Yuqian Zhao

University of Birmingham - Department of Economics

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

167

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Combination Forecasting of Energy Demand in the UK

Number of pages: 38 Posted: 30 Jan 2017
Marco R. Barassi and Yuqian Zhao
University of Birmingham and University of Birmingham - Department of Economics
Downloads 102 (263,376)
Citation 1

Abstract:

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Demand for Energy; Forecasting; Model Averaging

2.

Change-Point Detection in the Covariance Structure of Multivariate Volatility Models

Number of pages: 27 Posted: 24 Oct 2017
University of Birmingham, University of Utah and University of Birmingham - Department of Economics
Downloads 38 (435,573)

Abstract:

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Change-point detection, Conditional Correlations, Multivariate models

3.

Fractional Integration v Structural Change: Testing the Convergence of CO2 Emissions

Number of pages: 52 Posted: 30 Jan 2017
University of Birmingham, Brunel University London - Economics and Finance and University of Birmingham - Department of Economics
Downloads 27 (485,917)

Abstract:

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Fractional Integration, Local Whittle Estimation, Structural Change