Xiaolei Sun

Institutes of Science and Management, Chinese Academy of Sciences - Beijing / China

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 5108427

中國科學院科學與管理研究所

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Xiaolei Sun's MOST POPULAR ARTICLES

1-) A novel cryptocurrency price trend forecasting model based on LightGBM ZS Xiaolei Sun, Mingxi Liu Finance Research Letters 32, 101084, 2020 3702020

2-) Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domainsX Sun, X Chen, J Wang, J LiThe North American Journal of Economics and Finance 51, 100854, 20201032020

3-) Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approachX Sun, C Liu, J Wang, J LiInternational Review of Financial Analysis 68, 101453, 20201022020

4-) Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC\'s disaggregated reportsQ Ji, J Li, X SunFinance Research Letters 30, 420-425, 20191012019

5-) Measuring external oil supply risk: A modified diversification index with country risk and potential oil exportsY Yang, J Li, X Sun, J ChenEnergy 68, 930-938, 20141012014

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