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Lu Wang

Forecasting stock price volatility: New evidence from the GARCH-MIDAS model
2019 · Lu Wang, Feng Ma, et al. · International Journal of Forecasting · 191
The information content of uncertainty indices for natural gas futures volatility forecasting
2021 · Chao Liang, Feng Ma, et al. · Journal of Forecasting · 101
Crude oil and BRICS stock markets under extreme shocks: New evidence
2019 · Lu Wang, Feng Ma, et al. · Economic Modelling · 94
Do academic independent directors matter? Evidence from stock price crash risk
2022 · Hong-min Jin, Zhong-qin Su, et al. · Journal of Business Research · 83
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models
2020 · Feng Ma, Xinjie Lu, et al. · Journal of Forecasting · 72
The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market
2021 · Lu Wang, Feng Ma, et al. · Energy Economics · 71
More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?
2023 · Chao Liang, Lu Wang, et al. · Journal of Economic Behavior & Organization · 68
Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?
2021 · Lu Wang, Feng Ma, et al. · International Review of Financial Analysis · 56
Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects
2020 · Lu Wang, Feng Ma, et al. · Journal of Forecasting · 41
How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test
2022 · Yanran Hong, Feng Ma, et al. · Resources Policy · 31
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Incomplete Fuzzy Soft Sets and Their Application to Decision-Making
2019 · Lu Wang, Keyun Qin · Symmetry · 12
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Seismic behavior of hinged steel frames with masonry infill walls
2023 · Qian-Qian Yu, Jie-Ying Wu, et al. · Journal of Building Engineering · 11
Can corporate social responsibility and corporate governance structure reduce corporate legal risk?
2024 · Haibin Wang, Lu Wang, et al. · Finance research letters · 10
Progressive-models method for evaluating interactive stability of steel box girders for bridges – Extension of progressive collapse method in ship structures
2021 · Lunhua Bai, Ruili Shen, et al. · Structures · 10
The cross-market dynamic effects of liquidity on volatility: evidence from Chinese stock index and futures markets
2019 · Gaoxiu Qiao, Yuxin Teng, et al. · Applied Economics · 10
Cyclic behaviour of hinged steel frames enhanced by masonry columns and/or infill walls with/without CFRP
2018 · Xianglin Gu, Lu Wang, et al. · Structure and Infrastructure Engineering · 7
Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM
2024 · Lu Wang, Xing Wang, et al. · The Quarterly Review of Economics and Finance · 4
A Bitemporal Relational Algebra Based on BCDM
2004 · Lu Wang · Journal of Computer Research and Development · 4
Social responsibility, board composition, and corporate legal risk
2025 · Jing Xu, Lu Wang · Finance research letters · 3
The Influence of Japanese Earthquake on Global Stock Markets
2012 · Xiani Wang, Ying Bai, et al. · International Conference on Computational and Information Sciences · 3
An interval-valued fuzzy soft set based triple I method
2017 · Binbin Xue, Lu Wang, et al. · International Conference on Intelligent Systems and Knowledge Engineering (ISKE) · 2
Local scour at submerged weirs
2018 · Lu Wang · ResearchSpace (University of Auckland) · 1
A high-dimensional vine copula approach to comovement of China's financial markets
2013 · Wang Lu · International Conference on Management Science and Engineering (ICMSE) · 1
Multiple Index Comprehensive Evaluation With time Series of Public Corporations
2005 · Lu Wang · Application of Statistics and Management · 1
Economic Concern and Equity Risk Premium: The Role of Sleeplessness
2025 · Jiawei Cao, Xinjie Lu, et al. · SSRN Electronic Journal
Works count: 39
Citation count: 887
H-index: 11
I10-index: 15
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