu, Yingming & Wang, Yudong - Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets (RePEc:eee:phsmap:v:462:y:2016:i:c:p:255-265)
by Yang, Liansheng & Zhu, Yingming & Wang, Yudong & Wang, Yiqi - Understanding the multifractality in portfolio excess returns (RePEc:eee:phsmap:v:466:y:2017:i:c:p:346-355)
by Chen, Cheng & Wang, Yudong - Revisiting the multifractality in stock returns and its modeling implications (RePEc:eee:phsmap:v:467:y:2017:i:c:p:11-20)
by He, Shanshan & Wang, Yudong - It's not that important: The negligible effect of oil market uncertainty (RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84)
by Yin, Libo & Feng, Jiabao & Liu, Li & Wang, Yudong - Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions (RePEc:eee:reveco:v:69:y:2020:i:c:p:20-32)
by Liu, Donghui & Meng, Lingjie & Wang, Yudong - Good oil volatility, bad oil volatility, and stock return predictability (RePEc:eee:reveco:v:80:y:2022:i:c:p:953-966)
by Xiao, Jihong & Wang, Yudong - Forecasting crude oil prices: A reduced-rank approach (RePEc:eee:reveco:v:88:y:2023:i:c:p:698-711)
by Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie - Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index (RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001095)
by He, Mengxi & Wang, Yudong & Zeng, Qing & Zhang, Yaojie - Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? (RePEc:inm:ormnsc:v:61:y:2015:i:12:p:2870-2889)
by Yudong Wang & Chongfeng Wu & Li Yang - Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis (RePEc:kap:compec:v:42:y:2013:i:4:p:393-414)
by Yudong Wang & Chongfeng Wu - Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks (RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09979-z)
by Qianjie Geng & Yudong Wang - Eye in outer space: satellite imageries of container ports can predict world stock returns (RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01891-9)
by Honghai Yu & Xianfeng Hao & Liangyu Wu & Yuqi Zhao & Yudong Wang - Cloud cover and expected oil returns (RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02128-5)
by Xianfeng Hao & Yudong Wang - Modelling and forecasting crude oil price volatility with climate policy uncertainty (RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03561-w)
by Mengxi He & Yaojie Zhang & Yudong Wang & Danyan Wen - Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging (RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0983-2)
by Yudong Wang & Li Liu - Forecasting the equity premium using weighted regressions: Does the jump variation help? (RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02521-8)
by Zhikai Zhang & Yaojie Zhang & Yudong Wang - To jump or not to jump: momentum of jumps in crude oil price volatility prediction (RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00360-7)
by Yaojie Zhang & Yudong Wang & Feng Ma & Yu Wei - Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error (RePEc:taf:applec:v:54:y:2022:i:50:p:5811-5826)
by Mengxi He & Yaojie Zhang & Danyan Wen & Yudong Wang - Forecasting stock market realized volatility: the role of global terrorist attacks (RePEc:taf:applec:v:55:y:2023:i:22:p:2551-2566)
by Danyan Wen & Mengxi He & Yudong Wang & Yaojie Zhang - Good volatility, bad volatility, and time series return predictability (RePEc:taf:eurjfi:v:28:y:2022:i:6:p:571-595)
by Honghai Yu & Xianfeng Hao & Yudong Wang - Macroeconomic fundamentals, jump dynamics and expected volatility (RePEc:taf:quantf:v:20:y:2020:i:8:p:1345-1371)
by Zhiyuan Pan & Ruijun Bu & Li Liu & Yudong Wang - Macroeconomic uncertainty and expected shortfall (and value at risk): a new dynamic semiparametric model (RePEc:taf:quantf:v:21:y:2021:i:11:p:1791-1805)
by Zhiyuan Pan & Yudong Wang & Li Liu - Managerial ability and idiosyncratic volatility (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2566-2581)
by Xi Wu & Xinle Tong & Yudong Wang - Time‐Varying Parameter Realized Volatility Models (RePEc:wly:jforec:v:36:y:2017:i:5:p:566-580)
by Yudong Wang & Zhiyuan Pan & Chongfeng Wu - Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model (RePEc:wly:jforec:v:37:y:2018:i:3:p:385-400)
by Yudong Wang & Zhiyuan Pan & Chongfeng Wu - What can we learn from the return predictability over the business cycle? (RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131)
by Li Liu & Zhiyuan Pan & Yudong Wang - Forecasting aggregate market volatility: The role of good and bad uncertainties (RePEc:wly:jforec:v:40:y:2021:i:1:p:40-61)
by Li Liu & Yudong Wang - Forecasting US stock market volatility: How to use international volatility information (RePEc:wly:jforec:v:40:y:2021:i:5:p:733-768)
by Yaojie Zhang & Yudong Wang & Feng Ma - Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach (RePEc:wly:jforec:v:41:y:2022:i:2:p:230-251)
by Danyan Wen & Mengxi He & Yaojie Zhang & Yudong Wang - Forecasting Bitcoin volatility: A new insight from the threshold regression model (RePEc:wly:jforec:v:41:y:2022:i:3:p:633-652)
by Yaojie Zhang & Mengxi He & Danyan Wen & Yudong Wang - Uncertainty and the predictability of stock returns (RePEc:wly:jforec:v:41:y:2022:i:4:p:765-792)
by Wensheng Cai & Zhiyuan Pan & Yudong Wang - Forecasting the stock risk premium: A new statistical constraint (RePEc:wly:jforec:v:42:y:2023:i:7:p:1805-1822)
by Xianfeng Hao & Yudong Wang - Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint (RePEc:wly:jforec:v:43:y:2024:i:2:p:309-325)
by Qianjie Geng & Xianfeng Hao & Yudong Wang - Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? (RePEc:wly:jforec:v:43:y:2024:i:3:p:567-582)
by Yuqing Feng & Yaojie Zhang & Yudong Wang - Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model (RePEc:wly:jfutmk:v:39:y:2019:i:6:p:744-776)
by Zhiyuan Pan & Yudong Wang & Li Liu & Qing Wang - Realized bipower variation, jump components, and option valuation (RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1933-1958)
by Zhiyuan Pan & Yudong Wang & Li Liu - The predictability of iron ore futures prices: A product‐material lead–lag effect (RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1289-1304)
by Mengxi He & Yudong Wang & Yaojie Zhang - The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns (RePEc:wly:jfutmk:v:44:y:2024:i:4:p:557-584)
by Zhikai Zhang & Yaojie Zhang & Yudong Wang & Qunwei Wang - Modeling and forecasting stock return volatility using the HARGARCH model with VIX information (RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1383-1403)
by Zhiyuan Pan & Jun Zhang & Yudong Wang & Juan Huang