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Wei Wei
Wei Wei
Lecturer, Department of Econometrics and Business Statistics, Monash University
Verified email at monash.edu
Title
Cited by
Cited by
Year
The effect of human mobility restrictions on the COVID-19 transmission network in China
T Oka, W Wei, D Zhu
PloS one 16 (7), e0254403, 2021
412021
The geometric-VaR backtesting method
D Pelletier, W Wei
Journal of financial econometrics 14 (4), 725-745, 2016
412016
Bagging weak predictors
E Hillebrand, M Lukas, W Wei
International Journal of Forecasting 37 (1), 237-254, 2021
302021
A generalized Schwartz model for energy spot prices—Estimation using a particle MCMC method
AF Brix, A Lunde, W Wei
Energy Economics 72, 560-582, 2018
262018
Generic improvements to least squares monte carlo methods with applications to optimal stopping problems
W Wei, D Zhu
European Journal of Operational Research 298 (3), 1132-1144, 2022
92022
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach
HM Anderson, J Gao, G Turnip, F Vahid, W Wei
Energy Economics, 106798, 2023
82023
Identifying risk factors and their premia: A study on electricity prices
W Wei, A Lunde
Journal of Financial Econometrics 21 (5), 1647-1679, 2023
72023
A stochastic price duration model for estimating high-frequency volatility
D Pelletier, W Wei
Journal of Financial Econometrics, nbad029, 2023
62023
A spatial stochastic SIR model for transmission networks with application to COVID-19 epidemic in China
T Oka, W Wei, D Zhu
arXiv preprint arXiv:2008.06051, 2020
32020
Does Climate Sensitivity Differ Across Regions? A Varying-Coefficient Approach
HM Anderson, J Gao, F Vahid, W Wei, Y Yang
A Varying-Coefficient Approach (May 4, 2023), 2023
12023
Does Climate Sensitivity Differ Across Regions?
H Anderson, J Gao, F Vahid, W Wei, Y Yang
Monash Econometrics and Business Statistics Working Papers, 2023
2023
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
W Wei, A Lunde
Journal of Financial Econometrics 14 (2), 278-283, 2016
2016
A Generalized Schwartz Model for Energy Spot Prices-Estimation using a Particle MCMC Method
A Lunde, AF Brix, W Wei
CREATES Research Papers, 2015
2015
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