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~language:"eng"
~person:"Wei, Yu"
~subject:"Portfolio-Management"
~subject:"Risiko"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Portfolio-Management
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38
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29
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29
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25
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25
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23
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23
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21
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Wei, Yu
Gupta, Rangan
205
Bouri, Elie
110
Hammoudeh, Shawkat
98
Ma, Feng
98
Bahmani-Oskooee, Mohsen
97
Fabozzi, Frank J.
97
McAleer, Michael
96
Tiwari, Aviral Kumar
90
Kang, Sang Hoon
73
Wong, Wing Keung
71
Xuan Vinh Vo
68
Wohar, Mark E.
64
Mensi, Walid
63
McMillan, David G.
58
Demirer, Rıza
57
Bollerslev, Tim
56
Wang, Yudong
54
Zaremba, Adam
54
Faff, Robert W.
53
Yoon, Seong-min
52
Lucey, Brian M.
51
Zhang, Yaojie
50
Balcilar, Mehmet
49
Brooks, Robert
49
Lee, Chien-chiang
49
Satchell, Stephen
49
Caporale, Guglielmo Maria
48
Lien, Da-hsiang Donald
48
Nguyen, Duc Khuong
48
Shahzad, Syed Jawad Hussain
48
Apergēs, Nikolaos
47
Pierdzioch, Christian
47
Corbet, Shaen
46
Gollier, Christian
46
Ji, Qiang
46
Viscusi, W. Kip
46
Escobar, Marcos
45
Kumar, Dilip
45
Bali, Turan G.
44
Salisu, Afees A.
44
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Energy economics
10
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8
International journal of finance & economics : IJFE
4
International review of financial analysis
4
International review of economics & finance : IREF
3
Applied economics
2
Economic modelling
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
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ECONIS (ZBW)
42
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1
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10
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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
Can China's national carbon trading market hedge the risks of light and medium crude oil? : a comparative analysis with the European carbon market
Zhu, Pengfei
;
Lu, Tuantuan
;
Shang, Yue
;
Zhang, Zerong
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014580529
Saved in:
4
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:
5
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:
6
Diversification effects of China's carbon neutral bond on renewable energy stock markets : a minimum connectedness portfolio approach
Bai, Lan
;
Wei, Yu
;
Zhang, Jiahao
;
Wang, Yizhi
;
Lucey, …
- In:
Energy economics
123
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014475890
Saved in:
7
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:
8
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:
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
Saved in:
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