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Personal profile

Research interests

Financial Econometrics, Bayesian Econometrics, and Energy Economics

Biography

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects

New methods for modelling complex trends in climate and energy time series

Anderson, H., Gao, J., Vahid-Araghi, F., Wei, W., Phillips, P. C. B., Linton, O. B. & Lunde, A.

1/01/2031/12/22

Project: Research

Research Output

A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method

Brix, A. F., Lunde, A. & Wei, W., 1 May 2018, In : Energy Economics. 72, p. 560-582 23 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference

Wei, W. & Lunde, A., 1 Mar 2016, In : Journal of Financial Econometrics. 14, 2, p. 278-283 6 p.

Research output: Contribution to journalEditorialResearchpeer-review

The geometric-VaR backtesting method

Pelletier, D. & Wei, W., 1 Sep 2016, In : Journal of Financial Econometrics. 14, 4, p. 725-745 21 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)