| Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU? J Wang, X Lu, F He, F Ma International Review of Financial Analysis 72, 101596, 2020 | 103 | 2020 |
| Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions J Wang, F Ma, E Bouri, J Zhong Energy Economics 108, 105904, 2022 | 95 | 2022 |
| The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic Y Li, C Liang, F Ma, J Wang Finance research letters 36, 101749, 2020 | 88 | 2020 |
| Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models X Lu, F Ma, J Wang, J Wang Energy 212, 118743, 2020 | 57 | 2020 |
| Oil shocks and stock market volatility: New evidence X Lu, F Ma, J Wang, B Zhu Energy Economics 103, 105567, 2021 | 53 | 2021 |
| Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information Q Lang, J Wang, F Ma, D Huang, MW Mohamed Ismail China Finance Review International 13 (2), 263-284, 2023 | 41 | 2023 |
| Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence J Wang, Y Huang, F Ma, J Chevallier Energy Economics 91, 104897, 2020 | 37 | 2020 |
| Which factors drive Bitcoin volatility: Macroeconomic, technical, or both? J Wang, F Ma, E Bouri, Y Guo Journal of Forecasting 42 (4), 970-988, 2023 | 36 | 2023 |
| Uncertainty and oil volatility: Evidence from shrinkage method J Wang, X He, F Ma, P Li Resources Policy 75, 102482, 2022 | 28 | 2022 |
| Stock market volatility predictability in a data-rich world: A new insight F Ma, J Wang, MIM Wahab, Y Ma International Journal of Forecasting 39 (4), 1804-1819, 2023 | 21 | 2023 |
| Forecast the realized range-based volatility: The role of investor sentiment and regime switching W Xu, J Wang, F Ma, X Lu Physica A: Statistical Mechanics and its Applications 527, 121422, 2019 | 13 | 2019 |
| Forecasting China's crude oil futures volatility: the role of the jump, jumps intensity, and leverage effect J Wang, F Ma, MIM Wahab, D Huang Journal of Forecasting 40 (5), 921-941, 2021 | 12 | 2021 |
| Harnessing the decomposed realized measures for volatility forecasting: Evidence from the US stock market B Lu, F Ma, J Wang, H Ding, MIM Wahab International Review of Economics & Finance 72, 672-689, 2021 | 9 | 2021 |
| Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? J Wang, X Guo, X Tan, J Chevallier, F Ma Energy Economics 117, 106419, 2023 | 8 | 2023 |
| Volatility forecasting revisited using Markov‐switching with time‐varying probability transition J Wang, F Ma, C Liang, Z Chen International Journal of Finance & Economics 27 (1), 1387-1400, 2022 | 8 | 2022 |
| Have the predictability of oil changed during the COVID-19 pandemic: evidence from international stock markets H Ding, Y Huang, J Wang International review of financial analysis 87, 102620, 2023 | 6 | 2023 |
| Climate risk and Chinese stock volatility forecasting: Evidence from ESG index J Wang, L Li Finance Research Letters 55, 103898, 2023 | 5 | 2023 |
| Forecasting international REITs volatility: the role of oil-price uncertainty J Wang, R Gupta, O Çepni, F Ma The European Journal of Finance 29 (14), 1579-1597, 2023 | 4 | 2023 |
| Modeling and managing stock market volatility using MRS-MIDAS model W Chen, X Lu, J Wang International Review of Economics & Finance 82, 625-635, 2022 | 3 | 2022 |
| Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models X Lu, F Ma, J Wang, J Liu Journal of Forecasting 41 (4), 853-868, 2022 | 3 | 2022 |
Feng MaSchool of Economics & Management, Southwest Jiaotong UniversityVerified email at swjtu.edu.cn
