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~isPartOf:"Energy economics"
~person:"Wei, Yu"
~subject:"Oil market"
~subject:"Rohstoffderivat"
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Oil market
Rohstoffderivat
Welt
5
World
5
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Commodity derivative
3
Oil price
3
Ölmarkt
3
Ölpreis
3
China
2
Crude oil market
2
Estimation
2
Forecasting model
2
Prognoseverfahren
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Schätzung
2
1992-2009
1
Aktienmarkt
1
Börsenkurs
1
Carbon neutral bond
1
China’s crude oil futures
1
Dynamic model averaging method
1
Emissions trading
1
Emissionshandel
1
Erdöl
1
Erneuerbare Energie
1
Financial investment
1
Financial uncertainty
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GARCH-MIDAS
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Generalized asymmetric Student-t distribution
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Greenhouse gas emissions
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Interday and intraday price dynamic
1
Kapitalanlage
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Minimum connectedness portfolio
1
Nachhaltige Kapitalanlage
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Nonparametric causality-in-quantiles test
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Petroleum
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Portfolio selection
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Wei, Yu
Fan, Ying
8
Ji, Qiang
8
Hammoudeh, Shawkat
6
Wang, Yudong
6
Kang, Sang Hoon
5
Gupta, Rangan
4
Kaufmann, Robert Kurt
4
Lee, Chien-chiang
4
Ma, Feng
4
Chevallier, Julien
3
Demirer, Rıza
3
Gong, Xu
3
Liu, Bing-Yue
3
Liu, Li
3
Manera, Matteo
3
Naeem, Muhammad Abubakr
3
Sadorsky, Perry A.
3
Uddin, Mohammed Gazi Salah
3
Wang, Shouyang
3
Wen, Fenghua
3
Bouri, Elie
2
Cajueiro, Daniel Oliveira
2
Chatziantoniou, Ioannis
2
Chen, Chun-Da
2
Considine, Timothy James
2
Corbet, Shaen
2
Cortazar, Gonzalo
2
D'Ecclesia, Rita L.
2
Dai, Zhifeng
2
Degiannakis, Stavros
2
Dimpfl, Thomas
2
Filis, George
2
Gozgor, Giray
2
Gronwald, Marc
2
Guesmi, Khaled
2
Haugom, Erik
2
Hu, Yang
2
Huntington, Hillard G.
2
Klein, Tony
2
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Energy economics
Finance research letters
4
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 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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