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type_genre:"Thesis"
~isPartOf:"Energy economics"
~language:"eng"
~person:"Wei, Yu"
~source:"econis"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Conference paper"
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Welt
5
World
5
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Commodity derivative
3
Oil market
3
Oil price
3
Rohstoffderivat
3
Ölmarkt
3
Ölpreis
3
China
2
Crude oil market
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1992-2009
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Börsenkurs
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Carbon neutral bond
1
China’s crude oil futures
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Dynamic model averaging method
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Emissions trading
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Generalized asymmetric Student-t distribution
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Interday and intraday price dynamic
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Kapitalanlage
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Minimum connectedness portfolio
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Nonparametric causality-in-quantiles test
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Wei, Yu
Hammoudeh, Shawkat
20
Tiwari, Aviral Kumar
16
Ji, Qiang
15
Lee, Chien-chiang
14
Smyth, Russell
14
Clarke, Leon
11
Shahbaz, Muhammad
11
Uddin, Mohammed Gazi Salah
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11
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10
Apergēs, Nikolaos
9
Fan, Ying
9
Gupta, Rangan
9
Shahzad, Syed Jawad Hussain
9
Wang, Shouyang
9
Bouri, Elie
8
Kang, Sang Hoon
8
Roubaud, David
8
Awaworyi Churchill, Sefa
7
Chang, Chun Ping
7
Do, Hung Xuan
7
Dong, Kangyin
7
Lucey, Brian M.
7
Ma, Feng
7
Umar, Muhammad
7
Zhang, Dayong
7
Acheampong, Alex O.
6
Ang, Beng-wah
6
Demirer, Rıza
6
Filis, George
6
Batten, Jonathan A.
5
Böhringer, Christoph
5
Calvin, Katherine
5
Chatziantoniou, Ioannis
5
Gong, Xu
5
Inekwe, John Nkwoma
5
Jiang, Xuemei
5
Kaufmann, Robert Kurt
5
Lee, Chi-Chuan
5
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Energy economics
Finance research letters
8
International review of financial analysis
4
International journal of finance & economics : IJFE
2
Applied economics
1
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1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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1
Diversification effects of China's carbon neutral bond on renewable energy stock markets : a minimum connectedness portfolio approach
Bai, Lan
;
Wei, Yu
;
Zhang, Jiahao
;
Wang, Yizhi
;
Lucey, …
- In:
Energy economics
123
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014475890
Saved in:
2
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
3
Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Saved in:
4
Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
Saved in:
5
Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu
;
Wang, Yudong
;
Huang, Dengshi
- In:
Energy economics
32
(
2010
)
6
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972
Saved in:
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