World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
48
Citations
9147
World Ranking
1517
National Ranking
42

Overview

Yudong Wang is affiliated with Nanjing University of Science and Technology in China and is an active researcher within the field of Economics, Econometrics and Finance. Their work primarily concentrates on areas such as Market Dynamics and Volatility, Monetary Policy and Economic Impact, and Energy, Environment, and Economic Growth.

Their recent publications demonstrate a focus on crude oil price forecasting, volatility analysis, and market return prediction. Notable papers include:

  • Geopolitical risk trends and crude oil price predictability, 2022, Energy
  • Forecasting crude oil prices: A scaled PCA approach, 2021, Energy Economics
  • Forecasting crude oil market volatility using variable selection and common factor, 2022, International Journal of Forecasting
  • Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent, 2022, International Review of Financial Analysis
  • Forecasting crude oil futures market returns: A principal component analysis combination approach, 2022, International Journal of Forecasting

Wang frequently collaborates with several researchers, including:

  • Yaojie Zhang
  • Mengxi He
  • Danyan Wen
  • Xianfeng Hao
  • Li Liu

The preferred publication venues for Wang's research include:

  • Energy Economics
  • Journal of Forecasting
  • Energy
  • Resources Policy
  • International Journal of Forecasting

Their research spans several subfields within Economics, Econometrics and Finance, such as Economics and Econometrics, Finance, and Management Science and Operations Research. The focus extends to topics including Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Global Energy and Sustainability Research, and Energy, Environment, and Transportation Policies.

Yudong Wang's scholarly output illustrates a significant engagement with dynamic aspects of energy economics and financial forecasting, addressing how geopolitical and economic factors impact crude oil markets and associated financial risks.

Best Publications

  • Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries

    Yudong Wang;Chongfeng Wu;Li Yang

  • Forecasting crude oil market volatility: Further evidence using GARCH-class models

    Yu Wei;Yudong Wang;Dengshi Huang

  • Forecasting realized volatility in a changing world: A dynamic model averaging approach

    Yudong Wang;Feng Ma;Yu Wei;Chongfeng Wu

  • Oil price shocks and agricultural commodity prices

    Yudong Wang;Chongfeng Wu;Li Yang

  • Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?

    Yudong Wang;Chongfeng Wu

  • Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis

    Yudong Wang;Li Liu;Rongbao Gu

  • The dynamic spillover between carbon and energy markets: New evidence

    Yudong Wang;Zhuangyue Guo

  • Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?

    Yaojie Zhang;Feng Ma;Yudong Wang

  • Oil and the short-term predictability of stock return volatility

    Yudong Wang;Yu Wei;Chongfeng Wu;Libo Yin

  • Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model

    Zhiyuan Pan;Yudong Wang;Chongfeng Wu;Libo Yin

  • Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective

    Xunxiao Wang;Yudong Wang

  • Cross-correlations between Chinese A-share and B-share markets

    Yudong Wang;Yu Wei;Chongfeng Wu

  • Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis

    Yudong Wang;Li Liu

  • Geopolitical risk trends and crude oil price predictability

    Unknown

  • Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

    Yudong Wang;Yu Wei;Chongfeng Wu

  • Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?

    Yudong Wang;Chongfeng Wu;Li Yang

  • Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil

    Yudong Wang;Yu Wei;Chongfeng Wu

  • Oil price shocks and U.S. dollar exchange rates

    Hongtao Chen;Li Liu;Yudong Wang;Yingming Zhu

  • Multifractal detrending moving average analysis on the US Dollar exchange rates

    Yudong Wang;Chongfeng Wu;Zhiyuan Pan

  • Oil price increases and the predictability of equity premium

    Yudong Wang;Zhiyuan Pan;Li Liu;Chongfeng Wu

  • Forecasting crude oil market volatility: A Markov switching multifractal volatility approach

    Yudong Wang;Chongfeng Wu;Li Yang

Frequent Co-Authors

Chongfeng Wu
Chongfeng Wu Shanghai Jiao Tong University
Li Yang
Li Yang Chinese Academy of Sciences
Yu Wei
Yu Wei Yunnan University of Finance And Economics
Feng Ma
Feng Ma Southwest Jiaotong University
Gang-Jin Wang
Gang-Jin Wang Hunan University

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