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Xinjie Lu

Southwest Jiaotong University

No. 111, Sec. North 1, Er-Huan Rd.

Chengdu

Chengdu, Sichuan 610031

China

  • Southwest Jiaotong University

SCHOLARLY PAPERS

4

DOWNLOADS

421

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

Oil Futures Volatility Predictability: New Evidence Based on Machine Learning Models

Number of pages: 52 Posted: 01 Apr 2022
Xinjie Lu, Feng Ma, Jin Xu and Zehui Zhang
Southwest Jiaotong University, Southwest Jiaotong University - School of Economics & Management, Southwest Jiaotong University and Southwest Jiaotong University
Downloads 233 (348,255)

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Machine learning; Combination forecast; Realized volatility; Oil futures market; Crisis periods

2.

International Stock Market Volatility: A Global Tail Risk Sight

Number of pages: 37 Posted: 04 Aug 2023
Xinjie Lu
Southwest Jiaotong University
Downloads 87 (759,537)

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Global tail risk, Extreme shock, International stock market, Regime switching, Volatility forecasting

3.

Economic Concern and Equity Risk Premium: The Role of Sleeplessness

Number of pages: 78 Posted: 20 Jun 2025
Jiawei Cao, Xinjie Lu, Feng Ma and lu wang
Southwest Jiaotong University, Southwest Jiaotong University, Southwest Jiaotong University - School of Economics & Management and Southwest Jiaotong University
Downloads 51 (1,097,529)

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Sleeplessness, Searching Activity, Leading Indicator, Risk Aversion, Return Predictability

4.

Categorial Economic Policy Uncertainty Indices or Twitter-Based Uncertainty Indices? Evidence from Chinese Stock Market

Number of pages: 17 Posted: 15 Feb 2023
Xinjie Lu and Qiaoqi Lang
Southwest Jiaotong University and Wuhan Textile University
Downloads 50 (1,086,013)

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Categorial EPU indices, Categorial Twitter-based uncertainty indices, LASSO model, Regime switching, volatility forecasting