Jihong Xiao

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index

Jihong Xiao, Min Zhou, Fengming Wen et al. · Energy Economics · 2018 · 262 citations

Empirical Finance, Economics, Volatility Modeling +9

Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility

Fenghua Wen, Jihong Xiao, Chuangxia Huang et al. · Applied Economics · 2017 · 197 citations

Volatility Modeling, Exchange Rate, Nonlinear Causality +16

Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach

Jihong Xiao, Chunyan Hu, Guangda Ouyang et al. · Energy Economics · 2019 · 152 citations

Empirical Finance, Volatility Modeling, Economics +9

Stock Price Prediction based on SSA and SVM

Fenghua Wen, Jihong Xiao, Zhifang He et al. · Procedia Computer Science · 2014 · 107 citations · Full text

Support Vector Machine, Stock Price Prediction, Engineering +14

Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence

Fenghua Wen, Jihong Xiao, Xiaohua Xia et al. · Emerging Markets Finance and Trade · 2018 · 94 citations

Volatility Persistence, Volatility Modeling, Economics +12