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~language:"eng"
~language:"tur"
~person:"Wei, Yu"
~person:"Wohar, Mark E."
~subject:"Share price"
~subject:"VAR model"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
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Share price
VAR model
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Estimation
96
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96
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86
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86
Forecasting model
73
Prognoseverfahren
73
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Wei, Yu
Wohar, Mark E.
Gupta, Rangan
212
Hammoudeh, Shawkat
95
Tiwari, Aviral Kumar
85
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84
Ma, Feng
81
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63
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59
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56
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55
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54
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52
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52
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51
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51
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50
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50
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49
Xuan Vinh Vo
49
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48
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47
Pierdzioch, Christian
45
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44
Hsing, Yu
44
Kang, Sang Hoon
43
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42
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42
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42
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41
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41
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41
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39
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39
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37
Jawadi, Fredj
37
Zhang, Wei
37
Brooks, Robert
36
Lucey, Brian M.
36
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36
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36
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Energy economics
16
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8
Finance research letters
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International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
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5
International review of financial analysis
5
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4
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3
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ECONIS (ZBW)
107
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1
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
2
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
3
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
4
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
5
Heterogenous responses of stock markets to covid related news and sentiments : evidence from the 1st year of pandemic
Bin Kamal, Javed
;
Wohar, Mark E.
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 68-85
Persistent link: https://www.econbiz.de/10014373709
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
8
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:
9
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
10
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
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