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Dynamic and asymmetric contagion reactions of financial markets during the last subprime crisis
Zhou, Wei - In: Computational economics 50 (2017) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10011762379
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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
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Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei; Hu, Shichao; Chen, Wang; Zeng, Yu-feng; Yang, Lu - In: International review of economics & finance : IREF 59 (2019), pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
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Forecasting the oil futures price volatility : a new approach
Ma, Feng; Liu, Jing; Huang, Dengshi; Chen, Wang - In: Economic modelling 64 (2017), pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
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Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
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Modeling and managing stock market volatility using MRS-MIDAS model
Chen, Wang; Lu, Xinjie; Wang, Jiqian - In: International review of economics & finance : IREF 82 (2022), pp. 625-635
Persistent link: https://www.econbiz.de/10013545774
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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
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Market stability analysis after the circuit breaker for the CSI 300 energy index
Zhou, Wei; Rao, Wanying; Lu, Shuai - In: Finance research letters 34 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012438088
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Dynamic volatility spillover and market emergency : matching and forecasting
Zhou, Wei; Chen, Yan; Chen, Jin - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014492092
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Network evolution underneath the volatility spillover in traditional and clean energy markets
Chen, Jin; Chen, Yue; Gu, Qinen; Zhou, Wei - In: Applied economics 55 (2023) 58, pp. 6905-6921
Persistent link: https://www.econbiz.de/10014393160