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Genetic algorithm-based multi-criteria project portfolio selection

Yu, Lean; Wang, Shouyang; Wen, Fenghua; Lai, Kin Keung - 2012

Persistent link: https://www.econbiz.de/10009625157

Asymmetric effects of oil shocks on carbon allowance price : evidence from China

Zheng, Yan; Zhou, Min; Wen, Fenghua - In: Energy economics 97 (2021), pp. 1-15

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The effects of oil price shocks on inflation in the G7 countries

Wen, Fenghua; Zhang, Keli; Gong, Xu - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012822091

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

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

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

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Time-varying information share and autoregressive loading factors : evidence from S&P 500 cash and E-mini futures markets

Hou, Yang; Li, Steven; Wen, Fenghua - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 91-110

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Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model

Liu, Jian; Zhang, Ziting; Yan, Lizhao; Wen, Fenghua - In: Financial innovation : FIN 7 (2021), pp. 1-19

This study investigates the impact of economic policy uncertainty (EPU) on the volatility of European Union (EU) carbon futures prices and whether it has predictive power for the volatility of carbon futures prices. The GARCH-MIDAS model is applied for evaluating the impact of different EPU...

Persistent link: https://www.econbiz.de/10012705421

China's carbon emissions trading and stock returns

Wen, Fenghua; Wu, Nan; Gong, Xu - In: Energy economics 86 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012512195

Oil shocks, competition, and corporate investment : evidence from China

Chen, Xian; Li, Yang; Xiao, Jihong; Wen, Fenghua - In: Energy economics 89 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012517068