Working Papers

Typhoon Events and Stock Volatility Forecasting: Evidence from China (with Ruotong Yang and Lu Xing, Current version: September, 2025)

Climate Risk Meets Machine Learning: Forecasting Energy Volatility (with Jiahao Peng, and Xiaodan Li, Current version: September, 2025)

Stock Returns Forecasting via a Novel Machine Learning Method (with Xuan Ouyang and Weiguo Zhang, Current version: August, 2025)

Dynamic Correlations and Drivers of Cross-Border Risk: Evidence from China’s Southbound and Northbound Capital Flows and Bond Markets (with Futing Ge, Pei Huang, and Minrui Hu, Current version: August, 2025)

A novel image-generation based hybrid model for IPO mispricing prediction (with Xuan Ouyang, Weiguo Zhang and Yuan Zhao, Current version: December, 2024)

Climate information and oil price volatility forecasting: Evidence from machine learning (with Jiahao Peng, Yuan Zhao and Minna Zhou, Current version: December, 2024)

Forecasting foreign exchange volatility in times of uncertainty (with Jiahao Peng, Xiaodan Li and Lu Xing. Current version: August, 2024)

Forecasting stock volatility with climate variables: Evidence from Chinese sectors (Sole Author, Current version: November, 2024)

Forecasting gold futures volatility with a large set of behavioral factors based on a novel combination approach (with Aoran Hong, and Yudong Wang. Current version: November, 2022)

The theoretical evolution and measurement method of investor sentiment——Progress and prospects (with Yuanwei Ni, Weiguo Zhang, and Weijun Xu. Current version: August, 2021)

In Chinese, 《投资者情绪的理论演化及度量方法——现状与展望》

Appendix: Appendix_file

Predicting stock market volatility with a large set of predictors: Contrastive evidence from China and the US  (with Weiguo Zhang, Chao Wang and Weijun Xu. Current version: November, 2020)

In Chinese, 《考虑大规模因子的股市波动率预测研究—基于中美对比分析》