Author

Yusui Tang

Institution: Southwest Minzu University

Observed institutions: Southwest Jiaotong University, Southwest Minzu University

ORCID: 0000-0002-6505-4662

Observed ORCID: 0000-0002-6505-4662

OpenAlex ID: A5075960203

The role of oil futures intraday information on predicting US stock market volatility

2020 · Yusui Tang, Xiao Xiao, et al. · Journal of Management Science and Engineering · 101

Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model

2023 · Qing Zeng, Yusui Tang, et al. · Finance research letters · 18

Forecasting volatility in commodity markets with climate risk

2025 · Yangli Guo, Pei Peng, et al. · Finance research letters · 10

Forecasting the oil price realized volatility: A multivariate heterogeneous autoregressive model

2020 · Yusui Tang, Feng Ma, et al. · International Journal of Finance & Economics · 9

Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market

2023 · Yusui Tang, Juandan Zhong · Finance research letters · 7

Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility

2021 · Adam Clements, Yin Liao, et al. · Journal of Forecasting · 7

The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching

2023 · Yusui Tang, Feng Ma · Resources Policy · 6

Does the US stock market information matter for European equity market volatility: a multivariate perspective?

2022 · Yusui Tang, Feng Ma, et al. · Applied Economics · 3

Tail risk of international equity market and oil volatility

2023 · Juandan Zhong, Wenhan Cao, et al. · Finance research letters · 1

Modelling dry bulk volatility: The role of the navigation prosperity index

2026 · Zengyuwei Luo, Yusui Tang · Finance research letters

Works count: 10

Citation count: 162

H-index: 6

I10-index: 3