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):
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SDG 3 Good Health and Well-being -
SDG 7 Affordable and Clean Energy -
SDG 8 Decent Work and Economic Growth -
SDG 13 Climate Action
Collaborations and top research areas from the last five years
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)) & Wei, W. (Primary Chief Investigator (PCI))
3/08/20 → 30/06/26
Project: Research
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Does climate sensitivity differ across regions? A varying–coefficient approach
Anderson, H. M., Gao, J., Vahid, F., Wei, W. & Yang, Y., 2025, (Accepted/In press) In: Journal of Business and Economic Statistics. 11 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Energy transition and climate policy selection with stochastic demand: evidence from Australian electricity generation expansion planning
Sun, X., Anderson, H. M., Wei, W. & Zhang, X., May 2025, In: Energy Economics. 146, 15 p., 108397.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile3 Citations (Scopus) -
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
3 Citations (Scopus) -
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 AccessFile9 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 AccessFile4 Citations (Scopus)