Overview
Wenna holds a PhD in Economics from Cardiff University. Her research area includes international finance and volatility modelling. She teaches financial derivatives and econometrics.
Research Publications
Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting
Xu, Y., Lyu, J. & Lu, W., 19 Mar 2026, In: Mathematics. 14, 6, p. 1053 1 p.Research output: Contribution to journal › Article › peer-review
Exchange Rate Risk and Deviations From Purchasing Power Parity
Arghyrou, M. G., Lu, W. & Pourpourides, P. M., 6 Apr 2025, In: International Journal of Finance and Economics. 31, 1, p. 655-673 19 p.Research output: Contribution to journal › Article › peer-review
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Y., Guan, B., Lu, W. & Heravi, S., 10 Jul 2024, In: Energy Economics. 136, p. 107750 107750.Research output: Contribution to journal › Article › peer-review
The pricing of unexpected volatility in the currency market
Lu, W., Copeland, L. & Xu, Y., 22 Mar 2023, In: European Journal of Finance. 29, 17, p. 2032-2046 15 p.Research output: Contribution to journal › Article › peer-review
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 Jan 2018, In: International Review of Financial Analysis. 56, p. 208-220 13 p.Research output: Contribution to journal › Article › peer-review
Dodging the steamroller: Fundamentals versus the carry trade
Copeland, L. & Lu, W., 19 Apr 2016, In: Journal of International Financial Markets, Institutions and Money. 42, p. 115-131 17 p.Research output: Contribution to journal › Article › peer-review