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~isPartOf:"Energy economics"
~person:"Wei, Yu"
~subject:"Estimation"
~subject:"Oil market"
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Estimation
Oil market
Welt
5
World
5
Volatility
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Volatilität
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ARCH model
3
ARCH-Modell
3
Commodity derivative
3
Oil price
3
Rohstoffderivat
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Ölmarkt
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China
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Crude oil market
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Forecasting model
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Prognoseverfahren
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1992-2009
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Aktienmarkt
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Börsenkurs
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Carbon neutral bond
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China’s crude oil futures
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Dynamic model averaging method
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Emissions trading
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Erneuerbare Energie
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Financial uncertainty
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GARCH-MIDAS
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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
9
Ji, Qiang
8
Wang, Yudong
8
Fan, Ying
7
Gupta, Rangan
5
Lee, Chien-chiang
5
Shahbaz, Muhammad
5
Huntington, Hillard G.
4
Liu, Li
4
Ma, Feng
4
Wang, Shouyang
4
Bouri, Elie
3
Dai, Zhifeng
3
Demirer, Rıza
3
Kaufmann, Robert Kurt
3
Liddle, Brantley
3
Nonejad, Nima
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
3
Smyth, Russell
3
Wu, Chongfeng
3
Zhang, Yaojie
3
Cajueiro, Daniel Oliveira
2
Chatziantoniou, Ioannis
2
Chen, Chun-Da
2
Chen, Hao
2
Considine, Timothy James
2
Corbet, Shaen
2
Do, Hung Xuan
2
Filis, George
2
Gong, Xu
2
Gozgor, Giray
2
Gronwald, Marc
2
Haugom, Erik
2
Hu, Yang
2
Huang, Dengshi
2
Kumar, Pawan
2
Lau, Chi Keung
2
Lindholt, Lars
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Energy economics
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1
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Financial innovation : FIN
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International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
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:
2
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:
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 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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