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 0 1 2 37 1 4 10 39
Forecasting Stock Returns: A Predictor-Constrained Approach 0 0 2 32 4 13 26 92
Total Working Papers 0 1 4 69 5 17 36 131

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 5 9 87
A nonparametric approach to test for predictability 1 1 1 7 2 2 7 30
Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis 0 1 2 62 0 1 5 262
Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality 0 1 1 21 0 1 2 140
Analysis of market efficiency for the Shanghai stock market over time 1 1 1 17 1 2 8 90
Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis 0 1 4 19 0 1 6 65
Analysis of the efficiency of the Shanghai stock market: A volatility perspective 0 0 1 7 0 2 7 39
Are crude oil spot and futures prices cointegrated? Not always! 0 1 5 33 2 7 21 138
Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective 0 0 1 4 0 1 6 44
Can GARCH-class models capture long memory in WTI crude oil markets? 0 0 0 53 0 1 3 200
Can commodity prices forecast exchange rates? 1 2 3 3 3 7 12 12
Commodity price changes and the predictability of economic policy uncertainty 0 0 3 36 2 6 21 156
Cross-correlations between Chinese A-share and B-share markets 0 0 2 16 2 2 13 78
Cross-correlations between spot and futures markets of nonferrous metals 0 0 0 12 0 1 3 38
Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging 0 2 2 14 1 5 9 98
Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil 0 0 0 10 1 3 7 72
Disentangling the determinants of real oil prices 0 0 1 15 1 3 15 77
Dynamic portfolio allocation with time-varying jump risk 0 1 9 11 0 3 18 29
Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis 0 0 2 21 0 1 7 75
Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis 0 0 0 70 1 3 8 257
Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model 1 1 11 15 2 6 43 86
Forecasting commodity prices out-of-sample: Can technical indicators help? 1 3 6 6 5 12 29 29
Forecasting crude oil market volatility: A Markov switching multifractal volatility approach 0 0 4 33 0 2 22 124
Forecasting crude oil market volatility: Further evidence using GARCH-class models 2 4 18 162 5 9 53 469
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? 0 0 7 7 2 6 26 26
Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? 2 3 13 139 2 7 35 449
Forecasting excess stock returns with crude oil market data 0 2 5 28 0 5 19 124
Forecasting realized volatility in a changing world: A dynamic model averaging approach 0 0 5 38 0 0 11 141
Forecasting stock returns: A predictor-constrained approach 0 1 2 2 2 6 9 9
Forecasting the real prices of crude oil under economic and statistical constraints 0 0 3 17 1 2 9 77
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models 0 1 5 16 0 4 21 74
Forecasting the real prices of crude oil using robust regression models with regularization constraints 0 3 4 4 3 9 21 21
Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks 1 3 5 5 3 7 23 24
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 1 12 0 3 10 71
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? 1 1 17 37 4 7 46 93
Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China 0 0 3 4 0 0 8 11
Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model 0 1 3 8 0 2 4 14
Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis 0 1 1 55 0 2 6 191
It's not that important: The negligible effect of oil market uncertainty 0 0 1 2 0 2 12 24
Limited attention of individual investors and stock performance: Evidence from the ChiNext market 0 0 0 12 0 1 5 51
Long memory in energy futures markets: Further evidence 0 0 0 14 1 2 5 87
Macroeconomic fundamentals, jump dynamics and expected volatility 0 0 0 0 2 3 3 3
Momentum of return predictability 3 5 17 30 4 12 44 116
Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis 0 0 1 10 0 0 5 73
Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis 0 0 0 9 0 0 1 37
Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets 0 0 0 4 0 0 4 29
Multifractal detrending moving average analysis on the US Dollar exchange rates 0 0 1 14 0 0 4 81
Oil and the short-term predictability of stock return volatility 0 0 2 10 3 8 20 53
Oil price increases and the predictability of equity premium 0 1 7 12 0 6 31 50
Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions 0 0 0 0 2 2 2 2
Oil price shocks and U.S. dollar exchange rates 2 3 11 63 3 7 24 150
Oil price shocks and agricultural commodity prices 1 3 11 136 5 11 50 398
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 1 5 25 331 7 17 89 879
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 2 4 15 50 3 10 58 158
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 5 15 0 4 19 66
Predictability of crude oil prices: An investor perspective 0 0 0 4 0 1 17 49
Revisiting the multifractality in stock returns and its modeling implications 0 0 1 7 0 1 5 32
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 1 8 8 1 4 36 44
The dynamic spillover between carbon and energy markets: New evidence 0 0 4 15 0 1 11 41
The effects of oil shocks on export duration of China 0 0 0 5 0 0 4 32
The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach 0 0 1 4 0 2 8 47
Time‐Varying Parameter Realized Volatility Models 1 2 5 14 2 4 12 35
Understanding the multifractality in portfolio excess returns 0 0 0 4 0 0 2 23
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model 0 0 1 3 1 1 5 16
Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective 0 3 12 12 4 13 64 70
What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications 0 0 1 17 0 1 4 114
What the investors need to know about forecasting oil futures return volatility 0 0 1 9 0 2 11 68
Total Journal Articles 21 62 281 1,844 84 261 1,137 6,848

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Statistics updated 2020-11-03