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 0 2 36 0 1 8 35
Forecasting Stock Returns: A Predictor-Constrained Approach 0 1 2 32 3 6 19 82
Total Working Papers 0 1 4 68 3 7 27 117

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 3 7 83
A nonparametric approach to test for predictability 0 0 0 6 0 1 6 28
Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis 0 1 2 61 0 1 12 261
Analysis of efficiency for Shenzhen stock market: Evidence from the source of multifractality 0 0 0 20 0 0 4 139
Analysis of market efficiency for the Shanghai stock market over time 0 0 1 16 0 0 9 88
Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis 0 0 3 18 0 0 6 64
Analysis of the efficiency of the Shanghai stock market: A volatility perspective 0 0 1 7 2 3 7 39
Are crude oil spot and futures prices cointegrated? Not always! 0 0 5 32 2 4 21 133
Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective 0 0 1 4 0 1 8 43
Can GARCH-class models capture long memory in WTI crude oil markets? 0 0 0 53 1 1 7 200
Can commodity prices forecast exchange rates? 1 2 2 2 4 9 9 9
Commodity price changes and the predictability of economic policy uncertainty 0 0 4 36 0 3 18 150
Cross-correlations between Chinese A-share and B-share markets 0 0 3 16 0 2 14 76
Cross-correlations between spot and futures markets of nonferrous metals 0 0 0 12 0 0 3 37
Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging 0 0 1 12 2 3 12 95
Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil 0 0 0 10 1 1 7 70
Disentangling the determinants of real oil prices 0 0 2 15 0 3 16 74
Dynamic portfolio allocation with time-varying jump risk 1 2 9 11 2 6 20 28
Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis 0 0 2 21 1 1 8 75
Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis 0 0 0 70 2 2 8 256
Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model 0 1 10 14 3 6 46 83
Forecasting commodity prices out-of-sample: Can technical indicators help? 2 5 5 5 4 14 21 21
Forecasting crude oil market volatility: A Markov switching multifractal volatility approach 0 3 4 33 1 5 26 123
Forecasting crude oil market volatility: Further evidence using GARCH-class models 1 4 16 159 3 10 57 463
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? 0 1 7 7 2 6 22 22
Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? 0 5 11 136 0 7 39 442
Forecasting excess stock returns with crude oil market data 0 1 3 26 2 4 16 121
Forecasting realized volatility in a changing world: A dynamic model averaging approach 0 1 5 38 0 3 14 141
Forecasting stock returns: A predictor-constrained approach 0 0 1 1 1 2 4 4
Forecasting the real prices of crude oil under economic and statistical constraints 0 1 5 17 1 3 11 76
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models 0 1 4 15 2 4 22 72
Forecasting the real prices of crude oil using robust regression models with regularization constraints 1 1 2 2 4 10 16 16
Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks 0 0 2 2 0 2 17 17
Hedging crude oil using refined product: A regime switching asymmetric DCC approach 0 0 1 12 0 0 10 68
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? 0 3 20 36 2 17 52 88
Heterogeneous beliefs and aggregate market volatility revisited: New evidence from China 0 0 4 4 0 0 11 11
Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model 0 0 2 7 0 0 3 12
Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis 1 1 1 55 2 3 7 191
It's not that important: The negligible effect of oil market uncertainty 0 1 1 2 0 3 13 22
Limited attention of individual investors and stock performance: Evidence from the ChiNext market 0 0 0 12 0 0 9 50
Long memory in energy futures markets: Further evidence 0 0 0 14 0 0 5 85
Momentum of return predictability 1 5 14 26 1 10 42 105
Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis 0 0 1 10 0 0 9 73
Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis 0 0 0 9 0 0 3 37
Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets 0 0 0 4 0 0 5 29
Multifractal detrending moving average analysis on the US Dollar exchange rates 0 0 1 14 0 0 5 81
Oil and the short-term predictability of stock return volatility 0 0 3 10 0 3 16 45
Oil price increases and the predictability of equity premium 1 1 8 12 2 7 31 46
Oil price shocks and U.S. dollar exchange rates 0 2 9 60 1 4 23 144
Oil price shocks and agricultural commodity prices 0 2 9 133 1 9 47 388
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries 1 6 24 327 4 20 89 866
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 0 2 12 46 2 13 58 150
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 1 5 15 0 4 19 62
Predictability of crude oil prices: An investor perspective 0 0 1 4 0 3 19 48
Revisiting the multifractality in stock returns and its modeling implications 0 1 2 7 1 2 8 32
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 2 7 7 0 11 36 40
The dynamic spillover between carbon and energy markets: New evidence 0 3 6 15 0 5 12 40
The effects of oil shocks on export duration of China 0 0 0 5 0 0 6 32
The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach 0 1 1 4 0 1 11 45
Time‐Varying Parameter Realized Volatility Models 1 1 5 13 2 4 11 33
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 3 3 0 2 9 15
Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective 1 2 10 10 5 11 58 62
What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications 0 0 1 17 1 1 7 114
What the investors need to know about forecasting oil futures return volatility 0 0 1 9 1 1 13 67
Total Journal Articles 12 63 263 1,794 66 254 1,162 6,653

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Statistics updated 2020-09-04