Chongfeng Wu
Economics and Econometrics · 2009–2019
A researcher in the Science corpus: 16 papers; trusts 30 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 331 citations into it; #4,033 of 23,481 by trust here, #1,582 by citations
- Finance — 185 citations into it; #3,347 of 10,518 by trust here, #2,010 by citations
- Renewable Energy, Sustainability and the Environment — 75 citations into it; #2,589 of 5,212 by trust here, #2,215 by citations
- Statistical and Nonlinear Physics — 41 citations into it; #6,977 of 10,127 by trust here, #3,382 by citations
- Management Science and Operations Research — 36 citations into it
- Accounting — 27 citations into it
- Condensed Matter Physics — 18 citations into it; #1,357 of 1,948 by trust here, #863 by citations
- Molecular Biology — 18 citations into it
Whom Chongfeng Wu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- Robert F. Engle
- Tim Bollerslev
- Yudong Wang
- James D. Hamilton
- Daniel Oliveira Cajueiro
- Wei‐Xing Zhou
- Bradley S. Paye
- Perry Sadorsky
- Benjamin Miranda Tabak
Who trusts Chongfeng Wu overall
- Feng Ma
- Yue‐Jun Zhang
- Guangxi Cao
- Afees A. Salisu
- Yu Wei
- Yudong Wang
- Hao Chen
- Ladislav Kristoufek
- Stavros Degiannakis *
- Jinliang Zhang
Papers from Chongfeng Wu's perspective
Ordered by how strongly the researchers Chongfeng Wu trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Estimating the Value of Political Connections
- Does the type of ownership control matter? Evidence from China's listed companies
- Political turnover and economic performance: the incentive role of personnel control in China
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Governing Stock Markets in Transition Economies: Lessons from China
- A Reality Check for Data Snooping
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Estimating the Dimension of a Model
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
Their papers
- Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013) — 559 citations
- Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? (2012) — 222 citations
- Forecasting crude oil market volatility: A Markov switching multifractal volatility approach (2016) — 110 citations
- Oil price shocks and agricultural commodity prices (2014) — 233 citations
- Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil (2011) — 130 citations
- Cross-correlations between Chinese A-share and B-share markets (2010) — 170 citations
- Forecasting realized volatility in a changing world: A dynamic model averaging approach (2016) — 276 citations
- Optimal insurance in the presence of insurer's loss limit (2010) — 53 citations
- Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model (2017) — 189 citations
- Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis (2011) — 137 citations
- Oil and the short-term predictability of stock return volatility (2018) — 199 citations
- Commodity price changes and the predictability of economic policy uncertainty (2015) — 111 citations
- Multifractal detrending moving average analysis on the US Dollar exchange rates (2011) — 109 citations
- Oil price increases and the predictability of equity premium (2019) — 138 citations
- Political connections, tax benefits and firm performance: Evidence from China (2012) — 577 citations
- A jump-diffusion model for option pricing under fuzzy environments (2009) — 60 citations