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Yudong Wang

Institution: Nanjing University of Science

Primary Field: Energy (weighted toward more recent publications)

First Publication: 2010

Most Recent: 2025

RePEc ID: pwa928 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 14.80 3.36 1.68 19.85 -
Last 10 Years 0.00 28.93 5.72 2.02 36.66 -
All Time 0.00 39.36 5.72 4.63 49.70 -

Publication Statistics

Raw Publications 50
Coauthorship-Adjusted Count 34.65

Publications (50)

Year Article Journal Tier Authors
2025 Global climate policy uncertainty and carbon market volatility: Aggravating or mitigating across market conditions? Economics Letters C 3
2024 Solving the Forecast Combination Puzzle Using Double Shrinkages Oxford Bulletin of Economics and Statistics B 3
2024 Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors Energy Economics A 4
2024 Exploiting the sentiments: A simple approach for improving cross hedging effectiveness Energy Economics A 4
2024 Forecasting oil futures returns with news Energy Economics A 4
2024 Forecasting crude oil market volatility: A comprehensive look at uncertainty variables International Journal of Forecasting B 4
2023 Hedging pressure momentum and the predictability of oil futures returns Economic Modeling C 4
2023 Forecasting the real prices of crude oil: What is the role of parameter instability? Energy Economics A 2
2023 The predictive effect of risk aversion on oil returns under different market conditions Energy Economics A 3
2023 Forecasting crude oil market volatility using variable selection and common factor International Journal of Forecasting B 3
2023 Forecasting crude oil futures market returns: A principal component analysis combination approach International Journal of Forecasting B 2
2023 Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility International Journal of Forecasting B 4
2023 Forecasting stock market realized volatility: the role of global terrorist attacks Applied Economics C 4
2022 Oil implied volatility and expected stock returns along the worldwide supply chain Energy Economics A 3
2022 Forecasting the real prices of crude oil: A robust weighted least squares approach Energy Economics A 2
2022 Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error Applied Economics C 4
2021 Realized skewness and the short-term predictability for aggregate stock market volatility Economic Modeling C 4
2021 Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism Economic Modeling C 3
2021 Investor attention and oil market volatility: Does economic policy uncertainty matter? Energy Economics A 2
2021 Forecasting crude oil prices: A scaled PCA approach Energy Economics A 4
2021 How does corporate investment react to oil prices changes? Evidence from China Energy Economics A 2
2020 Forecasting the real prices of crude oil using robust regression models with regularization constraints Energy Economics A 3
2020 Can commodity prices forecast exchange rates? Energy Economics A 3
2020 Forecasting commodity prices out-of-sample: Can technical indicators help? International Journal of Forecasting B 3
2019 Risk spillovers between oil and stock markets: A VAR for VaR analysis Energy Economics A 4
2019 Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective Energy Economics A 2
2019 Oil price increases and the predictability of equity premium Journal of Banking & Finance B 4
2018 Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model Energy Economics A 4
2018 Predictability of crude oil prices: An investor perspective Energy Economics A 3
2017 Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models Energy Economics A 3
2017 Oil volatility risk and stock market volatility predictability: Evidence from G7 countries Energy Economics A 3
2016 A nonparametric approach to test for predictability Economics Letters C 3
2016 Disentangling the determinants of real oil prices Energy Economics A 4
2016 The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach Energy Economics A 3
2016 What the investors need to know about forecasting oil futures return volatility Energy Economics A 4
2016 Forecasting crude oil market volatility: A Markov switching multifractal volatility approach International Journal of Forecasting B 3
2016 Forecasting realized volatility in a changing world: A dynamic model averaging approach Journal of Banking & Finance B 4
2015 Limited attention of individual investors and stock performance: Evidence from the ChiNext market Economic Modeling C 2
2015 Commodity price changes and the predictability of economic policy uncertainty Economics Letters C 4
2015 Forecasting excess stock returns with crude oil market data Energy Economics A 3
2015 Forecasting the real prices of crude oil under economic and statistical constraints Energy Economics A 4
2014 Oil price shocks and agricultural commodity prices Energy Economics A 3
2014 Hedging crude oil using refined product: A regime switching asymmetric DCC approach Energy Economics A 3
2013 Are crude oil spot and futures prices cointegrated? Not always! Economic Modeling C 2
2012 What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications Economic Modeling C 2
2012 Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis Economic Modeling C 2
2012 Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? Energy Economics A 2
2011 Can GARCH-class models capture long memory in WTI crude oil markets? Economic Modeling C 3
2010 Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis Energy Economics A 2
2010 Forecasting crude oil market volatility: Further evidence using GARCH-class models Energy Economics A 3