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Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao; Tang, Linchun; Li, Yan; Wei, Yu - In: International review of financial analysis 71 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
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Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
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Economic constraints and stock return predictability : a new approach
Zhang, Yaojie; Wei, Yu; Ma, Feng; Yi, Yongsheng - In: International review of financial analysis 63 (2019), pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
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Information connectedness of international crude oil futures : evidence from SC, WTI, and Brent
Wei, Yu; Zhang, Yaojie; Wang, Yudong - In: International review of financial analysis 81 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013395932
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Examining the quantile cross-coherence between fossil energy and clean energy : is the dependence structure changing with the COVID-19 outbreak?
Wang, Zhuo; Chen, Xiaodan; Zhou, Chunyan; Zhang, Yifeng; … - In: International review of financial analysis 94 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014543957
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Does the connectedness among fossil energy returns matter for renewable energy stock returns? : Fresh insights from the Cross-Quantilogram analysis
Zhang, Jiahao; Chen, Xiaodan; Wei, Yu; Bai, Lan - In: International review of financial analysis 88 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014460649
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Identifying the determinants of European carbon allowances prices : a novel robust partial least squares method for open-high-low-close data
Huang, Wenyang; Wang, Huiwen; Wei, Yigang - In: International review of financial analysis 90 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014470516