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The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models
Peng, Wei - In: International review of economics & finance : IREF 86 (2023), pp. 616-625
Persistent link: https://www.econbiz.de/10014434414
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An interval-coefficient fuzzy binary linear programming, the solution, and its application under uncertainties
Peng, Wei; Mayorga, Rene V. - In: Journal of the Operational Research Society : OR 64 (2013) 10, pp. 1557-1569
Persistent link: https://www.econbiz.de/10010197942
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An integrated fuzzy MCDM approach for risk evaluation of new product in a pipe industry
Pourjavad, Ehsan; Peng, Wei - In: International journal of product development : IJPD 22 (2017) 3, pp. 165-188
Persistent link: https://www.econbiz.de/10011859956
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Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models
Peng, Wei; Zeng, Yufeng - In: Economic modelling 80 (2019), pp. 392-399
Persistent link: https://www.econbiz.de/10012200766
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Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei; Hu, Shichao; Chen, Wang; Zeng, Yu-feng; Yang, Lu - In: International review of economics & finance : IREF 59 (2019), pp. 137-149
Persistent link: https://www.econbiz.de/10012202498