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~language:"eng"
~person:"Wei, Yu"
~subject:"Forecasting model"
~subject:"Risiko"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Forecasting model
Risiko
Volatilität
Volatility
38
Prognoseverfahren
29
Welt
25
World
25
ARCH model
23
ARCH-Modell
23
Oil price
21
Ölpreis
21
China
17
Estimation
16
Schätzung
16
Aktienmarkt
15
Commodity derivative
15
Rohstoffderivat
15
Stock market
15
Börsenkurs
13
Capital income
13
Kapitaleinkommen
13
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13
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11
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11
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Petroleum
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Article
42
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Article in journal
Übersichtsarbeit
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42
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English
Author
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Wei, Yu
Gupta, Rangan
304
Ma, Feng
111
Bouri, Elie
106
Pierdzioch, Christian
103
Bahmani-Oskooee, Mohsen
97
McAleer, Michael
95
Wohar, Mark E.
93
McMillan, David G.
87
Hammoudeh, Shawkat
83
Tiwari, Aviral Kumar
78
Wang, Yudong
74
Clements, Michael P.
72
Franses, Philip Hans
70
Balcilar, Mehmet
69
Zhang, Yaojie
64
Timmermann, Allan
61
Xuan Vinh Vo
61
Baghestani, Hamid
60
Salisu, Afees A.
60
Demirer, Rıza
59
Narayan, Paresh Kumar
59
Zaremba, Adam
59
Bollerslev, Tim
58
Fildes, Robert
58
Kang, Sang Hoon
58
Marcellino, Massimiliano
58
Mensi, Walid
54
Wang, Shouyang
53
Caporale, Guglielmo Maria
49
Fabozzi, Frank J.
49
Yin, Libo
49
Ji, Qiang
47
Lee, Chien-chiang
47
Lucey, Brian M.
47
Stekler, Herman O.
47
Kumar, Dilip
46
Liang, Chao
46
Viscusi, W. Kip
46
Apergēs, Nikolaos
45
Chevallier, Julien
45
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Energy economics
9
Finance research letters
7
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Economic modelling
3
International review of economics & finance : IREF
3
Applied economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
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1
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ECONIS (ZBW)
42
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1
Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties : does El Niño-Southern Oscillation matter?
Zhang, Jiahao
;
Zhang, Yifeng
;
Wei, Yu
;
Wang, Zhuo
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 188-215
Persistent link: https://www.econbiz.de/10014446738
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
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
5
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:
6
Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Shang, Yue
;
Wei, Yu
;
Chen, Yongfei
- In:
Finance research letters
50
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014239966
Saved in:
7
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:
8
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
Saved in:
9
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
10
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
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