Fenglin (Leon) Wu

  Publications

• Does investor attention drive cryptocurrency market? Insights from network connectedness and portfolio applications, (with Yushi Wang, Yufan Wan, and Minghui Wang*), Journal of International Money and Finance (ABS 3), 2025.

• Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks, (with Chentong Sun, Shangkun Yi, Zibing Dong, and Yanshuang Li*), Pacific-Basin Finance Journal (ABS 2), 2025.

• Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability, (with Yufan Wan, and Minghui Wang*), The North American Journal of Economics and Finance (ABS 2), 2025.

• Benefiting from the frightened herd: Dynamic asset allocation amid panic sentiment, (with Xiong Xiong, Yongdong Shi, Zibing Dong, and Yanshuang Li*), Economics Letters (ABS 3), 2024.

• The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China,(with Jiaqi Zhou, and Minghui Wang*), International Review of Financial Analysis (ABS 3), 2024.

• Stock market volatility and Russia–Ukraine conflict, (with Xudong Zhan, Jiaqi Zhou, and Minghui Wang*), Finance Research Letters (ABS 2), 2023.

Working Papers

• The chaos of climate ambitions: Climate policy uncertainty and the volatility risk in commodity markets (with Shuhui Zhu, Yufan Wan, and Yanshuang Li*), Working Paper, 2025

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

• Geopolitical uncertainty, neglected risk perception, and hedging diversification in the cryptocurrency market, (with Yufan Wan, and Minghui Wang*), Working Paper, 2025

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

• Geopolitical risk, asset networks, and heterogeneous transmission: A spillover parity perspective on hedging diversification, (with Youwei Li, Yufan Wan, and Yanshuang Li*), Working Paper, 2024

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

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