D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 37 Citations 4,483 121 World Ranking 1310 National Ranking 29

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Mathematical analysis

Econometrics, Implied volatility, Financial crisis, Volatility and Stochastic volatility are his primary areas of study. His Econometrics study frequently draws parallels with other fields, such as Speculation. His studies in Implied volatility integrate themes in fields like Quantile regression and Oil price.

The concepts of his Financial crisis study are interwoven with issues in Price shock, Short run, Monetary policy, Inflation and Economy. His work deals with themes such as Nonlinear granger causality, Us dollar, Nonlinear causality, Monetary economics and Structural vector autoregression, which intersect with Volatility. His Stochastic volatility study incorporates themes from Volatility swap, West Texas Intermediate, Futures contract and Volatility smile.

His most cited work include:

  • Forecasting the volatility of crude oil futures using HAR-type models with structural breaks (143 citations)
  • Forecasting the volatility of crude oil futures using HAR-type models with structural breaks (143 citations)
  • Forecasting the volatility of crude oil futures using HAR-type models with structural breaks (143 citations)

What are the main themes of his work throughout his whole career to date?

Fenghua Wen mostly deals with Econometrics, Monetary economics, Stock market, Volatility and Oil price. His Econometrics research integrates issues from Futures contract and Support vector machine. Fenghua Wen has included themes like Stock price and Investment in his Monetary economics study.

The various areas that Fenghua Wen examines in his Stock market study include Correlation coefficient, Predictability, Financial market, Copula and Index. The Volatility study combines topics in areas such as Downside risk and Beta. His study in the field of Volatility swap is also linked to topics like Market conditions.

He most often published in these fields:

  • Econometrics (73.38%)
  • Monetary economics (53.90%)
  • Stock market (48.70%)

What were the highlights of his more recent work (between 2019-2021)?

  • Monetary economics (53.90%)
  • Stock market (48.70%)
  • Econometrics (73.38%)

In recent papers he was focusing on the following fields of study:

Fenghua Wen focuses on Monetary economics, Stock market, Econometrics, Oil price and Volatility. His research integrates issues of Distributed lag and Investment in his study of Monetary economics. He has included themes like Implied volatility, Earnings, Stock price and Contrarian in his Stock market study.

His research in Econometrics intersects with topics in Correlation, Predictability and Mode. His work deals with themes such as Risk return, Principal component analysis and Position, which intersect with Oil price. In his study, Markov chain, Nonlinear system, Investment strategy and Hedge is inextricably linked to Index, which falls within the broad field of Volatility.

Between 2019 and 2021, his most popular works were:

  • Efficient predictability of stock return volatility: The role of stock market implied volatility (30 citations)
  • Efficient predictability of stock return volatility: The role of stock market implied volatility (30 citations)
  • China's carbon emissions trading and stock returns (29 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Mathematical analysis

Fenghua Wen mainly investigates Stock market, Monetary economics, Econometrics, Stock price and Excess return. The study incorporates disciplines such as Centrality, Recession and Identification in addition to Stock market. His Monetary economics research is multidisciplinary, incorporating elements of Competition, Product market and Competitive pressure.

The Granger causality research Fenghua Wen does as part of his general Econometrics study is frequently linked to other disciplines of science, such as Time–frequency analysis, therefore creating a link between diverse domains of science. The concepts of his Stock price study are interwoven with issues in Distributed lag and Stock market index. His Oil price study integrates concerns from other disciplines, such as Volatility, Return volatility, Implied volatility and Principal component analysis.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Forecasting the volatility of crude oil futures using HAR-type models with structural breaks

Fenghua Wen;Fenghua Wen;Fenghua Wen;Xu Gong;Shenghua Cai.
Energy Economics (2016)

243 Citations

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index

Jihong Xiao;Min Zhou;Fengming Wen;Fenghua Wen;Fenghua Wen;Fenghua Wen.
Energy Economics (2018)

160 Citations

Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility

Fenghua Wen;Jihong Xiao;Chuangxia Huang;Xiaohua Xia.
Applied Economics (2018)

151 Citations

Retail investor attention and stock price crash risk: Evidence from China

Fenghua Wen;Fenghua Wen;Fenghua Wen;Longhao Xu;Guangda Ouyang;Gang Kou.
International Review of Financial Analysis (2019)

122 Citations

A modified Perry's conjugate gradient method-based derivative-free method for solving large-scale nonlinear monotone equations

Zhifeng Dai;Xiaohong Chen;Fenghua Wen.
Applied Mathematics and Computation (2015)

110 Citations

Skewness of return distribution and coefficient of risk premium

Fenghua Wen;Xiaoguang Yang;Xiaoguang Yang.
Journal of Systems Science & Complexity (2009)

99 Citations

Crude oil price shocks, monetary policy, and China's economy

Fenghua Wen;Fenghua Wen;Fenghua Wen;Feng Min;Yue‐Jun Zhang;Can Yang.
International Journal of Finance & Economics (2019)

93 Citations

Genetic algorithm-based multi-criteria project portfolio selection

Lean Yu;Shouyang Wang;Fenghua Wen;Kin Keung Lai.
Annals of Operations Research (2012)

92 Citations

A multiscale neural network learning paradigm for financial crisis forecasting

Lean Yu;Shouyang Wang;Kin Keung Lai;Fenghua Wen.
Neurocomputing (2010)

82 Citations

Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach

Jihong Xiao;Chunyan Hu;Guangda Ouyang;Fenghua Wen;Fenghua Wen;Fenghua Wen.
Energy Economics (2019)

80 Citations

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