Wei Wei
Personal Details
First Name: | Wei |
Middle Name: | |
Last Name: | Wei |
Suffix: | |
RePEc Short-ID: | pwe364 |
[This author has chosen not to make the email address public] | |
Affiliation
Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Aarhus, Denmarkhttp://www.creates.au.dk/
RePEc:edi:creaudk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Wei Wei & Denis Pelletier, 2015. "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers 2015-34, Department of Economics and Business Economics, Aarhus University.
- Asger Lunde & Anne Floor Brix & Wei Wei, 2015. "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers 2015-46, Department of Economics and Business Economics, Aarhus University.
Articles
- Wei Wei & Asger Lunde, 2016. "Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 278-283.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Asger Lunde & Anne Floor Brix & Wei Wei, 2015.
"A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method,"
CREATES Research Papers
2015-46, Department of Economics and Business Economics, Aarhus University.
Cited by:
- Bennedsen, Mikkel, 2017. "A rough multi-factor model of electricity spot prices," Energy Economics, Elsevier, vol. 63(C), pages 301-313.
- Fileccia, Gaetano & Sgarra, Carlo, 2018. "A particle filtering approach to oil futures price calibration and forecasting," Journal of Commodity Markets, Elsevier, vol. 9(C), pages 21-34.
Articles
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Sorry, no citations of articles recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (1) 2015-08-19. Author is listed
- NEP-ETS: Econometric Time Series (1) 2015-08-19. Author is listed
- NEP-MST: Market Microstructure (1) 2015-08-19. Author is listed
- NEP-ORE: Operations Research (1) 2015-08-19. Author is listed
Corrections
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