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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 geometric-VaR backtesting method
D Pelletier, W Wei
Journal of financial econometrics 14 (4), 725-745, 2016
412016
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
342021
Bagging weak predictors
E Hillebrand, M Lukas, W Wei
International Journal of Forecasting 37 (1), 237-254, 2021
252021
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
222018
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
62022
A stochastic price duration model for estimating high-frequency volatility
D Pelletier, W Wei
Journal of Financial Econometrics, nbad029, 2023
52023
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
52023
Identifying risk factors and their premia: A study on electricity prices
W Wei, A Lunde
Journal of Financial Econometrics 21 (5), 1647-1679, 2023
32023
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
2023
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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Articles 1–13