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Disentangling the determinants of real oil pricesLiu, Li; Wang, Yudong; Wu, Chongfeng; Wu, Wenfeng · Energy Economics · 2016
Time-Varying Parameter Realized Volatility ModelsWang, Yudong; Pan, Zhiyuan; Wu, Chongfeng · Journal of Forecasting · 2016
Oil price shocks and agricultural commodity pricesWang, Yudong; Wu, Chongfeng; Yang, Li · Energy Economics · 2014
A nonparametric approach to test for predictabilityPan, Zhiyuan; Wang, Yudong; Wu, Chongfeng · Economics Letters · 2016
Long memory in energy futures markets: Further evidenceYudong Wang; Chongfeng Wu · 2012
Dynamic portfolio allocation with time-varying jump riskZhou, Chunyang; Wu, Chongfeng; Wang, Yudong · Journal of Empirical Finance · 2019
Are crude oil spot and futures prices cointegrated? Not always!Wang, Yudong; Wu, Chongfeng · Economic Modelling · 2013
Oil price increases and the predictability of equity premiumWang, Yudong; Pan, Zhiyuan; Liu, Li; Wu, Chongfeng · Journal of Banking & Finance · 2019