World's Best Scientists 2026 revealed!
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Rising Stars
2025

D-Index & Metrics

Rising Stars

D-Index
48
Citations
6784
World Ranking
369
National Ranking
122

Economics and Finance

D-Index
54
Citations
8376
World Ranking
1150
National Ranking
33

Research.com Recognitions

  • 2025 - Research.com Rising Stars Award

Overview

Feng Ma is a researcher affiliated with Southwest Jiaotong University in China, specializing primarily in the field of Economics, Econometrics and Finance. Their academic work spans several subfields, including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research, and Renewable Energy, Sustainability and the Environment.

The scientist's research addresses a range of topics with a significant focus on market behavior and economic dynamics. The main topics covered in their work include:

  • Market Dynamics and Volatility
  • Energy, Environment, Economic Growth
  • Monetary Policy and Economic Impact
  • Financial Risk and Volatility Modeling
  • Stock Market Forecasting Methods
  • Financial Markets and Investment Strategies
  • Energy, Environment, and Transportation Policies

Feng Ma has contributed to the literature through several recent publications, including:

  • "Climate policy uncertainty and world renewable energy index volatility forecasting", 2022, Technological Forecasting and Social Change
  • "Forecasting stock index price using the CEEMDAN-LSTM model", 2021, The North American Journal of Economics and Finance
  • "Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions", 2022, Energy Economics
  • "Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?", 2020, International Review of Financial Analysis
  • "Forecasting global equity market volatilities", 2020, International Journal of Forecasting

The scientist frequently publishes in several academic journals, reflecting their research breadth and focus areas. Key publication venues include:

  • International Review of Financial Analysis
  • Energy Economics
  • Journal of Forecasting
  • Finance Research Letters
  • International Journal of Finance & Economics

Collaboration is a notable aspect of Feng Ma's research. Frequent coauthors include:

  • Xinjie Lu
  • Jiqian Wang
  • Chao Liang
  • M.I.M. Wahab
  • Fei Lü

Best Publications

  • Climate policy uncertainty and world renewable energy index volatility forecasting

    Unknown

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

    Yudong Wang;Feng Ma;Yu Wei;Chongfeng Wu

  • Geopolitical risk and oil volatility: A new insight

    Jing Liu;Feng Ma;Yingkai Tang;Yaojie Zhang

  • Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?

    Yaojie Zhang;Feng Ma;Yudong Wang

  • Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions

    Unknown

  • Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States

    Weiju Xu;Feng Ma;Wang Chen;Bing Zhang

  • Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models

    Dexiang Mei;Feng Ma;Yin Liao;Lu Wang

  • Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks

    Feng Ma;Yin Liao;Yaojie Zhang;Yang Cao

  • Forecasting stock index price using the CEEMDAN-LSTM model

    Yu Lin;Yan Yan;Jiali Xu;Ying Liao

  • Forecasting stock price volatility: New evidence from the GARCH-MIDAS model

    Lu Wang;Feng Ma;Jing Liu;Lin Yang

  • Forecasting the realized volatility of the oil futures market: A regime switching approach

    Feng Ma;M.I.M. Wahab;Dengshi Huang;Weiju Xu

  • Economic policy uncertainty and the Chinese stock market volatility: Novel evidence

    Tao Li;Feng Ma;Xuehua Zhang;Yaojie Zhang

  • Forecasting the prices of crude oil: An iterated combination approach

    Yaojie Zhang;Feng Ma;Benshan Shi;Dengshi Huang

  • Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?

    Jiqian Wang;Xinjie Lu;Feng He;Feng Ma

  • Policy uncertainty and carbon neutrality: Evidence from China

    Unknown

  • Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets

    Feng Ma;Yu Wei;Dengshi Huang

  • Forecasting global equity market volatilities

    Yaojie Zhang;Feng Ma;Yin Liao

  • The information content of uncertainty indices for natural gas futures volatility forecasting

    Chao Liang;Feng Ma;Lu Wang;Qing Zeng

  • Forecasting realized volatility of oil futures market: A new insight

    Feng Ma;Yu Wei;Li Liu;Dengshi Huang

  • Economic policy uncertainty and the Chinese stock market volatility: new evidence

    Unknown

  • Can economic policy uncertainty help to forecast the volatility: A multifractal perspective

    Zhicao Liu;Yong Ye;Feng Ma;Jing Liu

  • Forecasting the aggregate oil price volatility in a data-rich environment

    Feng Ma;Jing Liu;Jing Liu;M.I.M. Wahab;Yaojie Zhang

  • The role of oil futures intraday information on predicting US stock market volatility

    Yusui Tang;Xiao Xiao;M.I.M. Wahab;Feng Ma

  • Crude oil and BRICS stock markets under extreme shocks: New evidence

    Lu Wang;Feng Ma;Tianjiao Niu;Chengting He

Frequent Co-Authors

Yaojie Zhang
Yaojie Zhang Nanjing University of Science and Technology
Yu Wei
Yu Wei Yunnan University of Finance And Economics
Li Liu
Li Liu International Monetary Fund
Yudong Wang
Yudong Wang Nanjing University of Science and Technology
Julien Chevallier
Julien Chevallier Paris 8 University

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