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Wenyan Hao

University of Leicester (per OpenAlex) · OpenAlex

4 papers in scope · 3 published · 1 on the econ.EM arXiv · 17 citations · h-index 2 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 4)

Return and Volatility Forecasting Using On-Chain Flows in Cryptocurrency Markets

working paper2024 · arXiv

with Yeguang Chi, Qionghua, Amanda M. Y. Chu

Paper profile arXiv arXiv:2411.06327

An empirical investigation on risk factors in cryptocurrency futures

published2023 · Journal of Futures Markets · 6 citations

with Yeguang Chi, Jiangdong Hu, Zhenkai Ran

Journal of Futures Markets

Volatility model applications in China's SSE50 options market

published2021 · Journal of Futures Markets · 9 citations

with Yeguang Chi, Yifei Zhang

Journal of Futures Markets

Volatility models for cryptocurrencies and applications in the options market

published2021 · Journal of International Financial Markets Institutions and Money · 2 citations

with Yeguang Chi

Journal of International Financial Markets Institutions and Money

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.