Fenglin (Leon) Wu

  Selected Publications

• Does investor attention drive cryptocurrency market? Insights from network connectedness and portfolio applications, 

  • Journal of International Money and Finance (ABS 3), 2025, with Yushi Wang, Yufan Wan, and Minghui Wang*.

• Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks, 

  • Pacific-Basin Finance Journal (ABS 2), 2025, with Chentong Sun, Shangkun Yi, Zibing Dong, and Yanshuang Li*.

• Benefiting from the frightened herd: Dynamic asset allocation amid panic sentiment, 

  • Economics Letters (ABS 3), 2024, with Xiong Xiong, Yongdong Shi, Zibing Dong, and Yanshuang Li*.

• Stock market volatility and Russia–Ukraine conflict, 

  • Finance Research Letters (ABS 2), 2023, with Xudong Zhan, Jiaqi Zhou, and Minghui Wang*.

Working Papers

• The chaos of climate ambitions: Climate policy uncertainty and the volatility risk in commodity markets,

• R&R at Journal of Futures Markets (ABS 3).

• Working Paper, 2025, with Shuhui Zhu, Yufan Wan, and Yanshuang Li*.

• Geopolitical uncertainty, neglected risk perception, and hedging diversification in the cryptocurrency market, 

• Presented (scheduled) at: 2025 AsianFA, 2025 IFS PhD Poster, 2025 MRS International Risk Conference

• Working Paper, 2025, with Yufan Wan, and Minghui Wang*.

• Geopolitical risk, asset networks, and heterogeneous transmission: A spillover parity perspective on hedging diversification,

• Presented (scheduled) at: 2025 MRS International Risk Conference 

• Working Paper, 2025, with Youwei Li, Yufan Wan, and Yanshuang Li*.

© 2024-2025 by Fenglin Wu | Shanghai Advanced Institute of Finance (SAIF) | flwu.24@saif.sjtu.edu.cn