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accessRights:"restricted"
subject:"Volatilität"
~person:"Wei, Yu"
~subject:"Crude oil market"
~subject:"Share price"
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Volatilität
Crude oil market
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Estimation
15
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15
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13
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12
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12
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10
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Wei, Yu
Gupta, Rangan
72
Ma, Feng
29
Zaremba, Adam
27
Balcilar, Mehmet
24
Bouri, Elie
24
Pierdzioch, Christian
22
Tiwari, Aviral Kumar
22
Wohar, Mark E.
22
Bahmani-Oskooee, Mohsen
21
Xuan Vinh Vo
19
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17
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16
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16
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16
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16
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15
Salisu, Afees A.
15
Wang, Yudong
15
Zhang, Yaojie
15
Kang, Sang Hoon
14
Mensi, Walid
14
Bollerslev, Tim
13
Demirer, Rıza
13
Li, Jia
13
Sehgal, Sanjay
13
Yoon, Seong-min
13
Nonejad, Nima
12
Wu, Xinyu
12
Zhu, Huiming
12
Hammoudeh, Shawkat
11
Kelly, Bryan T.
11
Kumar, Dilip
11
Yin, Libo
11
Apergēs, Nikolaos
10
Caporale, Guglielmo Maria
10
Chevallier, Julien
10
Chiang, Thomas C.
10
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10
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Energy economics
3
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2
International journal of finance & economics : IJFE
2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
14
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1
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:
2
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
3
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
4
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
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