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~person:"Wei, Yu"
~source:"econis"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Lehrbuch"
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Volatilität
Forecasting model
29
Prognoseverfahren
29
Volatility
26
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18
ARCH-Modell
18
Oil price
14
Ölpreis
14
Estimation
13
Schätzung
13
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11
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Commodity derivative
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Welt
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Aufsatz in Zeitschrift
Collection of articles of several authors
Lehrbuch
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26
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English
26
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Wei, Yu
Ma, Feng
75
Gupta, Rangan
67
Zhang, Yaojie
37
Wang, Yudong
32
Liang, Chao
30
Pierdzioch, Christian
22
Wang, Jiqian
19
Degiannakis, Stavros
18
Bouri, Elie
17
Bollerslev, Tim
16
Lu, Xinjie
16
McMillan, David G.
16
Nonejad, Nima
16
Salisu, Afees A.
16
Kumar, Dilip
15
Liu, Jing
15
Li, Yan
14
Liu, Li
14
McAleer, Michael
14
Wu, Xinyu
14
Demirer, Rıza
13
Molnár, Peter
13
Yin, Libo
12
Andersen, Torben
11
Caporin, Massimiliano
11
Gallo, Giampiero M.
11
Huang, Dengshi
11
Wahab, M. I. M.
11
Wu, Chongfeng
11
Li, Xiafei
10
Liu, Xiaoquan
10
Todorova, Neda
10
Wang, Lu
10
Clements, Adam
9
He, Mengxi
9
Lyócsa, Štefan
9
Qiao, Gaoxiu
9
Wohar, Mark E.
9
Zeng, Qing
9
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Energy economics
5
International journal of finance & economics : IJFE
4
Applied economics
2
Economic modelling
2
Finance research letters
2
International review of economics & finance : IREF
2
International review of financial analysis
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
The North American journal of economics and finance : a journal of financial economics studies
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1
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:
2
To jump or not to jump : momentum of jumps in crude oil price volatility prediction
Zhang, Yaojie
;
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
- In:
Financial innovation : FIN
8
(
2022
),
pp. 1-31
competing strategies such as
forecast
combinations and shrinkage methods. A mean-variance investor who targets a constant Sharpe …
Persistent link: https://www.econbiz.de/10013272635
Saved in:
3
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:
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
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
6
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:
7
Which uncertainty is powerful to
forecast
crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
8
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:
9
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:
10
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:
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