Yu Wei

Southwest Jiaotong University - School of Economics & Management

1 Jingqu Rd

Chengdu, Sichuan

China

  • Southwest Jiaotong University - School of Economics & Management

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Revisiting the Role of Economic Uncertainty in Oil Price Fluctuations: Evidence from a New Time-Varying Oil Market Model

Economic Modelling, Forthcoming
Number of pages: 47 Posted: 07 Dec 2020 Last Revised: 28 Jan 2022
Yongjian Lyu, Heling Yi, Yu Wei and Mo Yang
Southwestern University of Finance and Economics (SWUFE), Southwestern University of Finance and Economics (SWUFE), Southwest Jiaotong University - School of Economics & Management and School of Finance, Dongbei University of Finance and Economics
Downloads 61 (558,445)
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Economic uncertainty; Time-varying forecast error variance decomposition; Nonlinear causality; Crude oil market

2.

Alarming Contagion Effects: The Dangerous Ripple Effect of Extreme Price Spillovers across Crude Oil, Carbon Emission Allowance, and Agriculture Futures Markets

Number of pages: 66 Posted: 05 May 2023
Yu Wei, Yizhi Wang, Yang Su, Samuel A. Vigne and Zhenyu Ma
Southwest Jiaotong University - School of Economics & Management, Cardiff University, Cardiff Business School, Cardiff University - Cardiff Business School, Luiss Guido Carli University - Luiss Business School and World Resources Institute
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Spillover analysis; Crude oil; Carbon emission allowance; Agriculture commodities; Normal and extreme connectedness

3.

Extreme Dependence Between China's Oil Market and the World Oil Market: Empirical Evidence and Implications

Journal of Energy Markets, Vol. 7, No. 1, 2014
Number of pages: 28 Posted: 06 Jun 2016
Xiaoqian Wen, Yu Wei and Dengshi Huang
Southwestern University of Finance and Economics (SWUFE) - Institute of Chinese Financial Studies (ICFS), Southwest Jiaotong University - School of Economics & Management and Southwest Jiaotong University - School of Economics & Management
Downloads 0 (982,787)
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Oil, China, oil imports