Wang LU
Southwest Jiaotong University
H-index: 16
Asia-China
Top articles of Wang LU
More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?
Journal of Economic Behavior & Organization
2024/2/1
Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information
International Review of Financial Analysis
2023/10/1
Driving rural industry revitalization in the digital economy era: Exploring strategies and pathways in China
Plos one
2023/9/28
Risk transmission of El Niño-induced climate change to regional Green Economy Index
Economic Analysis and Policy
2023/9/1
Measuring the response of clean energy stock price volatility to extreme shocks
Renewable Energy
2023/4/1
Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility
International Review of Economics & Finance
2023/3/1
Green urbanization efficiency of 18 urban agglomerations in China: Evidence from spatial–temporal evolution
Frontiers in Earth Science
2023/1/19
Forecasting oil futures price volatility with economic policy uncertainty: a CARR-MIDAS model
Applied Economics Letters
2023/1/19
Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method
Research in International Business and Finance
2023/1/1
New evidence of extreme risk transmission between financial stress and international crude oil markets
Research in International Business and Finance
2023/1/1
Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Energy Economics
2022/12/1
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
2022/9/1
Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis
Renewable Energy
2022/8/1
Extreme risk transmission among bitcoin and crude oil markets
Resources Policy
2022/8/1
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX
Journal of Futures Markets
2022/8
Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis
Finance Research Letters
2022/8/1
Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model
Finance Research Letters
2022/8/1
How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method
Resources Policy
2022/8/1
Impact of financial instability on international crude oil volatility: new sight from a regime-switching framework
Resources Policy
2022/8/1
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?
Energy Economics
2022/7/1
