Similar Search Results

Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model

Lyu, Yongjian; Yi, Heling; Wei, Yu; Yang, Mo - In: Economic modelling 103 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013163925

Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach

Ke, Rui; Yang, Luyao; Tan, Changchun - In: Finance research letters 49 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013478773

Political uncertainty and corporate working capital in China

Yu, Wei; Jia, Jianjun; Zheng, Ying - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 927-966

Persistent link: https://www.econbiz.de/10014342123

Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach

Shang, Yue; Wei, Yu; Chen, Yongfei - In: Finance research letters 50 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014239966

Carbon emission allowance, global climate risk, and agricultural futures : an extreme spillover analysis in China

Yao, Zengfu; Chen, Yonghuai; Deng, Shicheng; Zhang, Yifeng - In: Finance research letters 71 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015196499

Cryptocurrency Uncertainty and Volatility Forecasting of Precious Metal Futures Markets

Wei, Yu; Wang, Yizhi; Lucey, Brian M.; Vigne, Samuel A. - 2022

Several common properties shared by cryptocurrencies and precious metals, such as safe haven, hedge and diversification for risk assets, have been wildly discussed since the day Bitcoin was created in 2008. However, no studies have explored whether cryptocurrency market uncertainties can help to...

Persistent link: https://www.econbiz.de/10013404670

Does the financial crisis change the economic risk perception of crude oil traders? : a MIDAS quantile regression approach

Lei, Likun; Shang, Yue; Chen, Yongfei; Wei, Yu - In: Finance research letters 30 (2019), pp. 341-351

Persistent link: https://www.econbiz.de/10012420880

Uncertainty and crude oil market volatility : new evidence

Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959

Persistent link: https://www.econbiz.de/10012221463

Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization

Yang, Kun; Wei, Yu; Li, Shouwei; He, Jianmin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012660132

Can Chinese green bond play a long-run safe haven for different crude oil under multiple uncertainties? : A comparative analysis with the U.S. green bond

Zhu, Pengfei; Lu, Tuantuan; Wei, Yu - In: Applied economics letters 32 (2025) 6, pp. 812-816

Persistent link: https://www.econbiz.de/10015329835