Research Output per year
Personal profile
Research interests
Financial Econometrics, Bayesian Econometrics, and Energy Economics
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Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2016 2018
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 journal › Article › Research › peer-review
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., nbv012Research output: Contribution to journal › Comment / Debate › Research › peer-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 journal › Article › Research › peer-review