Jiqian Wang

Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions

Jiqian Wang, Feng Ma, Elie Bouri et al. · Energy Economics · 2022 · 163 citations

Economics, Volatility Modeling, Finance +11

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

The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic

Yan Li, Chao Liang, Feng Ma et al. · Finance research letters · 2020 · 84 citations · Full text

Volatility Modeling, Engineering, Asset Pricing +8

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