academic engagement (representative) |
publications |
[1] xiafei li, chao liang, feng ma. forecasting stock market volatility with a large number of predictors: new evidence from the ms-midas-lasso model. annals of operations research, 2022, on line. [2] xiafei li, chao liang, zhonglu chen, et al. forecasting crude oil volatility with uncertainty indicators: new evidence. energy economics, 2022, 108: 105936. [3] xiafei li, chao liang, feng ma. financial stress spillover network across asian countries in the context of covid-19. applied economics letters, 2022, on line. [4] , , . can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns? energy economics, 2022, 109: 105947. [5] , , , . forecasting china’s stock market volatility with shrinkage method: can adaptive lasso select stronger predictors from numerous predictors? international journal of finance & economics, 2022, on line. [6] yu wei, lan bai, . normal and extreme interactions among nonferrous metal futures: a new quantile-frequency connectedness approach. finance research letters, 2022, 47（part b）: 102855. [7] , , . forecasting china’s crude oil futures volatility: new evidence from the midas-rv model and covid-19 pandemic. resources policy, 2022, 75: 102453. [8] xiaofei li, bo li, guiwu wei, et al. return connectedness among commodity and financial assets during the covid-19 pandemic: evidence from china and the us. resources policy, 2021, 73: 102166. [9] , , , et al. forecasting regular and extreme gold price volatility: the roles of asymmetry, extreme event and jump. journal of forecasting, 2021, 40(08): 1501-1523. [10] , , xiaodan chen, et al. which uncertainty is powerful to forecast crude oil market volatility? new evidence. international journal of finance & economics, 2020, on line. [11] , . the dependence and risk spillover between crude oil market and china stock market: new evidence from a variational mode decomposition-based copula method. energy economics, 2018, 74: 565-581. |
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