-
Spillover effect between green bond and related financial markets: new evidence from machine learning based connectedness method,Li Xiafei,Liang Chao,Luo Keyu.Review of Quantitative Finance and Accounting,2025
-
Forecasting returns in the crude oil and heating oil markets via regularized VAR models,Li Xiafei,Liang Chao,Luo Keyu.The European Journal of Finance,2025,31(16):1-21
-
Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model,Li Xiafei,Liang Chao,Ma Feng.Annals of Operations Research,2025,352:613–652
-
Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence,Li Xiafei,Yang Shuangpeng,Luo Keyu,Liang Chao.International Review of Financial Analysis,2024,96
-
公共卫生事件下我国风险与避险资产溢出效应——基于收益与风险分析的视角,魏宇,李霞飞,梁超.管理科学学报,2024,27(6):127-148
