Access Statistics for Yudong Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns: A Predictor-Constrained Approach 1 1 1 37 1 3 5 166
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 0 43 0 0 1 80
Total Working Papers 1 1 1 80 1 3 6 246


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A copula–multifractal volatility hedging model for CSI 300 index futures 0 0 0 11 1 1 1 96
A nonparametric approach to test for predictability 0 0 0 8 0 0 1 34
Abnormal temperature and the cross-section of stock returns in China 1 1 2 3 2 3 9 12
Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis 0 4 6 84 1 5 8 303
Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality 0 0 0 22 1 1 3 155
Analysis of market efficiency for the Shanghai stock market over time 0 0 0 25 1 2 4 115
Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis 0 0 1 23 0 0 6 88
Analysis of the efficiency of the Shanghai stock market: A volatility perspective 0 0 0 9 0 1 2 55
Are crude oil spot and futures prices cointegrated? Not always! 0 0 0 40 0 0 1 172
Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective 0 0 1 5 2 5 7 16
Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective 0 0 0 4 0 0 1 49
Can GARCH-class models capture long memory in WTI crude oil markets? 0 1 1 58 0 1 3 213
Can commodity prices forecast exchange rates? 2 4 5 34 2 5 7 111
Climate risk exposure and the cross-section of Chinese stock returns 0 0 1 4 0 1 5 16
Cloud cover and expected oil returns 0 0 2 2 0 1 7 8
Commodity price changes and the predictability of economic policy uncertainty 0 0 0 49 0 0 2 193
Cross-correlations between Chinese A-share and B-share markets 0 1 2 24 0 1 3 94
Cross-correlations between spot and futures markets of nonferrous metals 0 0 0 12 0 0 1 46
Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging 1 1 2 25 1 1 8 132
Crude oil futures and the short-term price predictability of petroleum products 0 1 5 5 1 4 12 12
Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil 0 0 0 12 0 0 2 88
Disentangling the determinants of real oil prices 0 0 0 26 1 3 5 110
Dynamic portfolio allocation with time-varying jump risk 0 1 1 24 0 1 2 76
Economic-environmental equilibrium-based bi-level dispatch strategy towards integrated electricity and natural gas systems 0 0 0 7 0 2 3 20
Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis 0 0 0 23 0 0 3 97
Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis 0 0 2 97 1 2 8 306
Exploiting the sentiments: A simple approach for improving cross hedging effectiveness 0 0 2 2 0 0 5 5
Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries 0 0 0 13 0 0 1 41
Eye in outer space: satellite imageries of container ports can predict world stock returns 0 2 8 25 4 13 38 83
Forecasting Bitcoin volatility: A new insight from the threshold regression model 0 0 2 17 1 2 6 35
Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model 2 3 3 34 2 3 8 194
Forecasting US stock market volatility: How to use international volatility information 0 0 1 6 1 1 2 26
Forecasting aggregate market volatility: The role of good and bad uncertainties 1 1 1 7 1 1 4 25
Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index 1 1 1 4 1 1 5 11
Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors 0 0 1 1 0 3 6 7
Forecasting commodity prices out-of-sample: Can technical indicators help? 1 2 9 65 1 6 17 211
Forecasting crude oil futures market returns: A principal component analysis combination approach 0 2 4 7 0 4 14 28
Forecasting crude oil market returns: Enhanced moving average technical indicators 0 2 3 12 0 4 5 21
Forecasting crude oil market volatility using variable selection and common factor 0 0 1 12 1 2 5 26
Forecasting crude oil market volatility: A Markov switching multifractal volatility approach 1 1 4 49 1 2 9 222
Forecasting crude oil market volatility: A comprehensive look at uncertainty variables 0 1 6 6 0 2 9 9
Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility 0 0 0 3 0 1 2 18
Forecasting crude oil market volatility: Further evidence using GARCH-class models 0 0 6 198 1 1 9 568
Forecasting crude oil price returns: Can nonlinearity help? 0 0 0 1 0 0 2 5
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? 0 2 11 70 2 15 32 209
Forecasting crude oil prices: A reduced-rank approach 0 0 0 1 1 1 6 10
Forecasting crude oil prices: A scaled PCA approach 0 2 11 66 0 3 24 182
Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? 0 1 6 178 1 4 18 576
Forecasting excess stock returns with crude oil market data 0 0 0 33 0 0 2 145
Forecasting oil futures returns with news 0 0 1 1 0 2 10 13
Forecasting realized volatility in a changing world: A dynamic model averaging approach 1 2 6 61 2 5 16 215
Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach 0 0 0 4 0 0 7 24
Forecasting stock market realized volatility: the role of global terrorist attacks 0 0 1 3 0 0 2 7
Forecasting stock market volatility: The sum of the parts is more than the whole 0 0 10 17 0 1 19 38
Forecasting stock returns: A predictor-constrained approach 0 0 0 10 0 1 4 53
Forecasting stock returns: A time-dependent weighted least squares approach 1 4 13 49 2 7 22 142
Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error 0 0 1 5 1 2 5 14
Forecasting the equity premium using weighted regressions: Does the jump variation help? 0 0 0 0 0 0 4 4
Forecasting the real prices of crude oil under economic and statistical constraints 0 1 1 22 0 2 4 151
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models 0 0 2 28 0 1 5 114
Forecasting the real prices of crude oil using robust regression models with regularization constraints 0 0 1 20 0 1 7 85
Forecasting the real prices of crude oil: A robust weighted least squares approach 0 0 0 7 0 0 3 20
Forecasting the real prices of crude oil: What is the role of parameter instability? 0 0 1 13 0 0 3 24
Forecasting the stock risk premium: A new statistical constraint 0 0 1 2 0 0 3 6
