Academic Engagement | Publications | [1] Lu, X., Zeng, Q., Huang, Y., Wu, H., 2025. Management climate risk concern and corporate bond credit spread. Journal of International Money and Finance, 103293. [2] Ma, F., Lu, X., Vigne, S. A., 2025. Oil Shocks and the Financial Markets: A Review. Journal of Economic Surveys. https://doi.org/10.1111/joes.12680. [3] Lu, X., Zeng, Q., Zhong, J., Zhu, B., 2024. International stock market volatility: A global tail risk sight. Journal of International Financial Markets, Institutions and Money, 91, 101904. [4] Luo, Q., Lu, X., Huang, D., Zeng, Q., 2024. The impact of carbon transition risk concerns on stock market cycles: Evidence from China. Technological Forecasting and Social Change, 209, 123827. [5] Lu, X., Ma, F., Wang, T., Wen, F., 2023. International stock market volatility: A data-rich environment based on oil shocks. Journal of Economic Behavior & Organization, 214, 184-215. [6] Lu, X., Ma, F., Li, H., Wang, J., 2023. INE oil futures volatility prediction: Exchange rates or international oil futures volatility?. Energy Economics, 126, 106935. [7] Ma, F., Lu, X., Zhu, B., 2023. Uncertainty and fluctuation in crude oil price: Evidence from machine learning models. Annals of Operations Research, 1-31. [8] Lu, X., Ma, F., Xu, J., Zhang, Z., 2022. Oil futures volatility predictability: New evidence based on machine learning models. International Review of Financial Analysis, 83, 102299. [9] Lu, X., Ma, F., Wang, J., Liu, J., 2022. Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models. Journal of Forecasting, 41(4), 853-868. [10] Lu, X., Ma, F., Wang, J., Zhu, B., 2021. Oil shocks and stock market volatility: New evidence. Energy Economics, 103, 105567. [11] Ma, F., Lu, X., Wang, L., Chevallier, J., 2021. Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime-switching GARCH-MIDAS models. Journal of Forecasting, 40(6), 1070-1085. [12] Lu, X., Ma, F., Wang, J., Wang, J., 2020. Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. Energy, 212, 118743. |
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