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~person:"Wen, Fenghua"
~subject:"Volatility"
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Wen, Fenghua
Bahmani-Oskooee, Mohsen
71
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46
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37
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32
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1
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
2
The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate : evidence from implied volatility indices
Tian, Meiyu
;
Li, Wanyang
;
Wen, Fenghua
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667743
Saved in:
3
Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua
- In:
Applied economics
50
(
2018
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
Saved in:
4
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
5
The dynamic time-frequency relationship between international oil prices and investor sentiment in
China
: a wavelet coherence analysis
Ye, Zhengke
;
Hu, Chunyan
;
He, Linjie
;
Ouyang, Guangda
; …
- In:
The energy journal
41
(
2020
)
5
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012546964
Saved in:
6
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
7
The role of US implied volatility index in forecasting Chinese stock market volatility : evidence from HAR models
Xiao, Jihong
;
Wen, Fenghua
;
Zhao, Yupei
;
Wang, Xiong
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 311-333
Persistent link: https://www.econbiz.de/10012792965
Saved in:
8
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index
Xiao, Jihong
;
Zhou, Min
;
Wen, Fengming
;
Wen, Fenghua
- In:
Energy economics
74
(
2018
),
pp. 777-786
Persistent link: https://www.econbiz.de/10011972968
Saved in:
9
Oil prices and chinese stock market : nonlinear causality and volatility persistence
Wen, Fenghua
;
Xiao, Jihong
;
Xia, Xiaohua
;
Chen, Bin
; …
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
6
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10012210710
Saved in:
10
Impacts of oil implied volatility shocks on stock implied volatility in
China
: Empirical evidence from a quantile regression approach
Xiao, Jihong
;
Hu, Chunyang
;
Ouyang, Guangda
;
Wen, Fenghua
- In:
Energy economics
80
(
2019
),
pp. 297-309
Persistent link: https://www.econbiz.de/10012172448
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