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~isPartOf:"Energy economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~person:"Wen, Fenghua"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: ("Arzneimittelmarkt" OR "China" OR "Geldpolitik" OR "Klimapolitik") AND NOT isPartOf:Wirtschaftsdienst
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Estimation
Spillover effect
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China
14
Aktienmarkt
7
Oil price
7
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7
Greenhouse gas emissions
6
Treibhausgas-Emissionen
6
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Wen, Fenghua
Dai, Zhifeng
4
Guo, Yawei
4
Sun, Chuanwang
4
Wei, Yu
4
Zhu, Huiming
4
Ji, Qiang
3
Lucey, Brian M.
3
Ren, Xiaohang
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Xiao, Jihong
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You, Wan-hai
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3
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2
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Energy economics
Review of Pacific Basin financial markets and policies
Finance research letters
6
International review of economics & finance : IREF
2
Emerging markets, finance and trade : EMFT
1
International review of financial analysis
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
9
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1
The risk spillover of high carbon enterprises in
China
: evidence from the stock market
Wu, Baohui
;
Zhu, Pingheng
;
Yin, Hua
;
Wen, Fenghua
- In:
Energy economics
126
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014483647
Saved in:
2
Oil price uncertainty and stock price crash risk : evidence from
China
Xiao, Jihong
;
Chen, Xian
;
Li, Yang
;
Wen, Fenghua
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350788
Saved in:
3
Interaction among
China
carbon emission trading markets : nonlinear Granger causality and time-varying effect
Zhao, Lili
;
Wen, Fenghua
;
Wang, Xiong
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518565
Saved in:
4
Asymmetric relationship between carbon emission trading market and stock market : evidences from
China
Wen, Fenghua
;
Zhao, Lili
;
He, Shaoyi
;
Yang, Guozheng
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518661
Saved in:
5
Impacts of oil implied volatility shocks on stock implied volatility in
China
: Empirical evidence from a quantile regression approach
Xiao, Jihong
;
Hu, Chunyang
;
Ouyang, Guangda
;
Wen, Fenghua
- In:
Energy economics
80
(
2019
),
pp. 297-309
Persistent link: https://www.econbiz.de/10012172448
Saved in:
6
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
7
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:
8
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Saved in:
9
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index
Xiao, Jihong
;
Zhou, Min
;
Wen, Fengming
;
Wen, Fenghua
- In:
Energy economics
74
(
2018
),
pp. 777-786
Persistent link: https://www.econbiz.de/10011972968
Saved in:
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