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Asymmetric impacts of oil pric...
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ECONIS (ZBW)
16
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1
The relationship between carbon market attention and the EU CET market : evidence from different market conditions
Zheng, Yan
;
Wen, Fenghua
;
Deng, Hanshi
;
Zeng, Aiqing
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014233888
Saved in:
2
Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Wen, Fenghua
;
Gong, Xu
;
Cai, Shenghua
- In:
Energy economics
59
(
2016
),
pp. 400-413
Persistent link: https://www.econbiz.de/10011699710
Saved in:
3
The skewness of oil price returns and equity premium predictability
Dai, Zhifeng
;
Zhou, Huiting
;
Kang, Jie
;
Wen, Fenghua
- In:
Energy economics
94
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012649450
Saved in:
4
Some improved sparse and stable portfolio optimization problems
Dai, Zhifeng
;
Wen, Fenghua
- In:
Finance research letters
27
(
2018
),
pp. 46-52
Persistent link: https://www.econbiz.de/10012006736
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5
An empirical evaluation of the influential nodes for stock market network : Chinese A-shares case
Huang, Chuangxia
;
Wen, Shigang
;
Li, Mengge
;
Wen, Fenghua
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012490557
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6
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng
;
Zhou, Huiting
;
Wen, Fenghua
;
He, Shaoyi
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
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7
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
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8
Measuring the systemic risk in indirect financial networks
Cao, Jie
;
Wen, Fenghua
;
Stanley, H. Eugene
- In:
The European journal of finance
28
(
2022
)
11
,
pp. 1053-1098
Persistent link: https://www.econbiz.de/10013373362
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9
Time-varying tail dependence networks of financial institutions
Wen, Fenghua
;
Weng, Kaiyan
;
Cao, Jie
- In:
Journal of risk
23
(
2021
)
6
,
pp. 67-94
Persistent link: https://www.econbiz.de/10013473144
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10
Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan
;
Wen, Fenghua
;
Gong, Xu
- In:
Energy economics
115
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
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