| The geometric-VaR backtesting method D Pelletier, W Wei Journal of financial econometrics 14 (4), 725-745, 2016 | 39 | 2016 |
| 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 | 32 | 2021 |
| Bagging weak predictors E Hillebrand, M Lukas, W Wei International Journal of Forecasting 37 (1), 237-254, 2021 | 23 | 2021 |
| 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 | 21 | 2018 |
| 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 | 6 | 2022 |
| A stochastic price duration model for estimating high-frequency volatility D Pelletier, W Wei Journal of Financial Econometrics, nbad029, 2023 | 4 | 2023 |
| 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 | 3 | 2023 |
| 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 | 3 | 2020 |
| Identifying risk factors and their premia: A study on electricity prices W Wei, A Lunde Journal of Financial Econometrics 21 (5), 1647-1679, 2023 | 2 | 2023 |
| 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 |
