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引用次数

	总计	2020 年至今
引用	9	9
h 指数	2	2
i10 指数	0	0

0

6

3

20222023202420251 2 5 1

合著作者

Katja IgnatievaScientia Associate Professor, School of Risk and Actuarial Studies, Business School, University of在 unsw.edu.au 的电子邮件经过验证

Patrick Wong

Patrick Wong

Lecturer, UNSW Sydney

在 unsw.edu.au 的电子邮件经过验证

Crude oil MCMC Particle filter Dependent losses Tail risk


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Modelling high frequency crude oil dynamics using affine and non-affine jump–diffusion models K Ignatieva, P Wong Energy Economics 108, 105873, 2022	7	2022
Explaining intraday crude oil returns with higher order risk-neutral moments P Wong Journal of Commodity Markets, 100331, 2023	2	2023
Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models K Ignatieva, P Wong Journal of Empirical Finance, 101519, 2024		2024
The underlying dynamics of crude oil prices P Wong UNSW Sydney, 2021		2021

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