By Dr Patrick Ayden Wong

Journal articles

Ignatieva K; Wong P, 2024, 'Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models', Journal of Empirical Finance, 78, pp. 101519, http://dx.doi.org/10.1016/j.jempfin.2024.101519

Wong P, 2023, 'Explaining intraday crude oil returns with higher order risk-neutral moments', Journal of Commodity Markets, 31, pp. 100331 - 100331, http://dx.doi.org/10.1016/j.jcomm.2023.100331

Ignatieva K; Wong P, 2022, 'Modelling high frequency crude oil dynamics using affine and non-affine jump–diffusion models', Energy Economics, 108, http://dx.doi.org/10.1016/j.eneco.2022.105873

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