Yudong Wang

Shanghai Jiao Tong University (SJTU)

KoGuan Law School

Shanghai 200030, Shanghai 200052

China

SCHOLARLY PAPERS

4

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Top 43,668

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974

SSRN CITATIONS
Rank 47,785

SSRN RANKINGS

Top 47,785

in Total Papers Citations

9

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Oil Price Shocks and Stock Market Returns: Evidence from Oil-Importing and Oil-Exporting Countries

Number of pages: 48 Posted: 15 Dec 2012
Li Yang, Chongfeng Wu and Yudong Wang
UNSW Australia Business School, School of Banking and Finance, Shanghai Jiao Tong University (SJTU) - Aetna School of Management and Shanghai Jiao Tong University (SJTU)
Downloads 375 (79,714)
Citation 9

Abstract:

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Oil prices, Stock markets, Oil-importing and oil-exporting countries, Oil demand and supply shocks

2.

Forecasting the Real Prices of Crude Oil: A Dynamic Model Averaging Approach

Number of pages: 47 Posted: 06 Apr 2015
Yudong Wang, Chongfeng Wu and Li Yang
Shanghai Jiao Tong University (SJTU), Shanghai Jiao Tong University (SJTU) - Aetna School of Management and UNSW Australia Business School, School of Banking and Finance
Downloads 230 (135,030)
Citation 2

Abstract:

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Forecast; Dynamic model averaging; Time-varying parameter model; Oil prices

3.

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

Management Science, Forthcoming
Number of pages: 41 Posted: 10 Feb 2015 Last Revised: 22 Feb 2015
Yudong Wang, Chongfeng Wu and Li Yang
Shanghai Jiao Tong University (SJTU), Shanghai Jiao Tong University (SJTU) - Aetna School of Management and UNSW Australia Business School, School of Banking and Finance
Downloads 203 (152,130)

Abstract:

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Futures hedging; naïve strategy; minimum variance hedge ratios; estimation error; mode misspecification

4.

Forecasting Stock Returns: A Predictor-Constrained Approach

Number of pages: 42 Posted: 18 Oct 2017 Last Revised: 21 Jun 2019
Zhiyuan Pan, Davide Pettenuzzo and Yudong Wang
Southwestern University of Finance and Economics (SWUFE) - Institute of Chinese Financial Studies (ICFS), Brandeis University - International Business School and Shanghai Jiao Tong University (SJTU)
Downloads 166 (182,356)

Abstract:

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Equity premium, Predictive regressions, Predictor constraints, 12-month high, Model combinations