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Is there volatility convergence in Asia-Pacific securitized real estate markets?

Liow, Kim Hiang; Chen, Wei - In: The journal of real estate finance and economics 47 (2013) 2, pp. 370-390

Persistent link: https://www.econbiz.de/10009781275

Storage and the Volatility of Agricultural Prices : A Model of Endogenous Fluctuations

Mitra, Sophie - 2013

Recent developments in world food markets stress the importance of identifying the sources of food price volatility. This paper develops a nonlinear Cobweb model with endogenous volatility which accounts for several characteristics of agricultural commodity markets (seasonality, storage) and...

Persistent link: https://www.econbiz.de/10013074727

Volatility and the hedging effectiveness of China fuel oil futures

Chen, Wei; Ford, James L. - 2010

Persistent link: https://www.econbiz.de/10009374212

Turnover premia in China's stock markets

Zhang, Bing; Chen, Wei; Yeh, Chung-Ying - In: Pacific-Basin finance journal 65 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013209696

Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models

Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76

Persistent link: https://www.econbiz.de/10011662756

Return and volatility spillovers among sector indexes in Shanghai-Shenzhen-Hong Kong stock markets : evidence from the time and frequency domains

Chen, Wei; Li, Rui; Yao, Yinhong - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 13, pp. 3840-3852

Persistent link: https://www.econbiz.de/10013462427

Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs

Yao, Yinhong; Li, Jingyu; Chen, Wei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1217-1233

Persistent link: https://www.econbiz.de/10014446620