What is he best known for?
The fields of study he is best known for:
- Statistics
- Econometrics
- Finance
His main research concerns Econometrics, Volatility, Multifractal detrended fluctuation analysis, West Texas Intermediate and Autoregressive conditional heteroskedasticity.
By researching both Econometrics and Extreme events, Yudong Wang produces research that crosses academic boundaries.
His Volatility research integrates issues from Multivariate statistics and Market efficiency.
Within one scientific family, Yudong Wang focuses on topics pertaining to Detrended fluctuation analysis under West Texas Intermediate, and may sometimes address concerns connected to Capital asset pricing model, Futures contract, Energy economics and Market structure.
His work on Multivariate garch as part of general Autoregressive conditional heteroskedasticity research is often related to Energy market, thus linking different fields of science.
His Stock market research incorporates themes from Oil market, Precautionary demand and Position.
His most cited work include:
- Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (262 citations)
- Forecasting crude oil market volatility: Further evidence using GARCH-class models (245 citations)
- Cross-correlations between Chinese A-share and B-share markets (143 citations)
What are the main themes of his work throughout his whole career to date?
Econometrics, Volatility, Predictability, Stock market and Futures contract are his primary areas of study.
In general Econometrics, his work in West Texas Intermediate is often linked to Multifractal detrended fluctuation analysis linking many areas of study.
Yudong Wang interconnects Spillover effect and Market efficiency in the investigation of issues within Volatility.
His research in Predictability intersects with topics in Stock return and Ordinary least squares.
His work deals with themes such as Oil-storage trade, Oil market and Oil price, which intersect with Stock market.
His Futures contract study combines topics from a wide range of disciplines, such as Rescaled range analysis, Hedge, Error correction model and Long memory.
He most often published in these fields:
- Econometrics (73.81%)
- Volatility (35.71%)
- Predictability (26.19%)
What were the highlights of his more recent work (between 2019-2021)?
- Econometrics (73.81%)
- Predictability (26.19%)
- Volatility (35.71%)
In recent papers he was focusing on the following fields of study:
Yudong Wang mainly focuses on Econometrics, Predictability, Volatility, Monetary economics and Portfolio.
His Econometrics study frequently links to other fields, such as Univariate.
His Predictability research includes themes of Principal component analysis, Market timing, Excess return and Commodity.
As part of the same scientific family, Yudong Wang usually focuses on Volatility, concentrating on Extreme risk and intersecting with Foreign exchange, Futures contract and Finance.
His work in the fields of Monetary economics, such as Oil price, intersects with other areas such as Market conditions.
His Portfolio research is multidisciplinary, incorporating perspectives in Business cycle and Volatility model.
Between 2019 and 2021, his most popular works were:
- Forecasting commodity prices out-of-sample: Can technical indicators help? (7 citations)
- Forecasting the real prices of crude oil using robust regression models with regularization constraints (6 citations)
- Forecasting stock returns: A predictor-constrained approach (5 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Finance
- Econometrics
Yudong Wang focuses on Econometrics, Monetary economics, Predictability, Univariate and Equity premium puzzle.
He is studying Out of sample, which is a component of Econometrics.
His study in the field of Oil price and Shock is also linked to topics like Money supply and Sign.
His Predictability research is multidisciplinary, relying on both Excess return, Preference and Currency.
Yudong Wang has researched Univariate in several fields, including Stock market bubble and Finance.
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