| Retail investor attention and stock price crash risk: evidence from China F Wen, L Xu, G Ouyang, G Kou International Review of Financial Analysis 65, 101376, 2019 | 357 | 2019 |
| Forecasting the volatility of crude oil futures using HAR-type models with structural breaks F Wen, X Gong, S Cai Energy Economics 59, 400-413, 2016 | 286 | 2016 |
| Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index J Xiao, M Zhou, F Wen, F Wen Energy Economics 74, 777-786, 2018 | 284 | 2018 |
| Can digital financial inclusion affect CO2 emissions of China at the prefecture level? Evidence from a spatial econometric approach X Wang, X Wang, X Ren, F Wen Energy Economics 109, 105966, 2022 | 255 | 2022 |
| China's carbon emissions trading and stock returns F Wen, N Wu, X Gong Energy Economics 86, 104627, 2020 | 253 | 2020 |
| Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility F Wen, J Xiao, C Huang, X Xia Applied Economics 50 (3), 319-334, 2018 | 220 | 2018 |
| Asymmetric relationship between carbon emission trading market and stock market: Evidences from China F Wen, L Zhao, S He, G Yang Energy Economics 91, 104850, 2020 | 179 | 2020 |
| How does economic policy uncertainty affect corporate risk-taking? Evidence from China F Wen, C Li, H Sha, L Shao Finance Research Letters 41, 101840, 2021 | 173 | 2021 |
| The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method X Ren, Y Li, F Wen, Z Lu Technological Forecasting and Social Change 179, 121611, 2022 | 172 | 2022 |
| Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? F Wen, X Tong, X Ren International Review of Financial Analysis 81, 102121, 2022 | 167 | 2022 |
| Crude oil price shocks, monetary policy, and China's economy F Wen, F Min, YJ Zhang, C Yang International Journal of Finance & Economics 24 (2), 812-827, 2019 | 164 | 2019 |
| Genetic algorithm-based multi-criteria project portfolio selection L Yu, S Wang, F Wen, KK Lai Annals of operations research 197, 71-86, 2012 | 159 | 2012 |
| Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach J Xiao, C Hu, G Ouyang, F Wen Energy Economics 80, 297-309, 2019 | 157 | 2019 |
| Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets F Wen, J Cao, Z Liu, X Wang International Review of Financial Analysis 76, 101772, 2021 | 143 | 2021 |
| Stock price prediction based on SSA and SVM WEN Fenghua, X Jihong, HE Zhifang, G Xu Procedia Computer Science 31, 625-631, 2014 | 122 | 2014 |
| Risk compensation and market returns: The role of investor sentiment in the stock market Z He, L He, F Wen Emerging Markets Finance and Trade 55 (3), 704-718, 2019 | 120 | 2019 |
| Efficient predictability of stock return volatility: The role of stock market implied volatility Z Dai, H Zhou, F Wen, S He The North American Journal of Economics and Finance 52, 101174, 2020 | 119 | 2020 |
| Another improved Wei–Yao–Liu nonlinear conjugate gradient method with sufficient descent property Z Dai, F Wen Applied Mathematics and Computation 218 (14), 7421-7430, 2012 | 112 | 2012 |
| Forecasting realized volatility of crude oil futures with equity market uncertainty F Wen, Y Zhao, M Zhang, C Hu Applied Economics 51 (59), 6411-6427, 2019 | 111 | 2019 |
| A modified Perry’s conjugate gradient method-based derivative-free method for solving large-scale nonlinear monotone equations Z Dai, X Chen, F Wen Applied Mathematics and Computation 270, 378-386, 2015 | 110 | 2015 |
