Projects per year
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 or
Projects
- 1 Active
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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
Research output
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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
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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
3 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
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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
8 Citations (Scopus)