Xunfa Lu

According to our database, Xunfa Lu authored at least 8 papers between 2009 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model.

Xunfa Lu, Cheng Liu, Kin Keung Lai, Hairong Cui

Kybernetes, 2023

2022

The spillovers among cryptocurrency, clean energy and oil.

Xunfa Lu, Nan Huang, Zhitao Ye, Kin Keung Lai, Hairong Cui

Proceedings of the 9th International Conference on Information Technology and Quantitative Management, 2022

2021

The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test.

Xunfa Lu, Kai Liu, Kin Keung Lai, Hairong Cui

Entropy, 2021

Transmission between EU allowance prices and clean energy index.

Xunfa Lu, Kai Liu, Kin Keung Lai, Hairong Cui

Proceedings of the 8th International Conference on Information Technology and Quantitative Management, 2021

2014

Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model.

Xunfa Lu, Kin Keung Lai, Liang Liang

Ann. Oper. Res., 2014

Volatility Spillover Effects between Gold and Stocks Based on VAR-DCC-BVGARCH Model.

Xunfa Lu, Jiawei Wang, Kin Keung Lai

Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014

2012

Dependence between stock returns and investor sentiment in Chinese markets: A copula approach.

Xunfa Lu, Kin Keung Lai, Liang Liang

J. Syst. Sci. Complex., 2012

2009

Dependence Analysis of Diversification Benefits of Chinese Real Estate Securities.

Xunfa Lu, Kin Keung Lai

Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, 2009