Projects per year
Personal profile
Research interests
Financial Econometrics, Bayesian Econometrics, and Energy Economics
Biography
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Active
-
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.
1/01/20 → 31/12/22
Project: Research
-
Generic improvements to least squares monte carlo methods with applications to optimal stopping problems
Wei, W. & Zhu, D., 1 May 2022, In: European Journal of Operational Research. 298, 3, p. 1132-1144 13 p.Research output: Contribution to journal › Article › Research › peer-review
-
Bagging weak predictors
Hillebrand, E., Lukas, M. & Wei, W., Jan 2021, In: International Journal of Forecasting. 37, 1, p. 237-254 18 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
The effect of human mobility restrictions on the COVID-19 transmission network in China
Oka, T., Wei, W. & Zhu, D., Jul 2021, In: PLoS ONE. 16, 7, 16 p., e0254403.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile5 Citations (Scopus) -
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
5 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 journal › Editorial › Research › peer-review