博士生导师
硕士生导师
职称：副教授
性别：男
所在单位：管理工程学院
学科：金融学
管理科学与工程
联系方式：002423@nuist.edu.cn
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[11] 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
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[12] Lu Xunfa.Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model.Kybernetes.2023,52 (4):1487-1502
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[13] 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
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[14] 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)
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[15] Lu Xunfa.The relationship between crude oil futures market and Chinese/US stock index futures market based on breakpoint test.Entropy.2021,23 (9)
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[16] 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
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[17] Cui Hairong.Is temperature-index derivative suitable for China?.Physica A.2019,536 (15)
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[18] 崔海蓉.多元分布假设下的AR-EGARCH气温预测模型研究——基于气温衍生品定价视角.生态经济.2020,1 :167-179
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[19] 崔海蓉.基于AR-EGARCH-HCM模型的气温衍生品适用性研究——来自于中国7个城市的实证分析.金融理论与实践.2019,4 :83-88
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[20] Lu Xunfa.Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model.Annals of Operations Research.2014,219 (1):333-357
