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~person:"Horn, Manfred"
~person:"Wei, Yu"
~subject:"1992-2009"
~subject:"Aktienmarkt"
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1992-2009
Aktienmarkt
Oil market
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Ölpreis
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Volatility
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Volatilität
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Prognoseverfahren
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Crude oil market
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Estimation
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Schätzung
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Commodity derivative
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Rohstoffderivat
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Erdöl
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Mineralölmarkt
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OPEC countries
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OPEC-Staaten
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Petroleum
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Risiko
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Risk
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GARCH-MIDAS
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Horn, Manfred
Wei, Yu
Panagiōtidēs, Theodōros
4
Wang, Yudong
4
Bjørnland, Hilde Christiane
3
Chang, Yoosoon
3
Cross, Jamie
3
Ghorbel, Achraf
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Guesmi, Khaled
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Molnár, Peter
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Wang, Xunxiao
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Wen, Fenghua
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Wu, Chongfeng
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Abbes, Mouna Boujelbène
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Degiannakis, Stavros
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Ratti, Ronald A.
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The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based copula method
Li, Xiafei
;
Wei, Yu
- In:
Energy economics
74
(
2018
),
pp. 565-581
Persistent link: https://www.econbiz.de/10011972926
Saved in:
2
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
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