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. [3] Wu, F. 2020. Stock market integration in East and Southeast Asia: The role of global factors. International Review of Financial Analysis, 67, 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. [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. [9] Wu, F., Zhang, D. & Ji, Q.* 2021. Systemic risk and financial contagion across top global energy companies. Energy Economics, 97, 105221. [10] Wu, F., Zhang, Z., Zhang, D. & Ji, Q.* 2023. Identifying systemically important financial institutions in China: New evidence from a dynamic copula-CoVaR approach. Annals of Operations Research, 330, 119-153. [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.* 2024. From fears to recession? Time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic. International Journal of Finance and Economics, 29, 551-580. [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, 114, 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, 117, 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, 29(3), 1257-1283. [17] Lei, L., Zhang, D.*, Ji, Q., Guo, K. & Wu, F. 2023. A text-based managerial climate attention index in China. Finance Research Letters, 55, 103911. [18] Wang, T., Wu, F.*, Dickinson, D. & Zhao, W. 2024. Energy price bubbles and extreme price movements: Evidence from China's coal market. Energy Economics, 129, 107253. [19] 马嫣然,吴菲,张大永,姬强*. 2024.《谁是驱动中国石油期货价格波动的关键信息?》管理科学学报,27(1):113-125. [20] Chen, Y., Wu, F., Zhang, D. & Ji, Q., 2024. Tourism in pandemic: the role of digital travel vouchers in China. Humanities and Social Sciences Communications, 11(1), 1-15.
专著 [1] Wu, F., Zhang, D. & Ji, Q. 2024. Climate Finance: Supporting a Sustainable Energy Transition. Springer Nature.
著作章节 [1] 吴菲, 姬强, 张大永. 2021. 金融发展对中国可再生能源发展和能源结构升级的贡献. 姬强, 张大永, 能源金融前沿与探索. 北京: 科学出版社, 215-234. [2] 吴菲, 张大永, 姬强. 2021. 全球能源大公司极端风险溢出研究. 姬强, 张大永, 能源金融前沿与探索. 北京: 科学出版社, 235-278. [3] Wu, F., Zhang, D. & Ji, Q. 2022. Intermarket risk transmission across energy, carbon and commodities. In: Taghizadeh-Hesary, F. & Zhang, D. (eds). The Handbook of Energy Policy. Springer Nature. [4] Wu, F., Zhang, D. & Ji, Q. 2022. Energy market financialization and its policy implications. In: Taghizadeh-Hesary, F. & Zhang, D. (eds). The Handbook of Energy Policy. Springer Nature. [5] Wu, F., Zhang, D. & Sun, X. 2022. Oil Market Reforms and Pricing Policy Evolution in China. In: Taghizadeh-Hesary, F. & Zhang, D. (eds). The Handbook of Energy Policy. Springer Nature. [6] Wu, F.*, Zhang, D. & Ji, Q., 2024. The Emerging Field of Climate Finance: Theory, Practice, and Frontiers. In: Wu, F., Zhang, D. & Ji, Q. (eds). Climate Finance: Supporting a Sustainable Energy Transition. Singapore: Springer Nature Singapore. pp.1-50. [7] Chen, Y., Wu, F. & Zhang, D.*, 2024. Global Climate Finance Architecture: Institutional Development. In: Wu, F., Zhang, D. & Ji, Q. (eds). Climate Finance: Supporting a Sustainable Energy Transition. Singapore: Springer Nature Singapore. pp.51-100. [8] Zhai, X., Ji, Q. & Wu, F.*, 2024. Climate-Driven Financial Innovations: Green Financial Tools. In: Wu, F., Zhang, D. & Ji, Q. (eds). Climate Finance: Supporting a Sustainable Energy Transition. Singapore: Springer Nature Singapore. pp.101-136. [9] Zhai, X., Ji, Q. & Wu, F.*, 2024. Measuring Climate Risks and Impacts. In: Wu, F., Zhang, D. & Ji, Q. (eds). Climate Finance: Supporting a Sustainable Energy Transition. Singapore: Springer Nature Singapore. pp. 137-188). [10] Wu, F., Zhang, D. & Ji, Q.*, 2024. Climate Risks and Financial Markets. In: Wu, F., Zhang, D. & Ji, Q. (eds). Climate Finance: Supporting a Sustainable Energy Transition. Singapore: Springer Nature Singapore. pp. 189-225. [11] Wu, F.*, Ji, Q. & Zhang, D., 2024. Climate Finance and Green Transition. In: Wu, F., Zhang, D. & Ji, Q. (eds). Climate Finance: Supporting a Sustainable Energy Transition. Singapore: Springer Nature Singapore. pp. 375-402).
获批基金 国家自然科学基金青年项目“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”负责人,2021年获批。 国家社科基金重大项目“多重风险因素叠加视角下我国能源安全问题研究”子课题“能源转型约束下的能源市场风险耦合与关联机制研究”负责人,2023年获批。
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