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subject:"Finanzanalyse"
subject:"Forecasting model"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Wei, Yu"
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Finanzanalyse
Forecasting model
Commodity derivative
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Estimation
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Rohstoffderivat
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crude oil price
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Wei, Yu
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International journal of finance & economics : IJFE
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
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Economic modelling
2
Energy economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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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:
2
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
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