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~isPartOf:"Energy economics"
~person:"Wei, Yu"
~subject:"Oil market"
~subject:"Oil price"
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Oil market
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Welt
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Volatility
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ARCH model
3
ARCH-Modell
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Commodity derivative
3
Rohstoffderivat
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Ölmarkt
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Crude oil market
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1992-2009
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Aktienmarkt
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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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Generalized asymmetric Student-t distribution
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Interday and intraday price dynamic
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Minimum connectedness portfolio
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Nonparametric causality-in-quantiles test
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Wei, Yu
Hammoudeh, Shawkat
14
Tiwari, Aviral Kumar
10
Ji, Qiang
9
Wang, Yudong
9
Fan, Ying
8
Gupta, Rangan
8
Kang, Sang Hoon
8
Sadorsky, Perry A.
8
Shahzad, Syed Jawad Hussain
8
Wang, Shouyang
8
Bouri, Elie
6
Filis, George
6
Lee, Chien-chiang
6
Uddin, Mohammed Gazi Salah
6
Demirer, Rıza
5
Ma, Feng
5
Roubaud, David
5
Shahbaz, Muhammad
5
Smyth, Russell
5
Chatziantoniou, Ioannis
4
Dai, Zhifeng
4
Do, Hung Xuan
4
Kaufmann, Robert Kurt
4
Liu, Li
4
Maitra, Debasish
4
Manera, Matteo
4
Narayan, Paresh Kumar
4
Reboredo, Juan Carlos
4
Soytas, Ugur
4
Wohar, Mark E.
4
Zhang, Dayong
4
Zhang, Yue-jun
4
Apergēs, Nikolaos
3
Batten, Jonathan A.
3
Brooks, Robert
3
Chevallier, Julien
3
Degiannakis, Stavros
3
Dutta, Anupam
3
Ferrer, Román
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Energy economics
Finance research letters
2
Applied economics
1
Economic modelling
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of empirical finance
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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
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:
3
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:
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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