Wang LU
Southwest Jiaotong University
H-index: 16
Asia-China
Top articles of Wang LU
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability? | Journal of Economic Behavior & Organization | Chao Liang Lu Wang Duy Duong | 2024/2/1 |
New evidence of extreme risk transmission between financial stress and international crude oil markets | Research in International Business and Finance | Yanran Hong Pan Li Lu Wang Yaojie Zhang | 2023/1/1 |
Measuring the response of clean energy stock price volatility to extreme shocks | Renewable Energy | Li Zhang Lu Wang Lijuan Peng Keyu Luo | 2023/4/1 |
Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility | International Review of Economics & Finance | Yanran Hong Jize Yu Yuquan Su Lu Wang | 2023/3/1 |
Green urbanization efficiency of 18 urban agglomerations in China: Evidence from spatial–temporal evolution | Frontiers in Earth Science | Xiaofei Lv Lu Wang | 2023/1/19 |
Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information | International Review of Financial Analysis | Lu Wang Rui Wu WeiChun Ma Weiju Xu | 2023/10/1 |
Forecasting oil futures price volatility with economic policy uncertainty: a CARR-MIDAS model | Applied Economics Letters | Xinyu Wu Hao Cui Lu Wang | 2023/1/19 |
Driving rural industry revitalization in the digital economy era: Exploring strategies and pathways in China | Plos one | Gongli Luo Yu Yang Lu Wang | 2023/9/28 |
Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method | Research in International Business and Finance | Lu Wang Hang Ruan Yanran Hong Keyu Luo | 2023/1/1 |
Risk transmission of El Niño-induced climate change to regional Green Economy Index | Economic Analysis and Policy | Li Zhang Yan Li Sixin Yu Lu Wang | 2023/9/1 |
Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis | Finance Research Letters | Yanran Hong Pengfei Xu Lu Wang Zhigang Pan | 2022/8/1 |
Portfolio optimization of financial commodities with energy futures | Annals of Operations Research | Lu Wang Ferhana Ahmad Gong-li Luo Muhammad Umar Dervis Kirikkaleli | 2022/6 |
Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model | Energy Economics | Chao Liang Zhenglan Xia Xiaodong Lai Lu Wang | 2022/12/1 |
Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model | Finance Research Letters | Lu Wang Chenchen Zhao Chao Liang Song Jiu | 2022/8/1 |
How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test | Resources Policy | Yanran Hong Feng Ma Lu Wang Chao Liang | 2022/9/1 |
How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method | Resources Policy | Li Zhang Lu Wang Xunxiao Wang Yaojie Zhang Zhigang Pan | 2022/8/1 |
Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis | Renewable Energy | Yanran Hong Lu Wang Xiaoqing Ye Yaojie Zhang | 2022/8/1 |
Impact of financial instability on international crude oil volatility: new sight from a regime-switching framework | Resources Policy | Yanran Hong Lu Wang Chao Liang Muhammad Umar | 2022/8/1 |
Extreme risk transmission among bitcoin and crude oil markets | Resources Policy | Dongxin Li Yanran Hong Lu Wang Pengfei Xu Zhigang Pan | 2022/8/1 |
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX | Journal of Futures Markets | Gongyue Jiang Gaoxiu Qiao Feng Ma Lu Wang | 2022/8 |
