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How do composite and categorical economic policy uncertainties affect the long-term correlation between China's stock and conventional green bond markets?
Guo, Yaoqi; Deng, Yiwen; Zhang, Hongwei - In: Finance research letters 57 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014505910
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Time-varying impact of economic policy uncertainty and geopolitical risk on tourist arrivals : evidence from a developing country
Zhang, Hongwei; Jiang, Zhuoyu; Gao, Wang; Yang, Cai - In: Tourism management perspectives : TMP 41 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013209411
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Climate risk and financial stability : the mediating effect of green credit
Fan, Qingzhu; Gao, Wang - In: Finance research letters 65 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014553202
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Partisan Conflict, Trade Policy Uncertainty, and the Energy Market
Yang, Cai; Zhang, Hongwei; Niu, Zibo - 2022
This paper investigates the time-varying effects of partisan conflict (PC) and trade policy uncertainty (TPU) on the energy market from January 2000 to July 2021 by employing a time-varying parameter vector autoregressive model with stochastic volatility. The results show that the pass-through...
Persistent link: https://www.econbiz.de/10013491939
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The effects of uncertainty measures on commodity prices from a time-varying perspective
Huang, Jianbai; Li, Yingli; Zhang, Hongwei; Chen, Jinyu - In: International review of economics & finance : IREF 71 (2021), pp. 100-114
Persistent link: https://www.econbiz.de/10012627764
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The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo; Ma, Feng; Zhang, Hongwei - In: Energy economics 112 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
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Technology risk management in fintech : underlying mechanisms and challenges
Chen, Xiaohui; Zhang, Hongwei; Teng, Lei - In: The journal of operational risk 17 (2022) 2, pp. 105-125
Persistent link: https://www.econbiz.de/10014546267
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Effects of geopolitical risks on gold market return dynamics : evidence from a nonparametric causality-in-quantiles approach
Huang, Jianbai; Li, Yingli; Suleman, Muhammad Tahir; … - In: Defence and peace economics 34 (2023) 3, pp. 308-322
Persistent link: https://www.econbiz.de/10014292959
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Partisan conflict, trade policy uncertainty, and the energy market
Yang, Cai; Zhang, Hongwei; Qin, Yun; Niu, Zibo - In: Research in international business and finance 71 (2024), pp. 1-23
This paper investigates the time-varying effects of partisan conflict (PC) and trade policy uncertainty (TPU) on the energy market from January 2000 to July 2021 by employing a time-varying parameter vector autoregressive model with stochastic volatility. The results show that the pass-through...
Persistent link: https://www.econbiz.de/10015061705
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Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo; Wang, Chenlu; Zhang, Hongwei - In: International review of financial analysis 89 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014467061