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1
Forecasting the volatility of Chinese stock market : An international volatility index
Lei, Likun
;
Zhang, Yaojie
;
Wei, Yu
;
Zhang, Yi
- In:
International Journal of Finance & Economics
26
(
2020
)
1
,
pp. 1336-1350
Persistent link: https://www.econbiz.de/10012273178
Saved in:
2
Global equity market volatility forecasting : New evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012273386
Saved in:
3
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
27
(
2020
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10012407155
Saved in:
4
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
27
(
2020
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10012407180
Saved in:
5
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
27
(
2020
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10012407207
Saved in:
6
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:
7
Normal and extreme interactions among nonferrous metal futures : a new quantile-frequency connectedness approach
Wei, Yu
;
Bai, Lan
;
Li, Xiafei
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013553556
Saved in:
8
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:
9
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan
;
Wei, Yu
;
Wei, Guiwu
;
Li, Xiafei
;
Zhang, Songyun
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Saved in:
10
The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based copula method
Li, Xiafei
;
Wei, Yu
- In:
Energy economics
74
(
2018
),
pp. 565-581
Persistent link: https://www.econbiz.de/10011972926
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