Narrow search
Showing 1 - 10 of 11
Cover Image
Return spillover across the carbon market and financial markets : a quantile-based approach
Wen, Fenghua; Wang, Kangsheng; Zeng, Aiqing - In: Research in international business and finance 69 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015052892
Cover Image
Dynamic volatility connectedness between industrial metal markets
Gong, Xu; Xu, Jun; Liu, Tangyong; Zhou, Zicheng - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10014225779
Cover Image
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong; Gong, Xu - In: Energy economics 87 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Cover Image
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu; Liu, Yun; Wang, Xiong - In: International review of financial analysis 76 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
Cover Image
The uncertainty spillovers of China's economic policy : evidence from time and frequency domains
Liu, Tangyong; Gong, Xu; Tang, Lizhi - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4541-4555
Persistent link: https://www.econbiz.de/10013461362
Cover Image
The role of China's crude oil futures in world oil futures market and China's financial market
Sun, Chuanwang; Min, Jialin; Sun, Jiacheng; Gong, Xu - In: Energy economics 120 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014284634
Cover Image
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang; Li, Steven; Wen, Fenghua - In: Energy economics 83 (2019), pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Cover Image
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua; Cao, Jiahui; Liu, Zhen; Wang, Xiong - In: International review of financial analysis 76 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Cover Image
The spillover effect of corporate frauds and stock price crash risk
Wen, Fenghua; Lin, Diyue; Hu, Lei; He, Shaoyi; Cao, Zhiling - In: Finance research letters 57 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014505282
Cover Image
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin; Wen, Fenghua; Li, Wanyang; Yin, Hua; Zhao, Lili - In: Energy economics 107 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013202630