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罗嘉雯 (Jiawen Luo)

71803049) and guangzhou philosophy and social sciences foundation for the”14th five-year plan” (2021gzyb23)

12H指数
36论文数
671被引数
收录论文 14
发表时间
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Forecasting Downside Betas with Multi-Period Components预测下行贝塔系数的多期组成部分
errInternational Review of Economics & Finance
IF5.6
err2025-11-22
err0
errOAAI
errYunting Liu; Jiawen Luo
err分享
err收藏
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2024-05-01
err1
PREAI
errZhang, Qun; Zhang, Zhendong; Luo, Jiawen
err分享
err收藏
Forecasting realized volatility of crude oil futures prices based on machine learning基于机器学习的原油期货价格已实现波动率预测
errJOURNAL OF FORECASTING
IF2.7
err2024-02-19
err5
errOAAI
errLuo, Jiawen; Klein, Tony; Walther, Thomas; Ji, Qiang
err分享
err收藏
The neurophysiological mechanisms underlying brand personality consumer attraction: EEG and GSR evidence
errJOURNAL OF RETAILING AND CONSUMER SERVICES
IF13.1
err2023-07-01
err7
PREAI
errXu, Zhiwei; Zhang, Miao; Zhang, Pengfei; Luo, Jiawen; Tu, Mengting; Lai, Yuanhang
err分享
err收藏
Realized volatility forecast of financial futures using time-varying HAR latent factor models基于时变HAR潜在因子模型的金融期货已实现波动率预测
errJOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING
IF3.7
err2023-06-01
err6
errOAAI
errLuo, Jiawen; Chen, Zhenbiao; Wang, Shengquan
err分享
err收藏
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
errENERGY ECONOMICS
IF14.2
err2023-01-01
err14
PREAI
errLuo, Jiawen; Marfatia, Hardik A.; Ji, Qiang; Klein, Tony
err分享
err收藏
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models基于无限隐马尔可夫HAR模型的农产品期货实际波动率预测
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2022-01-01
err43
errOAAI
errLuo, Jiawen; Klein, Tony; Ji, Qiang; Hou, Chenghan
err分享
err收藏
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
errENERGY ECONOMICS
IF14.2
err2022-01-01
err31
errOAAI
errLuo, Jiawen; Demirer, Riza; Gupta, Rangan; Ji, Qiang
err分享
err收藏
Forecasting the volatility of agricultural commodity futures: The role of co-volatility and oil volatility农产品期货波动率预测: 协同波动率与石油波动率的作用
errJOURNAL OF FORECASTING
IF2.7
err2021-09-08
err23
PREAI
errMarfatia, Hardik A.; Ji, Qiang; Luo, Jiawen
err分享
err收藏
Realized volatility forecast with the Bayesian random compressed multivariate HAR model基于贝叶斯随机压缩多元HAR模型的已实现波动率预测
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2020-07-01
err14
PREAI
errLuo, Jiawen; Chen, Langnan
err分享
err收藏
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks关于原油期货市场的已实现波动性: 在结构突变下使用外生预测因子进行预测
errENERGY ECONOMICS
IF14.2
err2020-06-01
err48
errOAAI
errLuo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; Zhang, Dayong
err分享
err收藏
The asymmetric high-frequency volatility transmission across international stock markets
errFINANCE RESEARCH LETTERS
IF6.9
err2019-12-01
err22
PREAI
errLuo, Jiawen; Wang, Shengquan
err分享
err收藏
High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
errENERGY ECONOMICS
IF14.2
err2018-10-01
err169
errOAAI
errLuo, Jiawen; Ji, Qiang
err分享
err收藏
The determinants of liquidity with G-RJMCMC-VS model: Evidence from China
errECONOMIC MODELLING
IF4.7
err2013-09-01
err2
PREAI
errChen, Langnan; Luo, Jiawen; Liu, Hao
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
R
Rangan Gupta
H 指数: 80 · 论文数: 1.8K
Q
Qiang Ji
H 指数: 80 · 论文数: 372
D
Dayong Zhang
H 指数: 64 · 论文数: 280
R
Rıza Demirer
H 指数: 40 · 论文数: 240
张鹏飞 封面图
张鹏飞 (Pengfei Zhang)
H 指数: 32 · 论文数: 202
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