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Bu, Ruijun ORCID: 0000-0002-3947-3038, Jawadi, Fredj, Li, Jingyao, Ren, Xiaohang and Wang, Xiong
(2023)
Economic Policy Uncertainty and Dynamic Correlations in Energy Markets: Assessment and Solutions (accepted).
Energy Economics, 117.
p. 106475.
Ren, Xiaohang, Li, Yiying, Sun, Xianming, Bu, Ruijun ORCID: 0000-0002-3947-3038 and Jawadi, Fredj
(2023)
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets.
Energy Economics, 126.
p. 107007.
Bu, R ORCID: 0000-0002-3947-3038, Jawadi, Fredj and Li, Yuyi
(2020)
A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures.
Econometric Reviews, 39 (1).
pp. 27-53.
Jawadi, Fredj, Cheffou, Abdoulkarim Idi and Bu, Ruijun ORCID: 0000-0002-3947-3038
(2023)
Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?
Energy Economics, 127.
p. 107058.
Bu, Ruijun ORCID: 0000-0002-3947-3038, Cheng, Jie and Jawadi, Fredj
(2022)
A latent-factor-driven endogenousregime-switching non-Gaussianmodel: Evidence from simulation and application.
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 27 (4).
pp. 3881-3896.
Bu, Ruijun ORCID: 0000-0002-3947-3038, Jawadi, Fredj and Li, Yuyi ORCID: 0000-0003-4415-942X
(2019)
A multifactor transformed diffusion model with applications to VIX and VIX futures.
ECONOMETRIC REVIEWS.