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Economic and environmental impacts of foreign direct investment in China : a spatial spillover analysis

Huang, Jianhuan; Chen, Xudong; Huang, Bihong; Yang, … - In: China economic review : an international journal 45 (2017), pp. 289-309

Persistent link: https://www.econbiz.de/10011911371

Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network

Huang, Chuangxia; Zhao, Xian; Deng, Yunke; Yang, Xiaoguang - In: International review of economics & finance : IREF 78 (2022), pp. 81-94

Persistent link: https://www.econbiz.de/10013334544

Systemically important financial institutions in China : from view of tail risk spillover network

Yang, Xin; Chen, Shan; Liu, Zhifeng; Yang, Xiaoguang; … - In: Applied economics letters 29 (2022) 19, pp. 1833-1839

Persistent link: https://www.econbiz.de/10013412314

Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions

Yang, Xin; Chen, Shan; Liu, Hong; Yang, Xiaoguang; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1201-1213

Persistent link: https://www.econbiz.de/10014253375

Return and volatility spillovers between China and world oil markets

Zhang, Bing; Wang, Peijie - In: Economic modelling 42 (2014), pp. 413-420

Persistent link: https://www.econbiz.de/10010478711

Spillover and cojumps between the US and Chinese stock markets

Li, Xindan; Zhang, Bing - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 23-42

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Are Chinese and international oil markets integrated?

Zhang, Bing - In: International review of economics & finance : IREF 62 (2019), pp. 41-52

Persistent link: https://www.econbiz.de/10012205464

Return and volatility spillovers between Chinese and US clean energy related stocks

Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022

This paper aims to empirically investigate the dynamic connectedness between oil prices and stock returns of clean energy-related and technology companies in China and U.S. financial markets. We apply three multivariate GARCH model specifications (CCC, DCC and ADCC) to investigate the return and...

Persistent link: https://www.econbiz.de/10013295975

Return and Volatility Spillovers between Chinese and U.S. Clean Energy Related Stocks : Evidence from VAR-MGARCH Estimations

Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022

Objective of this paper is to empirically investigate the dynamic connectedness between oil prices and stock returns of clean energy related and technology companies in China and U.S. financial markets. Three different multivariate Generalised Autoregression Conditional Heteroscedasticity...

Persistent link: https://www.econbiz.de/10013313294

Return and volatility spillovers between Chinese and U.S. clean energy related stocks

Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - In: Energy economics 108 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013203260