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Volatility
Volatilität
87
Theorie
75
Theory
75
China
74
Emissions trading
74
Emissionshandel
68
EU ETS
62
Greenhouse gas emissions
62
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62
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60
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60
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53
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25
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19
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Chevallier, Julien
46
Wei, Yu
39
Ma, Feng
17
Sévi, Benoît
12
Aboura, Sofiane
11
Li, Xiafei
7
Liang, Chao
6
Zhang, Yaojie
6
Ielpo, Florian
5
Le Pen, Yannick
5
Wang, Yudong
5
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4
Serletis, Apostolos
4
Wei, Guiwu
4
Xu, Libo
4
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
Li, Shouwei
2
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2
Pen, Yannick Le
2
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2
Tang, Yusui
2
Urom, Christian
2
Vigne, Samuel A.
2
Wang, Jiqian
2
Wang, Qian
2
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2
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2
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1
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1
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Université Paris-Dauphine
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Energy economics
17
Finance research letters
9
Applied economics letters
5
Economic modelling
5
International review of financial analysis
5
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5
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4
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
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2
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
86
RePEc
6
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1
Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao
;
Guan, Xinyue
;
Wei, Yigang
;
Xue, Shan
;
Xu, Liang
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438458
Saved in:
2
Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
3
Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian
;
Wei, Yu
;
Huang, Dengshi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
Saved in:
4
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
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 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:
7
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan
;
Wei, Yu
;
Wei, Guiwu
;
Li, Xiafei
;
Zhang, Songyun
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Saved in:
8
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
9
Forecasting the Chinese stock market volatility with international market volatilities : the role of regime switching
Zhang, Yaojie
;
Lei, Likun
;
Wei, Yu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012654704
Saved in:
10
Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
He, Jianmin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012660132
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