| Forecasting crude oil market volatility: Further evidence using GARCH-class models Y Wei, Y Wang, D Huang Energy Economics 32 (6), 1477-1484, 2010 | 497 | 2010 |
| Some q‐rung orthopair fuzzy Heronian mean operators in multiple attribute decision making G Wei, H Gao, Y Wei International Journal of Intelligent Systems 33 (7), 1426-1458, 2018 | 412 | 2018 |
| Measuring contagion between energy market and stock market during financial crisis: A copula approach X Wen, Y Wei, D Huang Energy economics 34 (5), 1435-1446, 2012 | 313 | 2012 |
| Similarity measures of Pythagorean fuzzy sets based on the cosine function and their applications G Wei, Y Wei International Journal of Intelligent Systems 33 (3), 634-652, 2018 | 293 | 2018 |
| Forecasting realized volatility in a changing world: A dynamic model averaging approach Y Wang, F Ma, Y Wei, C Wu Journal of Banking & Finance 64, 136-149, 2016 | 258 | 2016 |
| Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty? Y Wei, J Liu, X Lai, Y Hu Energy Economics 68, 141-150, 2017 | 238 | 2017 |
| Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective L Bai, Y Wei, G Wei, X Li, S Zhang Finance research letters 40, 101709, 2021 | 236 | 2021 |
| Some q‐rung orthopair fuzzy maclaurin symmetric mean operators and their applications to potential evaluation of emerging technology commercialization G Wei, C Wei, J Wang, H Gao, Y Wei International Journal of Intelligent Systems 34 (1), 50-81, 2019 | 189 | 2019 |
| How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China X Wen, Y Guo, Y Wei, D Huang Energy Economics 41, 63-75, 2014 | 186 | 2014 |
| Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis Y Wei, S Qin, X Li, S Zhu, G Wei Finance research letters 30, 23-29, 2019 | 185 | 2019 |
| Oil and the short-term predictability of stock return volatility Y Wang, Y Wei, C Wu, L Yin Journal of Empirical Finance 47, 90-104, 2018 | 181 | 2018 |
| Cross-correlations between Chinese A-share and B-share markets Y Wang, Y Wei, C Wu Physica A: Statistical Mechanics and its Applications 389 (23), 5468-5478, 2010 | 179 | 2010 |
| Models for green supplier selection with some 2-tuple linguistic neutrosophic number Bonferroni mean operators J Wang, G Wei, Y Wei Symmetry 10 (5), 131, 2018 | 178 | 2018 |
| Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis Y Wang, Y Wei, C Wu Physica A: Statistical Mechanics and its Applications 390 (5), 817-827, 2011 | 171 | 2011 |
| MABAC method for multiple attribute group decision making under q-rung orthopair fuzzy environment J Wang, G Wei, C Wei, Y Wei Defence Technology 16 (1), 208-216, 2020 | 156 | 2020 |
| Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil Y Wang, Y Wei, C Wu Physica A: Statistical Mechanics and its Applications 390 (5), 864-875, 2011 | 151 | 2011 |
| Forecasting oil price volatility: Forecast combination versus shrinkage method Y Zhang, Y Wei, Y Zhang, D Jin Energy Economics 80, 423-433, 2019 | 143 | 2019 |
| International stock market risk contagion during the COVID-19 pandemic Y Liu, Y Wei, Q Wang, Y Liu Finance Research Letters 45, 102145, 2022 | 135 | 2022 |
| Uncertainty and crude oil market volatility: new evidence C Liang, Y Wei, X Li, X Zhang, Y Zhang Applied Economics 52 (27), 2945-2959, 2020 | 129 | 2020 |
| The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method X Li, Y Wei Energy Economics 74, 565-581, 2018 | 128 | 2018 |
