Wei Kuang
Wei Kuang is a manager of the Market Risk Division at Lloyds Banking Group, London. She holds a PhD in Finance from the University of Bristol, as well as the CFA and FRM designations. She has over 10 years of experience in the energy and financial services industries, with a specialization in market risk modeling. Her research interests include applied financial econometrics, risk forecasting and portfolio management.
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Articles by Wei Kuang
Oil value-at-risk forecasts: a filtered semiparametric approach
This paper proposes the GARCH model combined with the Cornish–Fisher expansion for the oil VaR forecast.