フォロー
Peng-Fei Dai
Peng-Fei Dai
East China University of Science and Technology
確認したメール アドレス: tju.edu.cn
タイトル
引用先
引用先
The impact of COVID-19 on the stock market crash risk in China
Z Liu, TLD Huynh, PF Dai
Research in international Business and Finance 57, 101419, 2021
2162021
Preventing crash in stock market: The role of economic policy uncertainty during COVID-19
PF Dai, X Xiong, Z Liu, TLD Huynh, J Sun
Financial Innovation 7, 1-15, 2021
862021
A global economic policy uncertainty index from principal component analysis
PF Dai, X Xiong, WX Zhou
Finance Research Letters 40, 101686, 2021
722021
The impact of economic policy uncertainties on the volatility of European carbon market
PF Dai, X Xiong, TLD Huynh, J Wang
Journal of Commodity Markets 26, 100208, 2022
712022
Is the cross-correlation of EU carbon market price with policy uncertainty really being? A multiscale multifractal perspective
S Ye, PF Dai, HT Nguyen, NQA Huynh
Journal of environmental management 298, 113490, 2021
652021
Industries' heterogeneous reactions during the COVID‐19 outbreak: Evidence from Chinese stock markets
Z Liu, PF Dai, TLD Huynh, T Zhang, G Zhang
Journal of International Financial Management & Accounting 34 (2), 243-278, 2023
622023
“Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices
M Foglia, PF Dai
Journal of Asian Business and Economic Studies 29 (1), 35-49, 2021
552021
Visibility graph analysis of economy policy uncertainty indices
PF Dai, X Xiong, WX Zhou
Physica A: Statistical Mechanics and its Applications 531, 121748, 2019
362019
Understanding the transmission of crash risk between cryptocurrency and equity markets
PF Dai, JW Goodell, LDT Huynh, Z Liu, S Corbet
Financial Review 58 (3), 539-573, 2023
312023
How does climate policy uncertainty affect financial markets? Evidence from Europe
M Tedeschi, M Foglia, E Bouri, PF Dai
Economics Letters 234, 111443, 2024
302024
The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model
PF Dai, X Xiong, J Zhang, WX Zhou
Resources Policy 78, 102849, 2022
222022
Examining the linkage between economic policy uncertainty, coal price, and carbon pricing in China: Evidence from pilot carbon markets
J Wang, PF Dai, XH Chen, DK Nguyen
Journal of Environmental Management 352, 120003, 2024
202024
The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
WX Zhou, YS Dai, KT Duong, PF Dai
Journal of Economic Behavior & Organization 217, 91-111, 2024
172024
ESG rating disagreement and idiosyncratic return volatility: Evidence from China
X Liu, Q Yang, K Wei, PF Dai
Research in International Business and Finance 70, 102368, 2024
132024
The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon
X Dai, PF Dai, Q Wang, ZY Ouyang
Research in International Business and Finance 64, 101806, 2023
132023
A multifractal cross-correlation analysis of economic policy uncertainty: Evidence from China and US
R Zhao, PF Dai
Fluctuation and Noise Letters 20 (05), 2150041, 2021
122021
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
YS Dai, PF Dai, WX Zhou
Journal of International Financial Markets, Institutions and Money 88, 101820, 2023
102023
Monetary income as opportunity cost: exploring the negative effect on free knowledge contribution of knowledge suppliers
S Jiang, DK Nguyen, PF Dai, Q Meng
Journal of Knowledge Management 28 (2), 440-462, 2024
62024
The impact of COVID-19 on the stock market crash risk in China. Res Int Bus Financ 57: 101419
Z Liu, TLD Huynh, PF Dai
62021
Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets
HY Zhu, PF Dai, WX Zhou
Journal of Futures Markets 44 (12), 1888-1910, 2024
42024
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