World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
37
Citations
6237
World Ranking
2679
National Ranking
66

Overview

Chongfeng Wu is affiliated with Shanghai Jiao Tong University in China, focusing primarily on research within the domains of Economics, Econometrics and Finance, and Business, Management and Accounting. Their work spans multiple subfields such as Finance, Accounting, Economics and Econometrics, Management Science and Operations Research, and General Economics, Econometrics and Finance.

The scientist's research covers a range of topics including Financial Markets and Investment Strategies, Auditing, Earnings Management, Governance, Market Dynamics and Volatility, Corporate Finance and Governance, Complex Systems and Time Series Analysis, Stock Market Forecasting Methods, and Financial Risk and Volatility Modeling.

Recent publications by Chongfeng Wu include the following:

  • Retail investor attention and information asymmetry: Evidence from China (2022, Pacific-Basin Finance Journal)
  • RETRACTED: A new fractal model on fluid flow/heat/mass transport in complex porous structures (2020, International Journal of Heat and Mass Transfer)
  • Forecasting stock returns: A time-dependent weighted least squares approach (2020, Journal of Financial Markets)
  • Heterogeneous investor attention and post earnings announcement drift: Evidence from China (2022, Economic Modelling)
  • Topology optimization of porous solid structures for heat transfer and flow channels in reactors with fluid-solid reaction coupling (2022, International Journal of Thermal Sciences)

They frequently collaborate with several co-authors, including:

  • Xing Chen
  • Xundi Diao
  • Yudong Wang
  • Chunyang Zhou
  • Chenchen Li

Chongfeng Wu's work is often published in venues such as SSRN Electronic Journal, Applied Economics, Pacific-Basin Finance Journal, Journal of Financial Markets, and Finance Research Letters.

Best Publications

  • Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries

    Yudong Wang;Chongfeng Wu;Li Yang

  • Political connections, tax benefits and firm performance: Evidence from China

    Unknown

  • Ownership and the Value of Political Connections: Evidence from China

    Wenfeng Wu;Chongfeng Wu;Oliver M. Rui

  • Forecasting realized volatility in a changing world: A dynamic model averaging approach

    Yudong Wang;Feng Ma;Yu Wei;Chongfeng Wu

  • Oil price shocks and agricultural commodity prices

    Yudong Wang;Chongfeng Wu;Li Yang

  • Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?

    Yudong Wang;Chongfeng Wu

  • Oil and the short-term predictability of stock return volatility

    Yudong Wang;Yu Wei;Chongfeng Wu;Libo Yin

  • Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model

    Zhiyuan Pan;Yudong Wang;Chongfeng Wu;Libo Yin

  • Cross-correlations between Chinese A-share and B-share markets

    Yudong Wang;Yu Wei;Chongfeng Wu

  • Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

    Yudong Wang;Yu Wei;Chongfeng Wu

  • Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?

    Yudong Wang;Chongfeng Wu;Li Yang

  • Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil

    Yudong Wang;Yu Wei;Chongfeng Wu

  • Multifractal detrending moving average analysis on the US Dollar exchange rates

    Yudong Wang;Chongfeng Wu;Zhiyuan Pan

  • Trade credit, cash holdings, and financial deepening: Evidence from a transitional economy

    Wenfeng Wu;Oliver M. Rui;Chongfeng Wu

  • Oil price increases and the predictability of equity premium

    Yudong Wang;Zhiyuan Pan;Li Liu;Chongfeng Wu

  • Commodity price changes and the predictability of economic policy uncertainty

    Yudong Wang;Bing Zhang;Xundi Diao;Chongfeng Wu

  • Forecasting crude oil market volatility: A Markov switching multifractal volatility approach

    Yudong Wang;Chongfeng Wu;Li Yang

  • Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis

    Yudong Wang;Chongfeng Wu

  • Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models

    Yudong Wang;Li Liu;Chongfeng Wu

  • Forecasting commodity prices out-of-sample: Can technical indicators help?

    Yudong Wang;Li Liu;Chongfeng Wu

  • Disentangling the determinants of real oil prices

    Li Liu;Yudong Wang;Chongfeng Wu;Wenfeng Wu

  • Forecasting the real prices of crude oil under economic and statistical constraints

    Yudong Wang;Li Liu;Xundi Diao;Chongfeng Wu

  • Can GARCH-class models capture long memory in WTI crude oil markets?

    Yudong Wang;Chongfeng Wu;Yu Wei

Frequent Co-Authors

Yudong Wang
Yudong Wang Nanjing University of Science and Technology
Oliver M. Rui
Oliver M. Rui China Europe International Business School
Li Liu
Li Liu International Monetary Fund
Li Yang
Li Yang Chinese Academy of Sciences
Yu Wei
Yu Wei Yunnan University of Finance And Economics

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