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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of financial analysis"
~person:"Wei, Yu"
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Search: subject_exact:"Erdölpreis"
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Commodity derivative
4
Oil price
4
Rohstoffderivat
4
Volatility
4
Volatilität
4
Ölpreis
4
Forecasting model
3
Prognoseverfahren
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ARCH model
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ARCH-Modell
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Erdöl
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Estimation
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Oil market
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Petroleum
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Schätzung
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Welt
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World
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volatility forecasting
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Ölmarkt
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Autocorrelation
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Börsenkurs
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Cointegration
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Cramér-von Mises test
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Crude oil market volatility
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DCC-GARCH
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Frequency domain
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GARCH-MIDAS
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International crude oil futures
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Kointegration
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Kolmogorov-Smirnov test
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Return and volatility connectedness
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Share price
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Statistical distribution
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Statistische Verteilung
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Wei, Yu
Ma, Feng
8
Lin, Boqiang
5
Narayan, Paresh Kumar
4
Yarovaya, Larisa
4
Filis, George
3
Gong, Xu
3
Guesmi, Khaled
3
Hammoudeh, Shawkat
3
Antonakakis, Nikolaos
2
Arshian Sharif
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Bhar, Ramaprasad
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Bouazizi, Tarek
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Cummins, Mark
2
Das, Debojyoti
2
Degiannakis, Stavros
2
Dinh Hoang Bach Phan
2
Dowling, Michael
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Galariotis, Emilios
2
Gupta, Rangan
2
Ji, Qiang
2
Lau, Chi Keung
2
Li, Xiafei
2
Lu, Xinjie
2
Nonejad, Nima
2
Shahbaz, Muhammad
2
Sheng, Xin
2
Su, Tong
2
Thompson, Mark A.
2
Tiwari, Aviral Kumar
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Vigne, Samuel A.
2
Wang, Lu
2
Xuan Vinh Vo
2
Zhang, Yaojie
2
Zhang, Yue-jun
2
Abid, Ilyes
1
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1
Ahmed, Junaid
1
Alomran, Abdulaziz Ahmed
1
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International journal of finance & economics : IJFE
International review of financial analysis
Energy economics
7
Finance research letters
3
Applied economics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
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
Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu
;
Zhang, Yaojie
;
Wang, Yudong
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
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:
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