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Number of items: 6.


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.

This list was generated on Sat Mar 2 12:26:30 2024 GMT.