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~isPartOf:"Applied econometrics and international development"
~isPartOf:"Eastern economic journal"
~isPartOf:"Energy economics"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Modern economy"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Bildirici, Melike"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Grubaugh, Stephen G."
~person:"Ramírez, Miguel D."
~person:"Wei, Yu"
~subject:"Asia"
~subject:"Cointegration"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"KPSS unit root test"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Textbook"
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16
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Bildirici, Melike
Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Grubaugh, Stephen G.
Ramírez, Miguel D.
Wei, Yu
Hammoudeh, Shawkat
25
Tiwari, Aviral Kumar
20
Ma, Feng
19
Gupta, Rangan
16
Wang, Yudong
16
Guisán, María-Carmen
14
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Bouri, Elie
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11
Smyth, Russell
11
Yoon, Seong-min
11
Kang, Sang Hoon
10
Shahbaz, Muhammad
10
Demirer, Rıza
9
Uddin, Mohammed Gazi Salah
9
Benth, Fred Espen
8
Lin, Boqiang
8
Wen, Fenghua
8
Chevallier, Julien
7
Dai, Zhifeng
7
Mensi, Walid
7
Nguyen, Duc Khuong
7
Payne, James E.
7
Roubaud, David
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Serletis, Apostolos
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7
Weron, Rafał
7
Wohar, Mark E.
7
Wu, Chongfeng
7
Batten, Jonathan A.
6
Do, Hung Xuan
6
Ghoddusi, Hamed
6
Liu, Li
6
Lucey, Brian M.
6
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Applied econometrics and international development
Eastern economic journal
Energy economics
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Modern economy
Applied economics
23
Applied economics letters
15
Finance research letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of finance & economics : IJFE
10
Research in international business and finance
9
Economic modelling
8
International review of economics & finance : IREF
7
International review of financial analysis
7
Business and Economic Research : BER
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Atlantic economic journal : AEJ
5
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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5
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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4
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4
Review of development finance
4
The South African journal of economics
4
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3
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European review of economics and finance
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International journal of theoretical and applied finance
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Oxford bulletin of economics and statistics
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African development review
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African journal of economic and sustainable development
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Bulletin of applied economics
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CBN journal of applied statistics
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Defence and peace economics
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Economia internazionale
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ECONIS (ZBW)
39
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1
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
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
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
4
FDI, growth and level of development : analysis of 76 countries for the period 1980-2010
Grubaugh, Stephen G.
- In:
Applied econometrics and international development
19
(
2019
)
2
,
pp. 5-18
Persistent link: https://www.econbiz.de/10012207173
Saved in:
5
Forecasting oil price volatility : forecast combination versus shrinkage method
Zhang, Yaojie
;
Wei, Yu
;
Zhang, Yi
;
Jin, Daxiang
- In:
Energy economics
80
(
2019
),
pp. 423-433
Persistent link: https://www.econbiz.de/10012173653
Saved in:
6
Inflation in Argentina : analysis of persistence using fractional integration
Isoardi, Mateo
;
Gil-Alaña, Luis A.
- In:
Eastern economic journal
45
(
2019
)
2
,
pp. 204-223
Persistent link: https://www.econbiz.de/10012302283
Saved in:
7
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
8
The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based copula method
Li, Xiafei
;
Wei, Yu
- In:
Energy economics
74
(
2018
),
pp. 565-581
Persistent link: https://www.econbiz.de/10011972926
Saved in:
9
Long-range dependence in daily return stock market series
Dittrich, Ludwig O.
;
Srbek, Pavel
- In:
International advances in economic research : IAER ; an …
24
(
2018
)
3
,
pp. 285-286
Persistent link: https://www.econbiz.de/10012036586
Saved in:
10
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
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