Yanfeng Wei
Jiangxi University of Finance and Economics
10 Papers
17 Citations
Yanfeng Wei is an academic researcher from Jiangxi University of Finance and Economics. The author has contributed to research in topics: Monetary policy & Demand shock. The author has an hindex of 3, co-authored 5 publications.
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Papers
Oil price shocks and China's stock market
Yanfeng Wei,Xiaoying Guo +1 more
TL;DR: Wang et al. as mentioned in this paper studied the effects of oil price shocks on China's stock market using monthly data from February of 1996 to October of 2015 and found that the relationship between oil price changes and stock market is unstable in the full sample, and there is a structural break in December of 2006.
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An empirical analysis of the relationship between oil prices and the Chinese macro-economy
Yanfeng Wei,Xiaoying Guo +1 more
TL;DR: In this paper, the relationship between oil prices and the Chinese macro-economy was studied using the quarterly data from the first quarter of 1996 to the fourth quarter of 2014, and the authors found that output and interest rate respond significantly to oil price shocks.
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The informational role of commodity prices in formulating monetary policy: a reexamination under the frequency domain
TL;DR: In this paper, the frequency domain causal relationship between non-oil commodity prices and economic activities (e.g., consumer prices and industrial production) has changed dramatically over time, and the usefulness of commodity prices has disappeared completely since the early 1980s.
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Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels
Yanfeng Wei,Feng Qiu,Henry An,Xindon Zhang +3 more
- 01 Feb 2024
TL;DR: This study examines the impact of exogenous oil supply shocks on global agricultural commodity prices, finding a significant positive effect, particularly through the biofuel production channel, with key feedstocks driving price fluctuations since the early 2000s.
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A theoretical and simulation analysis on the power of the frequency domain causality test
TL;DR: In this paper, the power of the frequency domain causality test proposed by Breitung and Candelon (2006) is analyzed and it is shown that the power is closely related to the root of the VAR model.
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