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~language:"eng"
~person:"Wei, Yu"
~subject:"Risiko"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Risiko
Volatilität
Volatility
37
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29
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29
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23
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23
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21
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Wei, Yu
Gupta, Rangan
195
Bahmani-Oskooee, Mohsen
97
Bouri, Elie
91
Ma, Feng
91
McAleer, Michael
82
Hammoudeh, Shawkat
78
Tiwari, Aviral Kumar
70
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58
Kang, Sang Hoon
56
Bollerslev, Tim
54
Xuan Vinh Vo
54
Demirer, Rıza
53
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51
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51
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48
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48
Viscusi, W. Kip
46
Kumar, Dilip
45
Ji, Qiang
44
Zhang, Yaojie
44
Caporale, Guglielmo Maria
43
Pierdzioch, Christian
43
Salisu, Afees A.
42
Lee, Chien-chiang
41
Andersen, Torben
40
Apergēs, Nikolaos
39
Yin, Libo
39
Yoon, Seong-min
39
Bali, Turan G.
38
Corbet, Shaen
38
Serletis, Apostolos
38
Wong, Wing Keung
38
Chevallier, Julien
37
Lau, Chi Keung
37
Lucey, Brian M.
37
Gollier, Christian
36
Brooks, Robert
35
Chiang, Thomas C.
35
Gil-Alaña, Luis A.
35
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Energy economics
9
Finance research letters
6
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
3
International review of financial analysis
3
Applied economics
2
Economic modelling
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
38
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1
Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties : does El Niño-Southern Oscillation matter?
Zhang, Jiahao
;
Zhang, Yifeng
;
Wei, Yu
;
Wang, Zhuo
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 188-215
Persistent link: https://www.econbiz.de/10014446738
Saved in:
2
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:
3
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
4
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
5
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
Saved in:
6
Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Shang, Yue
;
Wei, Yu
;
Chen, Yongfei
- In:
Finance research letters
50
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014239966
Saved in:
7
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:
8
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:
9
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:
10
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
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