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Is China the price taker in soybean futures?

Liu, Bruce Jianhe; Wang, Yubin; Wang, Jingjing; Wu, Xin; … - In: China agricultural economic review : publ. in … 7 (2015) 3, pp. 389-404

Persistent link: https://www.econbiz.de/10011405522

Do government rescue policies reduce the market volatility after crash? : evidence from the Shanghai stock market

Yang, Ming-Yuan; Li, Sai-Ping; Wu, Yue; Tang, Jingtai; … - In: Finance research letters 29 (2019), pp. 117-124

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Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks

Chen, Zhang-HangJian; Zhao, Shou-Yu; Song, Huai-Bing; … - In: International review of economics & finance : IREF 92 (2024), pp. 626-645

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Dynamic Volatility Spillover Relationships between the Chinese Carbon and International Energy Markets from Extreme Climate Shocks

Chen, Zhang-HangJian; Zhao, Shou-Yu; Song, Huai-Bing; … - 2023

The immense attention to climate change risk has stimulated increasing interest in carbon markets and their linkages to other markets. This study investigates the dynamic volatility spillover relationships between the Chinese carbon and international energy markets, and the impact of extreme...

Persistent link: https://www.econbiz.de/10014352774

Adaptive trading for anti-correlated pairs of stocks

Lin, Chih-hao; Li, Sai-ping; Szeto, Kwok Yip - In: Artificial economics and self organization : …, (pp. 71-80). 2014

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Quantifying volatility clustering in financial time series

Tseng, Jie-jun; Li, Sai-ping - In: International review of financial analysis 23 (2012), pp. 11-19

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Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks

Chen, Zhang-HangJian; Li, Sai-Ping; Cai, Mei-Ling; … - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-11

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Cash holdings and oil price uncertainty exposures

Wu, Xi; Wang, Yudong; Tong, Xinle - In: Energy economics 99 (2021), pp. 1-14

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Multifractal analysis of realized volatilities in Chinese stock market

Liu, Yufang; Zhang, Weiguo; Fu, Junhui; Wu, Xiang - In: Computational economics 56 (2020) 2, pp. 319-336

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Is microblogging data reflected in stock market volatility? : evidence from Sina Weibo

Zhang, Tonghui; Yuan, Ying; Wu, Xi - In: Finance research letters 32 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012430804