S
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Review
Yudong Wang · Study
Home
/
Author
Yudong Wang
48 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0002-0156-1294
Works
48 shown
Climate risk exposure and the cross-section of Chinese stock returns
Finance research letters
·
2023
·
4 authors
39
citations
Geopolitical risk trends and crude oil price predictability
Energy
·
2022
·
4 authors
144
citations
Forecasting crude oil futures market returns: A principal component analysis combination approach
International Journal of Forecasting
·
2022
·
2 authors
80
citations
Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent
International Review of Financial Analysis
·
2022
·
3 authors
98
citations
Forecasting crude oil market volatility using variable selection and common factor
International Journal of Forecasting
·
2022
·
3 authors
113
citations
Investors’ perspective on forecasting crude oil return volatility: Where do we stand today?
Journal of Management Science and Engineering
·
2021
·
4 authors
·
Open access
35
citations
Cash holdings and oil price uncertainty exposures
Energy Economics
·
2021
·
3 authors
39
citations
How does corporate investment react to oil prices changes? Evidence from China
Energy Economics
·
2021
·
2 authors
27
citations
Forecasting crude oil prices: A scaled PCA approach
Energy Economics
·
2021
·
4 authors
116
citations
Forecasting stock returns: A time-dependent weighted least squares approach
Journal of Financial Markets
·
2020
·
3 authors
37
citations
Forecasting the real prices of crude oil using robust regression models with regularization constraints
Energy Economics
·
2020
·
3 authors
49
citations
Forecasting stock returns: A predictor-constrained approach
Journal of Empirical Finance
·
2019
·
3 authors
·
Open access
45
citations
Forecasting commodity prices out-of-sample: Can technical indicators help?
International Journal of Forecasting
·
2019
·
3 authors
89
citations
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
Journal of Empirical Finance
·
2019
·
3 authors
290
citations
Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks
Energy
·
2019
·
2 authors
32
citations
Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective
Energy Economics
·
2019
·
2 authors
186
citations
Oil price increases and the predictability of equity premium
Journal of Banking & Finance
·
2019
·
4 authors
147
citations
Risk spillovers between oil and stock markets: A VAR for VaR analysis
Energy Economics
·
2019
·
4 authors
133
citations
Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model
Journal of Futures Markets
·
2019
·
4 authors
38
citations
Oil and the short-term predictability of stock return volatility
Journal of Empirical Finance
·
2018
·
4 authors
213
citations
The dynamic spillover between carbon and energy markets: New evidence
Energy
·
2018
·
2 authors
268
citations
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model
Journal of Forecasting
·
2018
·
3 authors
55
citations
Momentum of return predictability
Journal of Empirical Finance
·
2017
·
4 authors
·
Open access
66
citations
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Energy Economics
·
2017
·
3 authors
·
Open access
89
citations
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model
Journal of Empirical Finance
·
2017
·
4 authors
·
Open access
208
citations
Time‐Varying Parameter Realized Volatility Models
Journal of Forecasting
·
2016
·
3 authors
45
citations
Oil price shocks and U.S. dollar exchange rates
Energy
·
2016
·
4 authors
·
Open access
128
citations
Forecasting realized volatility in a changing world: A dynamic model averaging approach
Journal of Banking & Finance
·
2015
·
4 authors
292
citations
Forecasting crude oil market volatility: A Markov switching multifractal volatility approach
International Journal of Forecasting
·
2015
·
3 authors
125
citations
Limited attention of individual investors and stock performance: Evidence from the ChiNext market
Economic Modelling
·
2015
·
2 authors
86
citations
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?
Management Science
·
2015
·
3 authors
·
Open access
119
citations
Commodity price changes and the predictability of economic policy uncertainty
Economics Letters
·
2015
·
4 authors
118
citations
Hedging crude oil using refined product: A regime switching asymmetric DCC approach
Energy Economics
·
2014
·
3 authors
65
citations
Oil price shocks and agricultural commodity prices
Energy Economics
·
2014
·
3 authors
251
citations
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries
Journal of Comparative Economics
·
2013
·
3 authors
573
citations
Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis
Computational Economics
·
2012
·
2 authors
44
citations
Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis
Economic Modelling
·
2012
·
2 authors
98
citations
Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
Energy Economics
·
2012
·
2 authors
226
citations
Multifractal detrending moving average analysis on the US Dollar exchange rates
Physica A Statistical Mechanics and its Applications
·
2011
·
3 authors
111
citations
Can GARCH-class models capture long memory in WTI crude oil markets?
Economic Modelling
·
2010
·
3 authors
48
citations
Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis
Physica A Statistical Mechanics and its Applications
·
2010
·
3 authors
140
citations
Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil
Physica A Statistical Mechanics and its Applications
·
2010
·
3 authors
133
citations
Cross-correlations between Chinese A-share and B-share markets
Physica A Statistical Mechanics and its Applications
·
2010
·
3 authors
173
citations
Forecasting crude oil market volatility: Further evidence using GARCH-class models
Energy Economics
·
2010
·
3 authors
374
citations
Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis
Physica A Statistical Mechanics and its Applications
·
2010
·
3 authors
99
citations
Analysis of market efficiency for the Shanghai stock market over time
Physica A Statistical Mechanics and its Applications
·
2010
·
5 authors
92
citations
Is WTI crude oil market becoming weakly efficient over time?
Energy Economics
·
2009
·
2 authors
142
citations
Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis
International Review of Financial Analysis
·
2009
·
3 authors
229
citations