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Blockchain development and corporate performance in China : the role of ownership
Shuangyan, Li
;
Wang, Dan
;
Dong, Hao
;
Fu, Qiang
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
11
,
pp. 3090-3102
Persistent link: https://www.econbiz.de/10013355043
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2
Forecasting Chinese macroeconomy with volatility connectedness of financial institutions
Wang, Dan
;
Huang, Wei-Qiang
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
6
,
pp. 1797-1817
Persistent link: https://www.econbiz.de/10014290322
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3
Displaced lognormal volatility skews : analysis and applications to stochastic volatility simulations
Lee, Roger
;
Wang, Dan
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 159-181
Persistent link: https://www.econbiz.de/10009548134
Saved in:
4
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
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5
Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran
;
Yu, Jize
;
Su, Yuquan
;
Wang, Lu
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
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6
Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network model
Zhang, Li
;
Wang, Lu
;
Thong Trung Nguyen
;
Ren, Ruiyi
- In:
Finance research letters
70
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015193018
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7
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
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8
Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM
Wang, Lu
;
Wang, Xing
;
Liang, Chao
- In:
The quarterly review of economics and finance
98
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015188637
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9
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
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10
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
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