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~isPartOf:"Energy economics"
~language:"ell"
~language:"eng"
~language:"grc"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"McAleer, Michael"
~person:"Wen, Fenghua"
~subject:"EU countries"
~subject:"Estimation"
~subject:"International tourism"
~subject:"Portfolio selection"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
~type_genre:"Sammlung"
~type_genre:"Übersichtsarbeit"
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McAleer, Michael
Wen, Fenghua
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37
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26
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25
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22
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10
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10
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10
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10
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18
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1
The evolution of day-of-the-week and the implications in crude oil market
Lin, Wenhui
;
Zhu, Qi
;
Wen, Fenghua
;
Normaziah Mohd Nor
- In:
Energy economics
106
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013202138
Saved in:
2
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
3
Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan
;
Wen, Fenghua
;
Gong, Xu
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
Saved in:
4
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
5
Oil price uncertainty and stock price crash risk : evidence from China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
6
Impacts of oil shocks on the EU carbon emissions allowances under different market conditions
Zheng, Yan
;
Yin, Hua
;
Zhou, Min
;
Liu, Wenhua
;
Wen, Fenghua
- In:
Energy economics
104
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013364446
Saved in:
7
The skewness of oil price returns and equity premium predictability
Dai, Zhifeng
;
Zhou, Huiting
;
Kang, Jie
;
Wen, Fenghua
- In:
Energy economics
94
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012649450
Saved in:
8
Interaction among China carbon emission trading markets : nonlinear Granger causality and time-varying effect
Zhao, Lili
;
Wen, Fenghua
;
Wang, Xiong
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518565
Saved in:
9
Impacts of oil implied volatility shocks on stock implied volatility in China : Empirical evidence from a quantile regression approach
Xiao, Jihong
;
Hu, Chunyang
;
Ouyang, Guangda
;
Wen, Fenghua
- In:
Energy economics
80
(
2019
),
pp. 297-309
Persistent link: https://www.econbiz.de/10012172448
Saved in:
10
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Saved in:
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