Projects per year
Personal profile
Research interests
Financial Econometrics, Bayesian Econometrics, and Energy Economics
Biography
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Active
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New methods for modelling complex trends in climate and energy time series
Anderson, H. (Primary Chief Investigator (PCI)), Gao, J. (Chief Investigator (CI)), Vahid-Araghi, F. (Chief Investigator (CI)), Wei, W. (Chief Investigator (CI)), Phillips, P. C. B. (Partner Investigator (PI)), Linton, O. B. (Partner Investigator (PI)) & Lunde, A. (Partner Investigator (PI))
3/08/20 → 31/12/25
Project: Research
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A stochastic price duration model for estimating high-frequency volatility
Pelletier, D. & Wei, W., 2024, In: Journal of Financial Econometrics. 22, 5, p. 1372-1396 25 p.Research output: Contribution to journal › Article › Research › peer-review
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Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach
Anderson, H. M., Gao, J., Turnip, G., Vahid, F. & Wei, W., Sept 2023, In: Energy Economics. 125, 12 p., 106798.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile7 Citations (Scopus) -
Identifying risk factors and their premia: a study on electricity prices
Wei, W. & Lunde, A., 2023, In: Journal of Financial Econometrics. 21, 5, p. 1647-1679 33 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile2 Citations (Scopus) -
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
8 Citations (Scopus) -
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
21 Citations (Scopus)