Yu Wei
Southwest Jiaotong University
H-index: 55
Asia-China
Top articles of Yu Wei
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Does mixed frequency variables help to forecast value at risk in the crude oil market? | Resources Policy | Yongjian Lyu Fanshu Qin Rui Ke Yu Wei Mengzhen Kong | 2024/1/1 |
投资者公共卫生事件关注度与我国行业股票市场信息溢出效应研究 | 中国管理科学 | 白兰， 魏宇 | 2024/2/8 |
Alarming contagion effects: the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets | Journal of International Financial Markets, Institutions and Money | Yu Wei Yizhi Wang Samuel A Vigne Zhenyu Ma | 2023/10/1 |
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets | Journal of Commodity Markets | Yu Wei Yizhi Wang Brian M Lucey Samuel A Vigne | 2023/3/1 |
Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach | Energy Economics | Lan Bai Yu Wei Jiahao Zhang Yizhi Wang Brian M Lucey | 2023/7/1 |
Can China's national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market | Finance Research Letters | Pengfei Zhu Tuantuan Lu Yue Shang Zerong Zhang Yu Wei | 2023/12/1 |
地缘政治风险是中国原油期货市场的驱动因素吗?——基于小波多分辨的非参数分位数因果检验方法 | 中国管理科学 | 杨坤， 魏宇， 李守伟， 何建敏 | 2023/2/28 |
Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis | International Review of Financial Analysis | Jiahao Zhang Xiaodan Chen Yu Wei Lan Bai | 2023/7/1 |
Connectedness and hedging effects among China's nonferrous metal, crude oil and green bond markets: An extreme perspective | Finance Research Letters | Yongfei Chen Yu Wei Lan Bai Jiahao Zhang Zhuo Wang | 2023/12/1 |
地缘政治风险与中国原油市场波动预测研究 | 管理评论 | 杨坤， 魏宇， 李守伟， 刘亮 | 2023/1/28 |
Evaluating the safe-haven abilities of bitcoin and gold for crude oil market: Evidence during the COVID-19 pandemic | Qian Wang Yu Wei Yifeng Zhang Yuntong Liu | 2023/6 | |
The Price–Volume Dependences in the European and Chinese Carbon Markets: New Evidence from the Fractal Analysis | Fluctuation and Noise Letters | Pengfei Zhu Yu Wei Tuantuan Lu Yong Tang Chenyu Zhang | 2023/10/20 |
Return spillover analysis across central bank digital currency attention and cryptocurrency markets | Research in International Business and Finance | Yizhi Wang Yu Wei Brian M Lucey Yang Su | 2023/1/1 |
Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods | Finance Research Letters | Yongfei Chen Yu Wei Lan Bai Jiahao Zhang | 2023/5/1 |
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil | Energy Economics | Chunpei Shi Yu Wei Xiafei Li Yuntong Liu | 2023/10/1 |
Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time-and frequency-domain evidence based on TVP-VAR model | Renewable Energy | Yu Wei Jiahao Zhang Lan Bai Yizhi Wang | 2023/1/1 |
The impacts of infectious disease pandemic on China’s edible vegetable oil futures markets: A long-term perspective | Economic research-Ekonomska istraživanja | Yue Shang Hongwen Cai Yu Wei | 2023/3/31 |
传染病不确定性对大宗商品期货波动的非对称影响研究 | 中国管理科学 | 于文华， 任向阳， 杨坤， 魏宇 | 2022/2/8 |
Does the US stock market information matter for European equity market volatility: a multivariate perspective? | Applied Economics | Yusui Tang Feng Ma MIM Wahab Yu Wei | 2022/12/14 |
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets? | Finance Research Letters | Yu Wei Zhuo Wang Dongxin Li Xiaodan Chen | 2022/6/1 |
