王璐 教授

博士生导师

硕士生导师

  • 办公地点:西南交通大学犀浦校区30443
  • 所在单位:数学学院
  • 学科:统计学
    概率论与数理统计
论文成果
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25.王璐, More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability? Journal of Economic Behavior & Organization,2024.

24.王璐, Exploring the impact of oil security attention on oil volatility: A new perspective.International Finance合作研究生:李珊,2022级硕), 2024.

23.王璐, Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. International Review of Financial Analysis合作研究生:吴睿2021级硕), 2023.

22.王璐, Measuring the response of clean energy stock price volatility to extreme shocks. Renewable Energy合作研究生:张莉,2021级博;彭丽娟2022级博), 2023.

21.王璐, Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. Research in International Business and Finance合作研究生:阮航,2021级硕;洪嫣然,2020级博), 2023.

20.王璐, Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. Energy Economics合作研究生:夏正兰,2020级硕), 2022.

19.王璐,Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis,Renewable Energy合作研究生:洪嫣然,2020级), 2022

18.王璐,Predicting the volatility of China's new energy stock market: deep insight from the Realized EGARCH-MIDAS model,Finance Research Letters(合作研究生:赵晨晨,2021级), 2022

17.王璐,How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test,Resources Policy合作研究生:洪嫣然,2020级), 2022

16.王璐,Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX,Journal of Futures Markets, 2022

15.王璐,Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis,Finance Research Letters合作研究生:洪嫣然,2020级), 2022

14.王璐,Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: either, neither or both?,Energy Economics(合作研究生:吴江斌,2020级; 洪嫣然,2020级), 2022

13.王璐Impact of financial instability on international crude oil volatility: new sight from a regime-switching framework,Resources Policy(合作研究生:洪嫣然,2020级,2022

12.王璐How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method,Resources Policy(合作研究生:张莉,2021级,2022

11. 王璐, Global economic policy uncertainty and gold futures market volatility: Evidence from Markov‐regime switching GARCH‐MIDAS models, Journal of Forecasting, 2021

10. 王璐, The information content of uncertainty indices for natural gas futures volatility forecasting, Journal of Forecasting, 2021

9. 王璐, Do extreme shocks help forecast oil price volatility? The augmented GARCH‐MIDAS approach, International Journal of Finance & Economics(合作研究生:刘国山,2018级), 2021

8. 王璐, Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?, International Review of Financial Analysis(合作研究生:郝建阳,2019级;高新新,2017级), 2021

7. 王璐, The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market, Energy Economics(合作研究生:牛天骄,2018级), 2021

6. 王璐, Forecasting stock price volatility: New evidence from the GARCH-MIDAS model, International Journal of Forecasting(合作研究生:杨林,2016级), 2020

5. 王璐, Crude oil and BRICS stock markets under extreme shocks: New evidence, Economic Modelling(合作研究生:贺成婷,2015级;牛天骄,2018级), 2020

4. 王璐, The cross-market dynamic effects of liquidity on volatility: evidence from Chinese stock index and futures markets, Applied Economics, 2020

3. 王璐, Geopolitical risk uncertainty and oil future volatility: evidence from MIDAS models, Energy Economics, 2020

2. 王璐, Forecasting stock volatility in the presence of extreme shocks: short-term and long-term effects, Journal of Forecasting(合作研究生:刘国山,2018级), 2020

1. 王璐, Pricing geometric Asian rainbow options under fractional Brownian motion, Physica A: Statistical Mechanics and its Applications(合作研究生:张蓉,2014级; 苏阳,杨林,2016级), 2018


部分中文期刊:

王璐,黄登仕,乔高秀,马元慧.美国股市会影响金砖国家股市之间的相关性吗?——线性和非线性条件Granger因果检验[J].系统工程,2018,36(05):13-22.

王璐,黄登仕,乔高秀,陈怡翔.突变结构下国际石油价格对中国股市影响的局部相关性.系统工程, 2016, 34(10):1-10.

王璐,黄登仕, 魏宇,国际多元化下投资组合优化研究:动态Copula方法,数理统计与管理, 2016(6): 1109-1124.

王璐,国际多元化下多维金融市场相关结构测度——以金砖国家新兴市场为对象,数理统计与管理, 2015(3):498-512.

王璐, 黄登仕,沪深股市相关结构之谜:基于贝叶斯Copula的研究,运筹与管理, 2014(2):213-219.

王璐, 王沁,中国投资与消费不均衡发展的实证研究:基于因子-Copula模型,数理统计与管理, 2012, 31(6):951-957.

王璐, 庞皓,中国股市和债市波动溢出效应的MV-GARCH分析,数理统计与管理, 2009, 28(1): 152-158.

王璐, 王沁, 何平,基于COPULA的A、B股信息流动和相关结构分析,数理统计与管理, 2009, 28(2):352-357.


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