Selected Publications
- Yunting Liu, Jiawen Luo,Forecasting Downside Betas with Multi-Period Components,International Review of Economics and Finance, 2025, 104, 104777
- 罗嘉雯 杜佳芮 郭嘉贤,绿色信贷是否促进了企业绿色创新？——基于重污染企业的经验证据,华南理工大学学报, 2025年第4期, 62-78
- Jiawen Luo, Qi Zhou & Zehua He,Intraday extreme risk spillovers and portfolio in energy sector,Applied Economics, 2025
- Luo, J., Cepni, O., Demirer, R., & Gupta, R.,Forecasting multivariate volatilities with exogenous predictors: an application to industry diversification strategies,Journal of Empirical Finance, 101595
- Luo, Jiawen, Zhenbiao Chen, and Mingmian Cheng,Forecasting Realized Betas Using Predictors Indicating Structural Breaks and Asymmetric Risk Effects,Journal of Empirical Finance, 2025
- 罗嘉雯，王升泉,结构变动下我国金融市场高频风险的传染效应研究,系统工程, 2024
- 罗嘉雯，崔文晓，万欣怡,广州制造业与服务业协同发展的影响机制及经济效应研究,城市观察, 2024
- Zhang, Q., Zhang, Z., & Jiawen Luo*,Asymmetric and high-order risk transmission across VIX and Chinese futures markets,International Review of Financial Analysis, 93, 103114
- Jiawen Luo, Walther, T., Klein, T., Ji, Q.,Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning,Journal of Forecasting, 2024
- Shengquan Wang, Jiawen Luo,Understanding the energy sector deregulations: international evidence,Empirical Economics, 2024, 66:1511–1551
- Jiawen Luo, Qun Zhang,Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures,Journal of Futures Markets, 44, 151-217
- 罗嘉雯，崔文晓，史昕蕾,产融结合对制造业企业绩效的影响研究,华南理工大学学报, 2023, 3(25), 47-60-29
- Jiawen Luo, Chen, Z., & Wang, S.,Realized volatility forecast of financial futures using time-varying HAR latent factor models,Journal of Management Science and Engineering, 8(2), 214-243
- 罗嘉雯,《应用计量经济学》课程的“应用导向型”教学与探讨,商科教育研究, 2022(2), 25-2
- 罗嘉雯，崔文晓，万欣怡,双重视角下金融与科技的空间关联效应研究,工信财经科技, 2022, 12(06):47-66
- Jiawen Luo, Marfatia, H. A., Ji, Q., & Klein, T.,Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets,Energy Economics, 117, 106466
- Jiawen Luo, Demirer, R., Gupta, R., & Ji, Q.,Forecasting oil and gold volatilities with sentiment indicators under structural breaks,Energy Economics, 105, 105751
- Jiawen Luo, Klein, T., Ji, Q., & Hou, C.,Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models,International Journal of Forecasting, 38(1), 51-73
- Marfatia, H. A., Ji, Q., & Jiawen Luo*,Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility,Journal of Forecasting, 41(2), 383-404
- Jiawen Luo, Qun Zhang,Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks,Applied Economics, 2020 (46), 1-22
- Jiawen Luo, Ji, Q., Klein, T., Todorova, N., & Zhang, D.,On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks,Energy Economics, 2020, 89:104781
- Jiawen Luo, Langnan Chen,Realized volatility forecast with the Bayesian random compressed multivariate HAR model,International Journal of Forecasting, 2020, 36(3):781-799
- Jiawen Luo, Langnan Chen,Modelling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity,Emerging Markets Finance and Trade, 2020, 56(2), 392-408
- 罗嘉雯，万欣怡,粤港澳大湾区特色金融产业发展与创新对策研究,城市观察, 2021, 66(2), 20-29
- Jiawen Luo, Langnan Chen,Multivariate realized volatility forecasts of agricultural commodity futures,Journal of Futures Markets, 2019, 12(39): 1565-1586
- Jiawen Luo, Shengquan Wang,The Asymmetric High-frequency Volatility Transmission across International Stock Markets,Finance Research Letters, 2019 (31):104-109
- Jiawen Luo, Langnan Chen, Weiguo Zhang,Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data,Applied Economics, 2019, 51(9), 422-443
- Jiawen Luo, Qiang Ji,High-frequency volatility connectedness between crude oil and China's agricultural commodity markets,Energy Economics, 2018, 76:424-438
- Jiawen Luo, Langnan Chen,Volatility dependences of stock markets with structural breaks,European Journal of Finance, 2018, 24(17), 1727-1753
- 罗嘉雯，陈浪南,基于TVS-MHAR模型金融市场多元波动率的预测,系统工程理论与实践，2018, 38(7), 1677-1689
- 罗嘉雯，陈浪南,基于贝叶斯因子模型金融高频波动率预测研究,管理科学学报，2017, 16(8), 13- (获第十届广东省优秀金融成果奖论文类一等奖）
- 罗嘉雯，陈浪南,多国股票市场的高频波动相关性研究,中国管理科学，2018, 26(2), 116-126 (人大书报资料中心全文转载）
- Jiawen Luo, Langnan Chen, and Hao Liu,Distribution characteristics of stock market liquidity,Physica A: Statistical Mechanics and its Applications, 392(23), 6004-6014
- Jiawen Luo, Langnan Chen,Realized volatility forecast for stock index futures using the HAR models with Bayesian approaches,China Accounting and Finance Review, 18(3), 2016:22-50
- Chen Langnan, Jiawen Luo, and Hao Liu,The determinants of liquidity with G‑RJMCMC‑VS model: Evidence from China,Economic Modelling, 35, 192-198
- 陈浪南，罗嘉雯，刘昊,基于TVP‑VAR‑GCK模型的量价时变关系研究,管理科学学报，2015, 18(9), 72-85
- 罗嘉雯，陈浪南,金融发展影响科技创新的实证研究,中国科技论坛，2013, 1(8): 128-133
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