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~person:"Wen, Fenghua"
~subject:"Exchange rate"
~subject:"HAR-RV model"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Exchange rate
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23
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15
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15
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15
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Wen, Fenghua
Gupta, Rangan
128
Caporale, Guglielmo Maria
94
Bahmani-Oskooee, Mohsen
71
Ma, Feng
68
Spagnolo, Nicola
58
Pierdzioch, Christian
54
Kočenda, Evžen
51
McAleer, Michael
51
Hammoudeh, Shawkat
47
Bouri, Elie
41
Chang, Chia-Lin
41
Mensi, Walid
40
Kang, Sang Hoon
38
Belke, Ansgar
37
Diebold, Francis X.
36
Ji, Qiang
33
Salisu, Afees A.
33
Zhang, Yaojie
33
McMillan, David G.
32
Tiwari, Aviral Kumar
32
Xuan Vinh Vo
32
Demirer, Rıza
31
Wang, Yudong
31
Wei, Yu
31
Wohar, Mark E.
31
Bollerslev, Tim
30
Gil-Alaña, Luis A.
30
Filis, George
29
Hegerty, Scott W.
29
Schnabl, Gunther
25
Yin, Libo
25
Bekaert, Geert
24
Brooks, Robert
24
Liang, Chao
24
Neely, Christopher J.
24
Sarno, Lucio
24
Yoon, Seong-min
24
Degiannakis, Stavros
23
Shahzad, Syed Jawad Hussain
23
Engle, Robert F.
22
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Energy economics
8
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2
Finance research letters
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
21
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1
International stock market volatility : a data-rich environment based on oil shocks
Lu, Xinjie
;
Ma, Feng
;
Wang, Tianyang
;
Wen, Fenghua
- In:
Journal of economic behavior & organization : JEBO
214
(
2023
),
pp. 184-215
Persistent link: https://www.econbiz.de/10014478333
Saved in:
2
Evolution of the information transmission between Chinese and international oil markets : a quantile-based framework
Duan, Kun
;
Ren, Xiaohang
;
Wen, Fenghua
;
Chen, Jinyu
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014277610
Saved in:
3
Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Zhang, Guoqing
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
Saved in:
4
Extreme event shocks and dynamic volatility interactions : the stock, commodity, and carbon markets in China
Zhao, Lili
;
Liu, Wenhua
;
Zhou, Min
;
Wen, Fenghua
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013459821
Saved in:
5
The evolution of day-of-the-week and the implications in crude oil market
Lin, Wenhui
;
Zhu, Qi
;
Wen, Fenghua
;
Normaziah Mohd Nor
- In:
Energy economics
106
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013202138
Saved in:
6
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:
7
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:
8
The impact of the infectious diseases and commodity on stock markets
Chen, Lin
;
Min, Feng
;
Liu, Wenhua
;
Wen, Fenghua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553551
Saved in:
9
Oil price uncertainty and stock price crash risk : evidence from China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
10
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
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