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Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method
Yu, Jize; Zhang, Li; Peng, Lijuan; Wu, Rui - In: Finance research letters 51 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014286581
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Does climate policy uncertainty affect Chinese stock market volatility?
Chen, Zhonglu; Zhang, Li; Weng, Chen - In: International review of economics & finance : IREF 84 (2023), pp. 369-381
Persistent link: https://www.econbiz.de/10014364063
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Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network model
Zhang, Li; Wang, Lu; Thong Trung Nguyen; Ren, Ruiyi - In: Finance research letters 70 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015193018
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Are natural resource volatility curses or blessings for economic performance? : stories of resource-rich regions
Wang, Qi; Zhang, Li - In: Finance research letters 69 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10015192241
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Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies
Zhang, Li; Liang, Chao; Luu Duc Toan Huynh; Wang, Lu; … - In: Journal of economic behavior & organization 223 (2024), pp. 168-184
Persistent link: https://www.econbiz.de/10014553330
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Uncover the response of the US grain commodity market on El Niño-Southern Oscillation
Su, Yuandong; Liang, Chao; Zhang, Li; Zeng, Qing - In: International review of economics & finance : IREF 81 (2022), pp. 98-112
Persistent link: https://www.econbiz.de/10013343509
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Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin; Zhang, Li; Li, Lihong - In: International review of financial analysis 88 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014471874