Chongfeng Wu - Publications, H-index & Citations

Chongfeng Wu

shanghai jiao tong university

38H指数

180论文数

5.7K被引数

收录论文 43

发表时间

Jump persistence and temporal aggregation of tail risk 跳跃持续性及其尾部风险的时域聚合

International Journal of Forecasting

IF7.1

2025-12-05

PREAI

Chunyang Zhou; Chongfeng Wu; Xiangwei Wan

Beyond delta neutrality: Confidence-scaled hedging with machine learning forecasts 超越德尔塔中性：基于机器学习预测的置信度缩放对冲

Finance Research Letters

IF6.9

2025-11-24

PREAI

Boyan Li; Chongfeng Wu

Emerging Markets Review

IF4.6

2025-05-17

PREAI

Rui Huang; Xing Chen; Chongfeng Wu

Removing barriers: How online visits boost female analysts' participation

ACCOUNTING AND FINANCE

IF2.6

2024-06-17

PREAI

Wang, Jun; Wu, Chongfeng

Volatility forecast with the regularity modifications

FINANCE RESEARCH LETTERS

IF6.9

2023-12-01

PREAI

Zhu, Qinwen; Diao, Xundi; Wu, Chongfeng

Spillover effects within supply chains: Evidence from Chinese-listed firms 供应链中的溢出效应: 来自中国上市公司的证据

JOURNAL OF INTERNATIONAL FINANCIAL MANAGEMENT & ACCOUNTING

IF8.2

2023-08-29

OAAI

Wang, Xunxiao; Bian, Shibo; Wu, Chongfeng

Topology optimization of porous solid structures for heat transfer and flow channels in reactors with fluid-solid reaction coupling

INTERNATIONAL JOURNAL OF THERMAL SCIENCES

IF5

2022-11-01

PREAI

Wu, C. Q.; Yang, C.; Xiao, Q.; Ke, H. B.; Xu, H. J.

Worldwide earnings news and equity price movement: a supply-chain perspective

APPLIED ECONOMICS

IF2.1

2022-10-24

PREAI

Chen, Xing; Li, Chenchen; Wu, Chongfeng

Oil implied volatility and expected stock returns along the worldwide supply chain

ENERGY ECONOMICS

IF14.2

2022-10-01

PREAI

Li, Chenchen; Wang, Yudong; Wu, Chongfeng

Heterogeneous investor attention and post earnings announcement drift: Evidence from China

ECONOMIC MODELLING

IF4.7

2022-05-01

PREAI

Chen, Xing; Diao, Xundi; Wu, Chongfeng

The dual effect of foreign competition on emerging market firms' internationalization

MANAGEMENT DECISION

IF5.1

2020-12-25

PREAI

Chen, Hongquan; Zeng, Saixing; Wu, Chongfeng; Fu, Haiping

RETRACTED: A new fractal model on fluid flow/heat/mass transport in complex porous structures (Retracted Article)

INTERNATIONAL JOURNAL OF HEAT AND MASS TRANSFER

IF5.8

2020-12-01

PREAI

Wu, C. Q.; Xu, H. J.; Zhao, C. Y.

Industry equi-correlation: A powerful predictor of stock returns

JOURNAL OF EMPIRICAL FINANCE

IF2.4

2020-12-01

PREAI

Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng; Wu, Wenfeng

Forecasting commodity prices out-of-sample: Can technical indicators help?大宗商品价格的样本外预测：技术指标能否发挥作用？

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2020-04-01

PREAI

Wang, Yudong; Liu, Li; Wu, Chongfeng

Market segmentation and supply-chain predictability: evidence from China

ACCOUNTING AND FINANCE

IF2.6

2019-05-11

PREAI

Li, Chenchen; Li, Rui; Diao, Xundi; Wu, Chongfeng

Oil price increases and the predictability of equity premium

JOURNAL OF BANKING & FINANCE

IF3.8

2019-05-01

113

PREAI

Wang, Yudong; Pan, Zhiyuan; Liu, Li; Wu, Chongfeng

Asymmetric volatility spillovers between crude oil and international financial markets

ENERGY ECONOMICS

IF14.2

2018-08-01

PREAI

Wang, Xunxiao; Wu, Chongfeng

Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model

JOURNAL OF FORECASTING

IF2.7

2018-02-02

PREAI

Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng

Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models

ENERGY ECONOMICS

IF14.2

2017-08-01

OAAI

Wang, Yudong; Liu, Li; Wu, Chongfeng

Time-Varying Parameter Realized Volatility Models 时变参数已实现波动率模型

JOURNAL OF FORECASTING

IF2.7

2016-11-28

PREAI

Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng

研究方向