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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
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Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng; Zhang, Yaojie; Huang, Dengshi; Lai, Xiaodong - In: Energy economics 75 (2018), pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
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Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao; Xia, Zhenglan; Lai, Xiaodong; Wang, Lu - In: Energy economics 116 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
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Medium and long-term electricity market trading strategy considering renewable portfolio standard in the transitional period of electricity market reform in Jiangsu, China
Li, Tianyu; Gao, Ciwei; Chen, Tao; Jiang, Yu; Feng, Yingchun - In: Energy economics 107 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013202432
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Measuring contagion between energy market and stock market during financial crisis: A copula approach
Wen, Xiaoqian; Wei, Yu; Huang, Dengshi - In: Energy economics 34 (2012) 5, pp. 1435-1447
Persistent link: https://www.econbiz.de/10010002867
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Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian; Wei, Yu; Huang, Dengshi - In: Energy economics 34 (2012) 5, pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
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How do the stock prices of new energy and fossil fuel companies correlate? : evidence from China
Wen, Xiaoqian; Guo, Yanfeng; Wei, Yu; Huang, Dengshi - In: Energy economics 41 (2014), pp. 63-75
Persistent link: https://www.econbiz.de/10010374614
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Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu; Wang, Yudong; Huang, Dengshi - In: Energy economics 32 (2010) 6, pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972
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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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Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian; Wang, Peng; Wei, Yu; Ke, Rui - In: Energy economics 66 (2017), pp. 523-534
Persistent link: https://www.econbiz.de/10011896562