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Wei, Yanfeng; Zhang, Liguo; Li, Qirui - In: Applied economics letters 27 (2020) 17, pp. 1395-1399

Persistent link: https://www.econbiz.de/10012313055

Exogenous oil supply shocks and global agricultural commodity prices : the role of biofuels

Wei, Yanfeng; Qiu, Feng; An, Henry; Zhang, Xindong; Li, … - In: International review of economics & finance : IREF 92 (2024), pp. 394-414

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Real interest rate equalization : some empirical evidence from the three major world financial markets

Yamada, Hiroshi - In: Applied economics 34 (2002) 16, pp. 2069-2073

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When Grilli and Yang meet Prebisch and Singer : piecewise linear trends in primary commodity prices

Yamada, Hiroshi; Yoon, Gawon - In: Journal of international money and finance 42 (2014), pp. 193-207

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Exogenous Oil Supply Shocks and Global Agricultural Commodity Prices

Wei, Yanfeng; Guo, Xiaoying - 2023

The Russian invasion of Ukraine on February 24, 2022 dramatically disrupted the global supply of crude oil and agricultural commodities. As a consequence, the prices of oil and agricultural commodities increase substantially and many countries face the problem of high food inflation. Against...

Persistent link: https://www.econbiz.de/10014257733

Normal and extreme interactions among nonferrous metal futures : a new quantile-frequency connectedness approach

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Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective

Bai, Lan; Wei, Yu; Wei, Guiwu; Li, Xiafei; Zhang, Songyun - In: Finance research letters 40 (2021), pp. 1-10

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Forecasting crude oil market volatility : further evidence using GARCH-class models

Wei, Yu; Wang, Yudong; Huang, Dengshi - In: Energy economics 32 (2010) 6, pp. 1485-1498

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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?

Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150

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Forecasting the VaR of crude oil market: do alternative distributions help?

Lyu, Yongjian; Wang, Peng; Wei, Yu; Ke, Rui - In: Energy economics 66 (2017), pp. 523-534

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