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Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China

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Persistent link: https://www.econbiz.de/10012486314

Industries' heterogeneous reactions during the COVID-19 outbreak : evidence from Chinese stock markets

Liu, Zhifeng; Dai, Peng-Fei; Toan Luu Duc Huynh; Zhang, … - In: Journal of international financial management & accounting 34 (2023) 2, pp. 243-278

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Stress testing climate risk : a network-based analysis of the Chinese banking system

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The impact of COVID-19 on the stock market crash risk in China

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ESG rating disagreement and idiosyncratic return volatility : evidence from China

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The tail risk safe haven property of China's energy futures against US market implied volatility

Dai, Xingyu; Dai, Peng-Fei; Wang, Qunwei; Ouyang, Zhi-Yi - In: Journal of management science and engineering 9 (2024) 2, pp. 271-291

This paper analyses the tail risk contagion of US market implied volatility (USIV) on China's energy futures (CEF) markets, exploring how to utilize operations in the CEF to achieve a safe haven. Leveraging CEF characteristics to simultaneously take both long-/short-positions and engage in...

Persistent link: https://www.econbiz.de/10014632205