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The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market

Wang, Lu; Ma, Feng; Niu, Tianjiao; Liang, Chao - In: Energy economics 99 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012939414

Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?

Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804675

Estimation of high-dimensional factor models with multiple structural changes

Wang, Lu; Wu, Jianhong - In: Economic modelling 108 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013347719

Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?

Wang, Lu; Wu, Jiangbin; Cao, Yang; Hong, Yanran - In: Energy economics 111 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013349997

A semiparametric alternative to the Heckman correction : application with left-censored data on parental transfers

Wang, Lu; Jiang, Yixiao; He, Zhaochen - In: Empirical economics : a quarterly journal of the … 66 (2024) 4, pp. 1847-1866

Persistent link: https://www.econbiz.de/10014520057

More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?

Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014552793

The relationship between renewable energy attention and volatility : a HAR model with markov time-varying transition probability

Duan, Huayou; Zhao, Chenchen; Wang, Lu; Liu, Guangqiang - In: Research in international business and finance 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015062160

The relevance of bilateral political relations between countries for the completion stage premium of cross-border mergers and acquisitions

Ding, Zhenkuo; Hu, Man; Huang, Sheng - In: Cross cultural & strategic management 29 (2022) 2, pp. 403-426

Persistent link: https://www.econbiz.de/10013189336

Prediction of Crude Oil Prices in a Mixed-Frequency Data-Rich Condition : New Evidence from the LASSO-MIDAS Model

Hao, Jianyang; wang, lu; Wahab, M.I.M; Ma, Feng - 2022

In a data-rich environment, few studies use many predictors at different frequencies to forecast crude oil returns. This paper proposes a new model, LASSO-MIDAS, which combines LASSO (the least absolute shrinkage and selection operator) and MIDAS (mixed data sampling model) to predict crude oil...

Persistent link: https://www.econbiz.de/10013308801