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~person:"Wei, Yu"
~subject:"Volatilität"
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Volatilität
Volatility
22
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18
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Wei, Yu
McAleer, Michael
116
Gupta, Rangan
104
Pierdzioch, Christian
70
Caporale, Guglielmo Maria
64
Bollerslev, Tim
45
Hautsch, Nikolaus
44
Bahmani-Oskooee, Mohsen
42
Ma, Feng
39
Bouri, Elie
37
Belke, Ansgar
36
Buch, Claudia M.
36
Mumtaz, Haroon
34
Todorov, Viktor
34
Chang, Chia-Lin
33
Wohar, Mark E.
33
Asai, Manabu
31
Caggiano, Giovanni
30
Döpke, Jörg
30
Castelnuovo, Efrem
29
Härdle, Wolfgang
29
Engle, Robert F.
27
Gil-Alaña, Luis A.
27
Herwartz, Helmut
27
Xuan Vinh Vo
27
Allen, David E.
26
Balcilar, Mehmet
26
Caporin, Massimiliano
25
Spagnolo, Nicola
25
Aghion, Philippe
24
Koopman, Siem Jan
24
Kumar, Dilip
24
Cheung, Yin-Wong
23
Diebold, Francis X.
23
Kang, Sang Hoon
23
Andersen, Torben
22
Corbet, Shaen
22
Rodriguez, Gabriel
22
Tiwari, Aviral Kumar
22
Wen, Fenghua
22
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Energy economics
5
Applied economics
2
Finance research letters
2
International journal of finance & economics : IJFE
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International review of economics & finance : IREF
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ECONIS (ZBW)
22
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1
Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from
China
before and after the financial crisis
Wei, Yu
;
Qin, Songkun
;
Li, Xiafei
;
Zhu, Sha
;
Wei, Guiwu
- In:
Finance research letters
30
(
2019
),
pp. 23-29
Persistent link: https://www.econbiz.de/10012420181
Saved in:
2
Global financial uncertainties and
China
's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
3
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
4
Uncertainty and crude oil market volatility : new evidence
Liang, Chao
;
Wei, Yu
;
Li, Xiafei
;
Zhang, Xuhui
;
Zhang, …
- In:
Applied economics
52
(
2020
)
27
,
pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
Saved in:
5
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
6
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
7
Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Saved in:
8
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
9
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:
10
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:
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