Search Results - person:"Lang, Chunlin"

The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector

Hu, Yang; Lang, Chunlin; Corbet, Shaen; Wang, Junchuan - In: Research in international business and finance 68 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014451822

Return connectedness of green bonds and financial investment channels in China : implications for hedging and regulation

Xu, Danyang; Hu, Yang; Corbet, Shaen; Lang, Chunlin - In: Research in international business and finance 70 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015053793

Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets

Lang, Chunlin; Xu, Danyang; Corbet, Shaen; Hu, Yang; … - In: International review of financial analysis 93 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543425

Tail risk connectedness in G7 stock markets : understanding the impact of COVID-19 and related variants

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Hou, Yang - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014525956

Connectedness and co-movement between dirty energy, clean energy and global COVOL

Lang, Chunlin; Hu, Yang; Goodell, John W.; Hou, Yang - In: Finance research letters 63 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014531439

Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014631118

Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event

Hu, Yang; Lang, Chunlin; Corbet, Shaen; Hou, Yang; … - In: Energy economics 125 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014485230

Dynamic Return Connectedness Between Commodities and Travel & Leisure ETFs : Investment Strategies and Portfolio Implications

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - 2023

We examine return connectedness between the largest US-based oil and gold ETFs and three major travel & leisure ETFs. Such analysis provides substantial value when understanding how investors can diversify sectoral risk. This research also compares several portfolio strategies to explore the...

Persistent link: https://www.econbiz.de/10014354456

Tail Risk Connectedness During Geopolitical Shocks : Assessing the Impact of Russian-Ukraine Conflict on G7 Stock Markets

Hu, Yang; Corbet, Shaen; Lang, Chunlin; Hou, Greg; … - 2023

This study investigates the impact of the Russian-Ukraine war on the tail risk connectedness among G7 stock markets using a TVP-VAR frequency connectedness approach and a number of robustness testing procedures. Such work focuses on the dynamics of tail risk connectedness both during the...

Persistent link: https://www.econbiz.de/10014354853

The Impact of Covid-19 on the Volatility Connectedness of the Chinese Tourism Sector

Hu, Yang; Lang, Chunlin; Corbet, Shaen; Wang, Junchuan - 2023

This paper investigates the dynamic behaviour of the volatility connectedness of COVID-19related stock indices on Chinese tourism sub-sectors using a novel TVP-VAR frequency approach of Chatziantoniou et al. [2021]. Our empirical results show that COVID-19 affects all six examined tourism...

Persistent link: https://www.econbiz.de/10014257198