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~language:"eng"
~person:"Wei, Yu"
~subject:"Spillover effect"
~subject:"Volatility"
~type_genre:"Article in journal"
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Spillover effect
Volatility
Volatilität
39
Forecasting model
29
Prognoseverfahren
29
Welt
26
World
26
ARCH model
23
ARCH-Modell
23
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41
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Wei, Yu
Gupta, Rangan
179
Bouri, Elie
106
Ma, Feng
93
Tiwari, Aviral Kumar
84
Kang, Sang Hoon
83
McAleer, Michael
74
Hammoudeh, Shawkat
73
Xuan Vinh Vo
73
Bahmani-Oskooee, Mohsen
72
Mensi, Walid
72
Wohar, Mark E.
54
McMillan, David G.
53
Yoon, Seong-min
53
Bollerslev, Tim
51
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51
Ji, Qiang
48
Corbet, Shaen
46
Wang, Yudong
46
Kumar, Dilip
45
Umar, Zaghum
45
Pierdzioch, Christian
44
Zhang, Yaojie
44
Caporale, Guglielmo Maria
43
Demirer, Rıza
43
Shahzad, Syed Jawad Hussain
43
Hamori, Shigeyuki
41
Roubaud, David
41
Salisu, Afees A.
40
Andersen, Torben
39
Chevallier, Julien
39
Balcilar, Mehmet
38
Liang, Chao
38
Uddin, Mohammed Gazi Salah
38
Hegerty, Scott W.
37
Audretsch, David B.
36
Apergēs, Nikolaos
35
Guesmi, Khaled
35
Todorov, Viktor
35
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34
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Energy economics
11
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7
International journal of finance & economics : IJFE
4
International review of financial analysis
3
Applied economics
2
Economic modelling
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
Financial innovation : FIN
1
Journal of banking & finance
1
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ECONIS (ZBW)
41
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1
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10
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41
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1
Market volatilities vs oil shocks : which dominate the relative performance of green bonds?
Wei, Yu
;
Shi, Chunpei
;
Zhou, Chunyan
;
Wang, Qian
;
Liu, …
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046906
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
Return spillover analysis across central bank digital currency attention and cryptocurrency markets
Wang, Yizhi
;
Wei, Yu
;
Lucey, Brian M.
;
Su, Yang
- In:
Research in international business and finance
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014279988
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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