Scientific Research

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Paper Publications

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• 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
• Lu Xunfa. Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty .Energy Economics .2024 ,138
• Lu Xunfa. Extreme co-movements between decomposed oil price shocks and sustainable investments .Energy Economics .2024 ,134
• 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
• 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
• 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

Patents

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Published Books

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Research Projects

• 基于高频大数据的Copula模型动态极值风险度量及其应用研究, Ministry of education humanities and social sciences research project , 2017-07-27 , 在研
• 高频数据下基于动态Copula和“已实现波动”理论的股市投资组合风险建模及应用, National Natural Science Foundation of China (NSFC) , 2017-08-17 , 在研