Xinjie Lu

Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?

Jiqian Wang, Xinjie Lu, Feng He et al. · International Review of Financial Analysis · 2020 · 124 citations · Full text

Economic Forecasting, Engineering, Data Science +11

Policy uncertainty and carbon neutrality: Evidence from China

Qing Zeng, Feng Ma, Xinjie Lu et al. · Finance research letters · 2022 · 84 citations

Economics, Public Policy, Carbon Emission Trading +6

Oil shocks and stock market volatility: New evidence

Xinjie Lu, Feng Ma, Jiqian Wang et al. · Energy Economics · 2021 · 81 citations

Economics, Volatility Modeling, Financial Economics +6

Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models

Xinjie Lu, Feng Ma, Jiqian Wang et al. · Energy · 2020 · 79 citations · Full text

Volatility Modeling, Ms-midas Models, Financial Economics +10

Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models

Feng Ma, Xinjie Lu, Lu Wang et al. · Journal of Forecasting · 2020 · 65 citations

Volatility Modeling, Engineering, International Economics +19