Ran Lu

Return connectedness and multiscale spillovers across clean energy indices and grain commodity markets around COVID-19 crisis

Hongjun Zeng, Ran Lu, Abdullahi D. Ahmed · Journal of Environmental Management · 2023 · 74 citations

Economics, Energy Trade, Clean Energy Indices +10

Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices

Hongjun Zeng, Mohammad Zoynul Abedin, Xiangjing Zhou et al. · International Review of Financial Analysis · 2024 · 64 citations · Full text

Energy Consumption, Artificial Intelligence, Engineering +10

Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks

Hongjun Zeng, Abdullahi D. Ahmed, Ran Lu et al. · Heliyon · 2022 · 29 citations · Full text

VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak

Ran Lu, Hongjun Zeng · Studies in Economics and Finance · 2022 · 23 citations

Volatility Modeling, Engineering, Trade +22

Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario

Ran Lu, Wen Xu, Hongjun Zeng et al. · Economic Analysis and Policy · 2023 · 23 citations · Full text

Volatility Modeling, Covid-19 Scenario, Commodity Market +16