Yu WEI : Citation Profile

Yunnan University of Finance and Economics

2

H index

2

i10 index

53

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 5
   Journals where Yu WEI has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe528
   Updated: 2026-01-17    RAS profile: 2023-03-20    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yu WEI.

Is cited by:

Nguyen, Duc Khuong (5)

Wang, Yudong (5)

Hammoudeh, Shawkat (3)

gandali alikhani, nadiya (3)

Chkili, Walid (3)

Sévi, Benoît (2)

Naderi, Esmaeil (2)

HALKOS, GEORGE (2)

Brooks, Robert (2)

Charfeddine, Lanouar (2)

Camacho, Maximo (1)

Cites to:

Kilian, Lutz (6)

Wang, Yudong (5)

Cajueiro, Daniel (4)

Tabak, Benjamin (4)

Wang, Yudong (4)

Bollerslev, Tim (3)

Baumeister, Christiane (3)

Giot, Pierre (3)

Laurent, Sébastien (3)

Jagannathan, Ravi (2)

Hoerova, Marie (2)

Main data

Where Yu WEI has published?

Journals with more than one article published# docs
Economic Modelling2

Recent works citing Yu WEI (2025 and 2024)

YearTitle of citing document
2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2024Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

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2024Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Wei, YU ; Lyu, Yongjian ; Ke, Rui ; Kong, Mengzhen ; Qin, Fanshu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

Full description at Econpapers || Download paper

Works by Yu WEI:

YearTitleTypeCited
2021Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model In: Economic Modelling.
[Full Text][Citation analysis]		article12
2011Can GARCH-class models capture long memory in WTI crude oil markets? In: Economic Modelling.
[Full Text][Citation analysis]		article41

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