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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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Can GARCH-class models capture long memory in WTI crude oil markets?
Wang, Yudong
;
Wu, Chongfeng
;
Wei, Yu
- In:
Economic modelling
28
(
2011
)
3
,
pp. 921-928
Persistent link: https://www.econbiz.de/10008893639
Saved in:
2
Are crude oil spot and futures prices cointegrated? Not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010161436
Saved in:
3
What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
29
(
2012
)
2
,
pp. 349-361
Persistent link: https://www.econbiz.de/10009825591
Saved in:
4
Long memory in energy futures markets: Further evidence
Wang, Yudong
;
Wu, Chongfeng
- In:
Resources policy
37
(
2012
)
3
,
pp. 261-273
Persistent link: https://www.econbiz.de/10010015368
Saved in:
5
Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2289-2298
Persistent link: https://www.econbiz.de/10010032183
Saved in:
6
Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2182
Persistent link: https://www.econbiz.de/10010034781
Saved in:
7
Historical debt : a critical issue in financing policy on unemployment insurance and pension under economic transition
Yu, Wei
- In:
International journal of economic development : IJED
1
(
1999
)
4
,
pp. 416-430
Persistent link: https://www.econbiz.de/10009813054
Saved in:
8
Optimal insurance under the insurer’s risk constraint
Zhou, Chunyang
;
Wu, Chongfeng
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 992-999
Persistent link: https://www.econbiz.de/10008057653
Saved in:
9
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies
Lien, Donald
;
Wu, Chongfeng
;
Yang, Li
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 696-723
Persistent link: https://www.econbiz.de/10010121175
Saved in:
10
Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Applied economics letters
20
(
2013
)
16
,
pp. 1449-1452
Persistent link: https://www.econbiz.de/10010170767
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