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Spillover effects between China's new energy and carbon markets and international crude oil market : a look at the impact of extreme events

Zhang, Yong; Tang, Guangyuan; Li, Rong - In: International review of economics & finance : IREF 98 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015331886

Data-driven analysis of the real-time electricity price considering wind power effect

Yang, Shengjie; Xu, Xuesong; Liu, Jiangang; Jiang, Weijin - In: Energy reports 6 (2020) 2, pp. 452-459

The electricity price is the sensitive signal of the supply-demand balance and some other market incidents. The analysis of the price data can provide plenty of the market information. It is helpful for the participants to understand the market and improve future strategies. However, most of the...

Persistent link: https://www.econbiz.de/10012181064

Price jumps of China's carbon market : the view from market transactions and policy releases

Xu, Yanyan; Chen, Ying; Liu, Jing - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 14, pp. 3402-3430

Persistent link: https://www.econbiz.de/10015099084

Volatility and dependence in crude oil and agricultural commodity markets

Liu, Jinan; Serletis, Apostolos - In: Applied economics 57 (2025) 12, pp. 1314-1325

Persistent link: https://www.econbiz.de/10015331686

Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility

Wang, Kent; Liu, Junwei; Liu, Zhi - In: Journal of banking & finance 37 (2013) 5, pp. 1777-1786

Persistent link: https://www.econbiz.de/10009729461

Correlations and volatility spillovers between China and Southeast Asian stock markets

Zhong, Yi; Liu, Jiapeng - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 57-69

Persistent link: https://www.econbiz.de/10012656194

Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis

Tao, Qizhi; Wei, Yu; Liu, Jiapeng; Zhang, Ting - In: International review of economics & finance : IREF 54 (2018), pp. 143-153

Persistent link: https://www.econbiz.de/10012033354

Volatility forecasting for the shipping market indexes : an AR-SVR-GARCH approach

Liu, Jiaguo; Li, Zhouzhi; Sun, Hao; Yu, Lean; Gao, Wenlian - In: Maritime policy & management 49 (2022) 6, pp. 864-881

Persistent link: https://www.econbiz.de/10013373607

World commodity prices and economic activity in advanced and emerging economies

Liu, Jinan; Serletis, Apostolos - In: Open economies review 33 (2022) 2, pp. 347-374

Persistent link: https://www.econbiz.de/10013273194

Tail dependence and risk spillover effects between China's carbon market and energy markets

Liu, Jianing; Man, Yuanyuan; Dong, Xiuliang - In: International review of economics & finance : IREF 84 (2023), pp. 553-567

Persistent link: https://www.econbiz.de/10014364120