Xunfa Lu

Publication Activity (10 Years)

Years Active: 2009-2023
Publications (10 Years): 4

Top Topics

Investment Strategies

Top Venues

Ann. Oper. Res.

Publications

Xunfa Lu, Cheng Liu, Kin Keung Lai, Hairong Cui
Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model. Kybernetes 52 (4) (2023)
Xunfa Lu, Nan Huang, Zhitao Ye, Kin Keung Lai, Hairong Cui
The spillovers among cryptocurrency, clean energy and oil. ITQM (2022)
Xunfa Lu, Kai Liu, Kin Keung Lai, Hairong Cui
The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test. Entropy 23 (9) (2021)
Xunfa Lu, Kai Liu, Kin Keung Lai, Hairong Cui
Transmission between EU allowance prices and clean energy index. ITQM (2021)
Xunfa Lu, Kin Keung Lai, Liang Liang
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model. Ann. Oper. Res. 219 (1) (2014)
Xunfa Lu, Jiawei Wang, Kin Keung Lai
Volatility Spillover Effects between Gold and Stocks Based on VAR-DCC-BVGARCH Model. CSO (2014)
Xunfa Lu, Kin Keung Lai, Liang Liang
Dependence between stock returns and investor sentiment in Chinese markets: A copula approach. J. Syst. Sci. Complex. 25 (3) (2012)
Xunfa Lu, Kin Keung Lai
Dependence Analysis of Diversification Benefits of Chinese Real Estate Securities. CSO (1) (2009)