Xiafei Li

Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective

Lan Bai, Yu Wei, Guiwu Wei et al. · Finance research letters · 2020 · 227 citations · Full text

Empirical Finance, Economics, Volatility Modeling +12

Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis

Yu Wei, Songkun Qin, Xiafei Li et al. · Finance research letters · 2019 · 200 citations

Economics, Financial Economics, Oil Price Fluctuation +10

Uncertainty and crude oil market volatility: new evidence

Chao Liang, Yu Wei, Xiafei Li et al. · Applied Economics · 2019 · 158 citations

Forecasting Methodology, Volatility Modeling, Engineering +18

The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method

Xiafei Li, Yu Wei · Energy Economics · 2018 · 141 citations

Volatility Modeling, China Stock Market, Asset Pricing +9

Which uncertainty is powerful to forecast crude oil market volatility? New evidence

Xiafei Li, Yu Wei, Xiaodan Chen et al. · International Journal of Finance & Economics · 2020 · 95 citations

Volatility Modeling, Engineering, Uncertainty Modeling +22