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~language:"eng"
~person:"Wei, Yu"
~subject:"Risiko"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Risiko
Volatilität
Ölpreis
Volatility
38
Forecasting model
29
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29
Welt
25
World
25
ARCH model
23
ARCH-Modell
23
Oil price
21
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17
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16
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16
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15
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15
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15
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15
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13
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13
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11
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39
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Wei, Yu
Gupta, Rangan
223
Hammoudeh, Shawkat
106
Bouri, Elie
102
Ma, Feng
100
Bahmani-Oskooee, Mohsen
97
Tiwari, Aviral Kumar
88
McAleer, Michael
84
Wang, Yudong
69
Wohar, Mark E.
65
Kang, Sang Hoon
63
Xuan Vinh Vo
62
Mensi, Walid
61
Ji, Qiang
59
Demirer, Rıza
56
Balcilar, Mehmet
55
Zhang, Yaojie
55
Bollerslev, Tim
54
Kilian, Lutz
54
Lee, Chien-chiang
54
McMillan, David G.
52
Salisu, Afees A.
51
Pierdzioch, Christian
50
Lucey, Brian M.
48
Caporale, Guglielmo Maria
46
Serletis, Apostolos
46
Viscusi, W. Kip
46
Corbet, Shaen
45
Kumar, Dilip
45
Apergēs, Nikolaos
44
Shahzad, Syed Jawad Hussain
44
Yoon, Seong-min
44
Narayan, Paresh Kumar
43
Nguyen, Duc Khuong
43
Gil-Alaña, Luis A.
42
Hamori, Shigeyuki
42
Lau, Chi Keung
42
Chevallier, Julien
41
Liang, Chao
41
Yin, Libo
41
Andersen, Torben
40
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Energy economics
9
Finance research letters
7
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
3
International review of financial analysis
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
Journal of commodity markets
1
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ECONIS (ZBW)
39
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1
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39
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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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