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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
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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
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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
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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
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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
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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
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Is WTI crude oil market becoming weakly efficient over time?
Wang, Yudong; Liu, Li - In: Energy economics 32 (2010) 5, pp. 987-993
Persistent link: https://www.econbiz.de/10008640008
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Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis
Wang, Yudong; Liu, Li; Gu, Rongbao - In: International review of financial analysis 18 (2009) 5, pp. 271-277
Persistent link: https://www.econbiz.de/10008891783
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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
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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