Danyan Wen

When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

Gang‐Jin Wang, Chi Xie, Danyan Wen et al. · Finance research letters · 2018 · 248 citations

Public Policy, Economics, Financial Economics +9

Risk spillovers between oil and stock markets: A VAR for VaR analysis

Danyan Wen, Gang‐Jin Wang, Chaoqun Ma et al. · Energy Economics · 2019 · 129 citations

Empirical Finance, Risk Spillovers, Economics +11

Forecasting crude oil prices: A scaled PCA approach

Mengxi He, Yaojie Zhang, Danyan Wen et al. · Energy Economics · 2021 · 114 citations

Forecasting Methodology, Crude Oil Prices, Engineering +6

Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries

Danyan Wen, Li Liu, Chaoqun Ma et al. · Energy · 2020 · 65 citations

Economics, Crude Oil Prices, U.s. Exchange Rate +9

Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?

Danyan Wen, Yudong Wang, Chaoqun Ma et al. · Resources Policy · 2020 · 32 citations

Empirical Finance, Risk Spillovers, Economics +8