Yingying Wu

Xi'an Jiaotong Liverpool University

Lecturer

111 Ren’ai Road,

Suzhou Lake Higher Education Town,

Suzhou, Jiangsu 215123

China

  • Xi'an Jiaotong Liverpool University

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    • Tel: (+86) (0)512-81884826
    • Fax: (+86) (0)512-88161730
SCHOLARLY PAPERS

5

DOWNLOADS

1,477

SSRN CITATIONS

6

CROSSREF CITATIONS

3

Scholarly Papers (5)

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1.

Commodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of Storage

Quarterly Review of Economics and Finance, Vol. 53, No. 1, 2013
Number of pages: 35 Posted: 25 Oct 2011 Last Revised: 29 Dec 2013
Chris Brooks, Marcel Prokopczuk and Yingying Wu
University of Reading - ICMA Centre, University of Reading - ICMA Centre and Xi'an Jiaotong Liverpool University
Downloads 671 (76,128)
Citation 4

Abstract:

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commodity futures, theory of storage, risk premia

2.

The Determinants of Convenience Yields

Number of pages: 42 Posted: 30 Dec 2013 Last Revised: 03 Nov 2014
Marcel Prokopczuk and Yingying Wu
University of Reading - ICMA Centre and Xi'an Jiaotong Liverpool University
Downloads 337 (172,603)
Citation 4

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Commodity futures; Convenience yield

3.

Booms and Busts in Commodity Markets: Bubbles or Fundamentals?

Journal of Futures Markets, Vol. 35, No. 10, 2015
Number of pages: 38 Posted: 02 Feb 2014 Last Revised: 22 Mar 2019
Chris Brooks, Marcel Prokopczuk and Yingying Wu
University of Reading - ICMA Centre, University of Reading - ICMA Centre and Xi'an Jiaotong Liverpool University
Downloads 297 (197,296)

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Commodity futures, Speculative bubble, Switching regression, Convenience yield, Macroeconomic factors

4.

The Determinants of Convenience Yields

Downloads 172 (332,315)

The Determinants of Convenience Yields

2015 Financial Markets & Corporate Governance Conference
Number of pages: 42 Posted: 02 Feb 2015
Yingying Wu
Xi'an Jiaotong Liverpool University
Downloads 86 (564,147)

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Commodity futures; Convenience yield

The Determinants of Convenience Yields

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 42 Posted: 10 Feb 2016
Yingying Wu and Marcel Prokopezuk
Xi'an Jiaotong Liverpool University and Leibniz Universität Hannover
Downloads 86 (564,147)

Abstract:

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G13

5.

Large Trade Price Impact on Contrarian Trades as a Proxy of Informed Trades

Posted: 17 Apr 2018
Yingying Wu
Xi'an Jiaotong Liverpool University

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Contrarian Trades, Informed Trades, Price Impact, Unexpected Return, Trade Imbalance, Trade Size