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~person:"Wei, Yu"
~subject:"China"
~subject:"Volatility"
~type_genre:"Article in journal"
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China
Volatility
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21
Forecasting model
16
Prognoseverfahren
16
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15
ARCH-Modell
15
Oil price
13
Ölpreis
13
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10
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Wei, Yu
Gupta, Rangan
82
Rozelle, Scott
82
Huang, Jikun
62
Lin, Boqiang
57
Bahmani-Oskooee, Mohsen
53
Ma, Feng
47
Hammoudeh, Shawkat
43
Lee, Chien-chiang
43
Dong, Kangyin
40
Lu, Yi
39
Bouri, Elie
38
Tiwari, Aviral Kumar
38
Dong, Xiao-yuan
37
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34
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34
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32
Zhang, Bing
32
Mensi, Walid
31
Tao, Zhigang
31
Ma, Wanglin
30
Wan, Guanghua
30
Kong, Dongmin
29
Lien, Da-hsiang Donald
29
Yao, Shujie
29
Zhang, Xiaobo
29
Su, Chi-Wei
28
Zhang, Wei
28
Li, Hongbin
27
Wohar, Mark E.
27
Yu, Hao
27
Kang, Sang Hoon
26
Su, Bin
26
Wen, Fenghua
26
Xu, Lixin Colin
26
Chan, Kam C.
25
Wang, Yudong
25
Zhu, Huiming
25
Chang, Tsangyao
24
Fleisher, Belton M.
24
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Energy economics
11
International journal of finance & economics : IJFE
4
Applied economics
2
International review of economics & finance : IREF
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
Finance a úvěr
1
International journal of production economics
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ECONIS (ZBW)
25
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1
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
Saved in:
2
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:
3
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:
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
Diversification effects of China's carbon neutral bond on renewable energy stock markets : a minimum connectedness portfolio approach
Bai, Lan
;
Wei, Yu
;
Zhang, Jiahao
;
Wang, Yizhi
;
Lucey, …
- In:
Energy economics
123
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014475890
Saved in:
6
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:
7
Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
He, Jianmin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012660132
Saved in:
8
Forecasting the Chinese stock market volatility with international market volatilities : the role of regime switching
Zhang, Yaojie
;
Lei, Likun
;
Wei, Yu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012654704
Saved in:
9
The impact of employee welfare on innovation performance : evidence from China's manufacturing corporations
Wei, Yu
;
Nan, Haoxi
;
Wei, Guiwu
- In:
International journal of production economics
228
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012303948
Saved in:
10
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:
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