Forecasting the volatility of crude oil basis: Univariate models versus multivariate models 0 0 4 4 0 0 7 7
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint 0 0 3 5 0 1 6 9
Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks 0 0 1 10 0 1 3 24
Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks 0 0 1 7 0 0 5 46
Geopolitical risk trends and crude oil price predictability 1 1 7 31 2 3 16 80
Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility 0 0 2 6 0 0 5 14
Good oil volatility, bad oil volatility, and stock return predictability 0 0 1 6 0 1 9 27
Good volatility, bad volatility, and time series return predictability 0 0 3 10 0 0 4 18
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 0 21 0 1 3 104
Hedging pressure momentum and the predictability of oil futures returns 1 2 6 14 1 3 10 28
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? 0 0 3 81 0 0 3 213
Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China 0 1 1 6 0 1 2 19
How does corporate investment react to oil prices changes? Evidence from China 2 2 4 22 3 3 11 64
Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model 0 2 4 30 1 3 12 64
Industry equi-correlation: A powerful predictor of stock returns 0 0 0 24 0 0 4 65
Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent 0 0 0 3 0 1 2 24
Information transmission between gold and financial assets: Mean, volatility, or risk spillovers? 0 0 1 6 0 0 1 26
Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism 0 0 0 6 0 0 4 32
Investor attention and oil market volatility: Does economic policy uncertainty matter? 0 1 1 12 0 1 2 48
Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis 0 0 0 59 0 1 4 207
It's not that important: The negligible effect of oil market uncertainty 0 0 1 6 0 0 1 47
Limited attention of individual investors and stock performance: Evidence from the ChiNext market 0 0 1 19 0 0 2 73
Long memory in energy futures markets: Further evidence 0 0 0 15 0 0 1 95
Macroeconomic fundamentals, jump dynamics and expected volatility 0 0 0 5 0 0 3 23
Macroeconomic uncertainty and expected shortfall (and value at risk): a new dynamic semiparametric model 0 0 1 8 0 0 4 24
Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression 0 3 3 14 0 3 8 28
Managerial ability and idiosyncratic volatility 0 0 1 5 0 0 1 24
Modeling and forecasting stock return volatility using the HARGARCH model with VIX information 0 1 6 6 0 2 14 14
Modelling and forecasting crude oil price volatility with climate policy uncertainty 0 0 0 0 2 3 4 4
Momentum of return predictability 0 1 2 54 0 2 3 216
Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis 0 0 0 11 4 4 7 87
Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis 0 0 0 10 0 0 2 45
Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets 0 0 0 5 1 1 3 37
Multifractal detrending moving average analysis on the US Dollar exchange rates 0 0 0 17 0 1 1 91
Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions 0 0 1 4 0 2 9 23
Oil and the short-term predictability of stock return volatility 0 0 2 30 0 1 4 128
Oil implied volatility and expected stock returns along the worldwide supply chain 0 0 0 4 0 0 5 17
Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data 0 1 3 3 1 4 10 10
Oil price increases and the predictability of equity premium 0 1 5 30 1 2 11 117
Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions 2 2 5 45 3 7 14 146
Oil price shocks and U.S. dollar exchange rates 0 1 2 92 1 5 10 233
Oil price shocks and agricultural commodity prices 0 0 3 177 0 1 9 521
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 1 7 16 436 6 20 63 1,212
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 0 4 5 96 1 7 15 298
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 1 1 21 0 1 2 109
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? 2 3 8 13 3 8 17 25
Portfolios with return and volatility prediction for the energy stock market 0 1 2 10 0 1 5 23
Predictability of crude oil prices: An investor perspective 0 0 0 7 1 3 8 88
Realized bipower variation, jump components, and option valuation 0 0 0 9 0 0 1 31
Realized skewness and the short-term predictability for aggregate stock market volatility 0 2 11 33 1 6 19 69
Revisiting the multifractality in stock returns and its modeling implications 0 0 0 8 0 0 2 36
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 0 0 27 0 0 7 123
Shrinking return forecasts 0 0 1 3 0 1 4 9
Solving the Forecast Combination Puzzle Using Double Shrinkages 1 1 1 1 1 2 5 5
The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model 1 1 1 8 1 2 5 26
The dynamic spillover between carbon and energy markets: New evidence 0 0 5 31 1 3 15 103
The effects of oil shocks on export duration of China 0 0 0 5 0 0 0 38
The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns 0 0 0 1 1 2 5 7
The predictability of iron ore futures prices: A product‐material lead–lag effect 0 2 8 16 0 3 15 26
The predictive effect of risk aversion on oil returns under different market conditions 0 0 0 0 1 1 4 4
The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach 0 0 1 5 0 0 4 60
Time‐Varying Parameter Realized Volatility Models 0 0 0 15 0 1 2 118
To jump or not to jump: momentum of jumps in crude oil price volatility prediction 0 0 0 4 0 0 3 19
Uncertainty and the predictability of stock returns 0 0 2 7 0 0 6 17
Understanding the multifractality in portfolio excess returns 0 0 2 9 1 2 6 33
Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications 0 0 2 10 0 0 6 24
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model 0 0 1 12 0 0 6 46
Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective 0 1 1 30 1 3 7 142
What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications 1 1 1 23 2 2 7 136
What can we learn from the return predictability over the business cycle? 1 1 1 9 2 2 5 24
What the investors need to know about forecasting oil futures return volatility 0 0 0 11 0 0 1 86
Total Journal Articles 25 85 297 3,471 80 259 941 12,243


Statistics updated 2025-07-04