期刊论文
[1]Wu, F. 2019. Sectoral contributions to systemic risk in the Chinese stock market. Finance Research Letters, 31, 386-390. [2]Wu, F., Zhang, D. & Zhang, Z. 2019. Connectedness and risk spillovers in China' stock market: A sectoral analysis. Economic Systems, 43, 100718. DOI: https://doi.org/10.1016/j.ecosys.2019.100718. [3]Wu, F. 2020. Stock market integration in East and Southeast Asia: The role of global factors. International Review of Financial Analysis, 67, 101416. DOI: https://doi.org/10.1016/j.irfa.2019.101416. [4]Zhang, Z. & Wu, F*. 2020. Moral hazard, external governance and risk-taking: Evidence from Commercial banks in China. Finance Research Letters. 37, 101383. DOI: https://doi.org/10.1016/j.frl.2019.101383. [5]Wu, F., Ji, Q., Zhao, W. & Zhang, D. 2020. Dependency, centrality and dynamic networks for commodity futures prices. International Review of Economics and Finance, 67, 118-132. (ESI高被引论文) [6]Zhang, D., Zhao, W., Wu, F. and Ji, Q. 2020. Financial integration in Asia: A systemic view on currency markets. Asian Economic Papers, 19, 41-58. [7]Zhang, Z., Zhang, D., Wu, F. & Ji, Q. 2021. Systemic risk in the Chinese financial system: a copula-based network approach. International Journal of Finance and Economics, 26, 2044–2063. [8]Ma, Y.-R., Ji, Q., Wu, F*. & Pan, J. 2021. Financialization, idiosyncratic information and commodity co-movements. Energy Economics, 94, 105083, DOI: https://doi.org/10.1016/j.eneco.2020.105083. [9]Wu, F., Zhang, D. & Ji, Q. 2021. Systemic risk and financial contagion across top global energy companies. Energy Economics, 97, 105221. DOI: https://doi.org/10.1016/j.eneco.2021.105221. [10]Wu, F., Zhang, Z., Zhang, D. & Ji, Q. 2021. Identifying systemically important financial institutions in China: New evidence from a dynamic copula-CoVaR approach. Annals of Operations Research, DOI: https://doi.org/10.1007/s10479-021-04176-z. [11]Chen, Y., Zhang, D., Ji, Q. & Wu, F*. 2022. Climate risks and foreign direct investment in developing countries: The role of national governance. Sustainability Science, 17,1723-1740. [12]Wang, T., Zhang, D., Ji, Q. & Wu, F*. 2022. Time-varying determinants of China’s liquefied natural gas import prices: A dynamic model averaging approach. Energy, 259, 125013. [13]Zhai, P., Wu, F., Ji, Q. & Nguyen, D.K*. 2022. From fears to recession? Time-frequency risk contagion among stock and CDS markets during the COVID pandemic. International Journal of Finance and Economics, 1– 30. DOI: https://doi.org/10.1002/ijfe.2698. [14]Wu, F., Xiao, X., Zhou, X., Zhang, D*. & Ji, Q. 2022. Complex risk contagions among large international energy firms: A multi-layer network analysis. Energy Economics, DOI: 114, 106271. 10.1016/j.eneco.2022.106271. [15]Wang, T., Wu, F., Zhang, D*. & Ji, Q. 2023. Energy market reforms in China and the time-varying connectedness of domestic and international markets. Energy Economics, DOI: 117, 106495. 10.1016/j.eneco.2022.106495. [16]Wu, F., Ji, Q., Ma, Y.-R. & Zhang, D. 2023. Investor sentiments and extreme risk spillovers from oil to stock markets: evidence from Asian countries. Journal of the Asia Pacific Economy, DOI: 10.1080/13547860.2023.2170050.
获批基金 多重不确定性条件下的国际能源市场风险测度与机理分析, 2021年获国家自然科学基金青年项目资助
教学经历 2011-2014年 必赢唯一官方网站经济与管理学院海外学习交流中心 学术论文写作(全英文,本科) 2018-2019年 伯明翰大学商学院 计量经济学(硕士) 2021-2022年 必赢唯一官方网站 财务报表分析(全英文,本科) |