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~isPartOf:"Applied Economics Letters"
~isPartOf:"Economics Papers from University Paris Dauphine"
~isPartOf:"Energy economics"
~person:"Dai, Zhifeng"
~subject:"Oil price"
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8
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Dai, Zhifeng
Hammoudeh, Shawkat
26
Wang, Yudong
19
Gupta, Rangan
18
Ma, Feng
17
Sadorsky, Perry A.
15
Tiwari, Aviral Kumar
15
Wang, Shouyang
15
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12
Wen, Fenghua
12
Ji, Qiang
11
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10
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10
Manera, Matteo
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10
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9
Fan, Ying
9
Lee, Chien-chiang
9
Ratti, Ronald A.
9
Smyth, Russell
9
Yoon, Seong-min
9
Kaufmann, Robert Kurt
8
Mensi, Walid
8
Naeem, Muhammad Abubakr
8
Reboredo, Juan Carlos
8
Serletis, Apostolos
8
Shahbaz, Muhammad
8
Zhang, Dayong
8
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7
Narayan, Paresh Kumar
7
Wei, Yu
7
Wu, Chongfeng
7
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7
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7
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6
Lucey, Brian M.
6
Maghyereh, Aktham I.
6
Mignon, Valérie
6
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Applied Economics Letters
Economics Papers from University Paris Dauphine
Energy economics
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1
Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng
;
Zhang, Xiaotong
;
Liang, Chao
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558919
Saved in:
2
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
3
Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Dai, Zhifeng
;
Tang, Rui
;
Zhang, Xinhua
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284108
Saved in:
4
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Dai, Zhifeng
;
Zhu, Junxin
;
Zhang, Xinhua
- In:
Energy economics
114
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013477411
Saved in:
5
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach
Wen, Fenghua
;
Liu, Zhen
;
Dai, Zhifeng
;
He, Shaoyi
;
Liu, …
- In:
Energy economics
109
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013283776
Saved in:
6
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng
;
Zhu, Haoyang
;
Zhang, Xinhua
- In:
Energy economics
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Saved in:
7
Bond yield and crude oil prices predictability
Dai, Zhifeng
;
Kang, Jie
- In:
Energy economics
97
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820822
Saved in:
8
The skewness of oil price returns and equity premium predictability
Dai, Zhifeng
;
Zhou, Huiting
;
Kang, Jie
;
Wen, Fenghua
- In:
Energy economics
94
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012649450
Saved in:
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