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~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~language:"eng"
~person:"Wei, Yu"
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Welt
10
World
10
Volatility
8
Volatilität
8
Oil market
5
Oil price
5
Ölmarkt
5
Ölpreis
5
ARCH model
4
ARCH-Modell
4
Commodity derivative
3
Coronavirus
3
Crude oil market
3
Forecasting model
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Prognoseverfahren
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1992-2009
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COVID-19
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China’s crude oil futures
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Wei, Yu
Bouri, Elie
23
Gupta, Rangan
22
Ji, Qiang
22
Goodell, John W.
20
Hammoudeh, Shawkat
20
Tiwari, Aviral Kumar
18
Lucey, Brian M.
17
Shahzad, Syed Jawad Hussain
17
Lee, Chien-chiang
15
Smyth, Russell
14
Roubaud, David
13
Sadorsky, Perry A.
12
Shahbaz, Muhammad
12
Apergēs, Nikolaos
11
Clarke, Leon
11
Corbet, Shaen
11
Fan, Ying
11
Kang, Sang Hoon
11
Wang, Yudong
11
Uddin, Mohammed Gazi Salah
10
Wang, Shouyang
10
Zhang, Dayong
10
Guesmi, Khaled
9
Ma, Feng
9
Naeem, Muhammad Abubakr
9
Umar, Zaghum
9
Dong, Kangyin
8
Gozgor, Giray
8
Wohar, Mark E.
8
Ang, Beng-wah
7
Awaworyi Churchill, Sefa
7
Baur, Dirk G.
7
Xuan Vinh Vo
7
Zaremba, Adam
7
Acheampong, Alex O.
6
Boubaker, Sabri
6
Demirer, Rıza
6
Do, Hung Xuan
6
Filis, George
6
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Energy economics
Finance research letters
International review of financial analysis
3
International journal of finance & economics : IJFE
2
Applied economics
1
Economic modelling
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of empirical finance
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
10
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1
Can Green Economy stocks hedge natural gas market risk? : evidence during Russia-Ukraine conflict and other crisis periods
Chen, Yongfei
;
Wei, Yu
;
Bai, Lan
;
Zhang, Jiahao
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472409
Saved in:
2
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:
3
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
Saved in:
4
Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Shang, Yue
;
Wei, Yu
;
Chen, Yongfei
- In:
Finance research letters
50
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014239966
Saved in:
5
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:
6
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan
;
Wei, Yu
;
Wei, Guiwu
;
Li, Xiafei
;
Zhang, Songyun
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Saved in:
7
Does the financial crisis change the economic risk perception of crude oil traders? : a MIDAS quantile regression approach
Lei, Likun
;
Shang, Yue
;
Chen, Yongfei
;
Wei, Yu
- In:
Finance research letters
30
(
2019
),
pp. 341-351
Persistent link: https://www.econbiz.de/10012420880
Saved in:
8
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:
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 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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