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~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Huang, Dengshi"
~person:"Wei, Yu"
~subject:"Contagion effect"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Oil price"
~subject:"Rohstoffderivat"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Contagion effect
Estimation
Markov-Kette
Oil price
Rohstoffderivat
Share price
Stock market
Volatility
Volatilität
Ölpreis
Forecasting model
10
Prognoseverfahren
10
ARCH model
9
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9
Commodity derivative
8
Volatility forecasting
6
Oil market
5
Welt
5
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4
Schätzung
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China
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Realized range-based volatility
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Capital income
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Forecast combination
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Kapitaleinkommen
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Multivariate Verteilung
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Multivariate distribution
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Oil futures price
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Petroleum
2
Risiko
2
Risk
2
Theorie
2
Theory
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Uncertainty
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1992-2009
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Anleihe
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Ansteckungseffekt
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Aufsatz in Zeitschrift
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Huang, Dengshi
Wei, Yu
Ma, Feng
27
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
19
Gupta, Rangan
16
Wang, Yudong
16
Bouri, Elie
15
Ji, Qiang
11
Uddin, Mohammed Gazi Salah
10
Zhang, Yaojie
10
Chevallier, Julien
9
Demirer, Rıza
9
Kang, Sang Hoon
9
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9
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9
Yoon, Seong-min
9
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8
Mensi, Walid
8
Roubaud, David
8
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Dai, Zhifeng
7
Do, Hung Xuan
7
Gong, Xu
7
Liang, Chao
7
Lin, Boqiang
7
Wohar, Mark E.
7
Yin, Libo
7
Batten, Jonathan A.
6
Filis, George
6
Liu, Jing
6
Lucey, Brian M.
6
Nguyen, Duc Khuong
6
Salisu, Afees A.
6
Wang, Shouyang
6
Balcilar, Mehmet
5
Dutta, Anupam
5
Han, Liyan
5
Hasanov, Akram Shavkatovich
5
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Finance research letters
8
International review of financial analysis
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
15
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1
Market volatilities vs oil shocks : which dominate the relative performance of green bonds?
Wei, Yu
;
Shi, Chunpei
;
Zhou, Chunyan
;
Wang, Qian
;
Liu, …
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046906
Saved in:
2
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:
3
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
9
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:
10
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
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