Volatility forecasting of Chinese energy market: Which uncertainty have better performance?
J Zhang, Y ** investors reduce the risk of stock investment. First …
Which time-frequency domain dominates spillover in the Chinese energy stock market?
Previous studies detected the spillover relations among stocks and identified the spillover
roles of stocks. However, due to the participants with different dealing frequencies, the …
roles of stocks. However, due to the participants with different dealing frequencies, the …
Modifying (M) CoVaR and constructing tail risk networks through analytic higher-order moments: Evidence from the global forex markets
In a financial system, entities (eg, companies or markets) face systemic risk that could lead to
financial instability. To prevent this impact, we require quantitative systemic risk …
financial instability. To prevent this impact, we require quantitative systemic risk …
A data-analytics approach for risk evaluation in peer-to-peer lending platforms
The goal of this article is to investigate the roles of individual behavior characteristics and
Internet finance industry risk in the light of bank run theory for P2P. We know that risk …
Internet finance industry risk in the light of bank run theory for P2P. We know that risk …
The effect of carbon price volatility on firm green transitions: Evidence from Chinese manufacturing listed firms
X Wu, Z Li, F Tang - Energies, 2022 - mdpi.com
Accelerating the promotion of the green transition can help to achieve high-quality
development in manufacturing industries. In terms of policies that encourage the transition to …
development in manufacturing industries. In terms of policies that encourage the transition to …
Volatility spillover effect between Pakistan and Shanghai Stock Exchanges using copula and dynamic conditional correlation model
Purpose Because of the growing financial market integration, China's stock market's volatility
spillover effect has gradually increased. Traditional strategies do not capture stock volatility …
spillover effect has gradually increased. Traditional strategies do not capture stock volatility …
Global tail risk and oil return predictability
L Qian, Q Zeng, X Lu, F Ma - Finance Research Letters, 2022 - Elsevier
This paper mainly investigates whether the global tail risk, World Fear of Hollstein et
al.(2019), contains valuable information for oil return prediction. With economic constraint …
al.(2019), contains valuable information for oil return prediction. With economic constraint …