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accessRights:"restricted"
subject:"Volatilität"
~person:"Wei, Yu"
~subject:"Impact assessment"
~subject:"Kointegration"
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Volatilität
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13
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12
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10
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Wei, Yu
Gupta, Rangan
69
Bahmani-Oskooee, Mohsen
46
Gil-Alaña, Luis A.
34
Balcilar, Mehmet
26
Ma, Feng
24
Wohar, Mark E.
23
Bouri, Elie
21
Xuan Vinh Vo
20
Pierdzioch, Christian
19
Tiwari, Aviral Kumar
19
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18
Lee, Chien-chiang
18
Apergēs, Nikolaos
16
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16
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15
Shahbaz, Muhammad
15
Mensi, Walid
14
Salisu, Afees A.
14
Zhu, Huiming
14
Bollerslev, Tim
13
Hammoudeh, Shawkat
13
Jawadi, Fredj
13
Li, Jia
13
Lechner, Michael
12
Shahzad, Syed Jawad Hussain
12
Wang, Yudong
12
Wu, Xinyu
12
Yoon, Seong-min
12
Kumar, Dilip
11
Nonejad, Nima
11
Rose, Andrew
11
Ji, Qiang
10
Karamelikli, Huseyin
10
Marcellino, Massimiliano
10
Shi, Yanlin
10
Zhang, Yaojie
10
Brooks, Robert
9
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9
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9
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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
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ECONIS (ZBW)
13
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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
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
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