Narrow search
Showing 1 - 10 of 294
Cover Image
Does the financial crisis change the economic risk perception of crude oil traders? : a MIDAS quantile regression approach
Lei, Likun; Shang, Yue; Chen, Yongfei; Wei, Yu - In: Finance research letters 30 (2019), pp. 341-351
Persistent link: https://www.econbiz.de/10012420880
Cover Image
Can Green Economy stocks hedge natural gas market risk? : evidence during Russia-Ukraine conflict and other crisis periods
Chen, Yongfei; Wei, Yu; Bai, Lan; Zhang, Jiahao - In: Finance research letters 53 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014472409
Cover Image
Can China's national carbon trading market hedge the risks of light and medium crude oil? : a comparative analysis with the European carbon market
Zhu, Pengfei; Lu, Tuantuan; Shang, Yue; Zhang, Zerong; … - In: Finance research letters 58 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014580529
Cover Image
Connectedness and hedging effects among China's nonferrous metal, crude oil and green bond markets : an extreme perspective
Chen, Yongfei; Wei, Yu; Bai, Lan; Zhang, Jiahao; Wang, Zhuo - In: Finance research letters 58 (2023) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10014582474
Cover Image
Speculative market efficiency and hedging effectiveness of emerging Chinese index futures market
Wen, Xiaoqian; Wei, Yu; Huang, Dengshi - In: Journal of transnational management : the official … 16 (2011) 4, pp. 252-269
Persistent link: https://www.econbiz.de/10009500787
Cover Image
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
Cover Image
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
Cover Image
How do the stock prices of new energy and fossil fuel companies correlate? : evidence from China
Wen, Xiaoqian; Guo, Yanfeng; Wei, Yu; Huang, Dengshi - In: Energy economics 41 (2014), pp. 63-75
Persistent link: https://www.econbiz.de/10010374614
Cover Image
Can GARCH-class models capture long memory in WTI crude oil markets?
Wang, Yudong; Wu, Chongfeng; Wei, Yu - In: Economic modelling 28 (2011) 3, pp. 921-927
Persistent link: https://www.econbiz.de/10009271384
Cover Image
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