Yudong Wang
Economics and Econometrics · Energy Economics · 2009–2020
A researcher in the Science corpus: 23 papers; trusts 61 researchers and is trusted by 39 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 548 citations into it; #1,867 of 23,481 by trust here, #807 by citations
- Finance — 283 citations into it; #1,931 of 10,518 by trust here, #1,228 by citations
- Renewable Energy, Sustainability and the Environment — 151 citations into it; #1,866 of 5,212 by trust here, #1,947 by citations
- Management Science and Operations Research — 54 citations into it
- Statistical and Nonlinear Physics — 53 citations into it; #3,394 of 10,127 by trust here, #1,755 by citations
- Molecular Biology — 25 citations into it
- Statistics and Probability — 20 citations into it
- Condensed Matter Physics — 18 citations into it; #637 of 1,948 by trust here, #454 by citations
Whom Yudong Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- Benjamin Miranda Tabak
- Daniel Oliveira Cajueiro
- Tim Bollerslev
- J. Elder
- Robert F. Engle
- James D. Hamilton
- Bradley S. Paye
- Wei‐Xing Zhou
- Perry Sadorsky
Who trusts Yudong Wang overall
- Yue‐Jun Zhang
- Feng Ma
- Guangxi Cao
- Yu Wei
- Ladislav Kristoufek
- Stavros Degiannakis *
- Chao Liang
- Afees A. Salisu
- M. Wahab
- Jing Liu
Papers from Yudong Wang's perspective
Ordered by how strongly the researchers Yudong Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- A Reality Check for Data Snooping
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Estimating the Dimension of a Model
- Dynamic Conditional Correlation
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
- Long Memory and Regime Switching
Their papers
- Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013) — 559 citations
- Forecasting crude oil market volatility: Further evidence using GARCH-class models (2010) — 383 citations
- Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? (2012) — 222 citations
- Forecasting crude oil market volatility: A Markov switching multifractal volatility approach (2016) — 110 citations
- Oil price shocks and agricultural commodity prices (2014) — 233 citations
- Oil price shocks and U.S. dollar exchange rates (2016) — 117 citations
- Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil (2011) — 130 citations
- Cross-correlations between Chinese A-share and B-share markets (2010) — 170 citations
- Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009) — 209 citations
- Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis (2010) — 147 citations
- Forecasting realized volatility in a changing world: A dynamic model averaging approach (2016) — 276 citations
- Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model (2017) — 189 citations
- Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis (2011) — 137 citations
- Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? (2019) — 262 citations
- Oil and the short-term predictability of stock return volatility (2018) — 199 citations
- Commodity price changes and the predictability of economic policy uncertainty (2015) — 111 citations
- The dynamic spillover between carbon and energy markets: New evidence (2018) — 245 citations
- Multifractal detrending moving average analysis on the US Dollar exchange rates (2011) — 109 citations
- Forecasting the real prices of crude oil using robust regression models with regularization constraints (2020) — 48 citations
- Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective (2019) — 177 citations