Paper Publications

• [1] Lu Xunfa.Modelling the volatility dynamics of China's regional carbon markets: The heterogeneous effects of the fossil and clean energy electricity generation.Renewable Energy.2025,240
• [2] Lu Xunfa.Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty.Energy Economics.2024,138
• [3] Lu Xunfa.Extreme co-movements between decomposed oil price shocks and sustainable investments.Energy Economics.2024,134
• [4] Lu Xunfa.Forecasting VaR and ES using the joint regression combined forecasting model in the Chinese stock market.International Journal of Emerging Markets.2024,19(10):3393-3417
• [5] Lu Xunfa.Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil.Energy Economics.2024,132
• [6] Lu Xunfa.Correlation analysis of stock markets along the Belt and Road: A generalised complex network approach.Economic Computation and Economic Cybernetics Studies and Research.2024,58(1):244-264
• [7] 鲁训法.国际原油期货市场与我国股指期货市场因果传递关系研究.中国管理科学.2023
• [8] Lu Xunfa.Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic.Energy Economics.2023,125
• [9] Lu Xunfa.Causal interactions and financial contagion among the BRICS stock markets under rare events: A Liang causality analysis.International Journal of Emerging Markets.2023
• [10] Lu Xunfa.Does the COVID-19 media coverage affect AH premium disparity.Economic Computation and Economic Cybernetics Studies and Research.2023,57(1):171-186
• [11] Lu Xunfa.Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model.Kybernetes.2023,52(4):1487-1502
• [12] Lu Xunfa.The dynamic causality in sporadic bursts between CO2 emission allowance prices and clean energy index.Environmental Science and Pollution Research.2022,29(51):77724–77736
• [13] Lu Xunfa.Time-varying causalities in prices and volatilities between the cross-listed stocks in Chinese mainland and Hong Kong stock markets.Mathematics.2022,10(4)
• [14] Lu Xunfa.The relationship between crude oil futures market and Chinese/US stock index futures market based on breakpoint test.Entropy.2021,23(9)
• [15] Lu Xunfa.The Break Point-Dependent Causality between the Cryptocurrency and Emerging Stock Markets.Economic Computation and Economic Cybernetics Studies and Research.2020,54(4):203-216