Trosolwg
Mae gan Wenna PhD mewn Economeg o Brifysgol Caerdydd. Mae ei maes ymchwil yn cynnwys cyllid rhyngwladol a modelu ansefydlogrwydd. Mae'n dysgu deilliadau ariannol ac econometrig.
Cyhoeddiadau Ymchwil
Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting
Xu, Y., Lyu, J. & Lu, W., 19 Maw 2026, Yn: Mathematics. 14, 6, 1053.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
Exchange Rate Risk and Deviations From Purchasing Power Parity
Arghyrou, M. G., Lu, W. & Pourpourides, P. M., 6 Ebr 2025, Yn: International Journal of Finance and Economics. 31, 1, t. 655-673 19 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Y., Guan, B., Lu, W. & Heravi, S., 10 Gorff 2024, Yn: Energy Economics. 136, t. 107750 107750.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
The pricing of unexpected volatility in the currency market
Lu, W., Copeland, L. & Xu, Y., 22 Maw 2023, Yn: European Journal of Finance. 29, 17, t. 2032-2046 15 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach
Xu, Y., Taylor, N. & Lu, W., 31 Ion 2018, Yn: International Review of Financial Analysis. 56, t. 208-220 13 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
Dodging the steamroller: Fundamentals versus the carry trade
Copeland, L. & Lu, W., 19 Ebr 2016, Yn: Journal of International Financial Markets, Institutions and Money. 42, t. 115-131 17 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid