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 | 216 | 2021 |
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 | 86 | 2021 |
A global economic policy uncertainty index from principal component analysis PF Dai, X Xiong, WX Zhou Finance Research Letters 40, 101686, 2021 | 72 | 2021 |
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 | 71 | 2022 |
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 | 65 | 2021 |
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 | 62 | 2023 |
“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 | 55 | 2021 |
Visibility graph analysis of economy policy uncertainty indices PF Dai, X Xiong, WX Zhou Physica A: Statistical Mechanics and its Applications 531, 121748, 2019 | 36 | 2019 |
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 | 31 | 2023 |
How does climate policy uncertainty affect financial markets? Evidence from Europe M Tedeschi, M Foglia, E Bouri, PF Dai Economics Letters 234, 111443, 2024 | 30 | 2024 |
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 | 22 | 2022 |
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 | 20 | 2024 |
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 | 17 | 2024 |
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 | 13 | 2024 |
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 | 13 | 2023 |
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 | 12 | 2021 |
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 | 10 | 2023 |
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 | 6 | 2024 |
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 | 6 | 2021 |
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 | 4 | 2024 |