Search Results - person:"Wei, Yigang"

Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data

Huang, Wenyang; Wang, Huiwen; Wei, Yigang; Chevallier, … - In: Financial innovation : FIN 10 (2024), pp. 1-50

This study uses complex network analysis to investigate global stock market comovement during the black swan event of the Coronavirus Disease 2019 (COVID-19) pandemic. We propose a novel method for calculating stock price index correlations based on open-high-low-close (OHLC) data. More intraday...

Persistent link: https://www.econbiz.de/10014530176

The special issue: "financial innovation for emission trading scheme" : editorial

Fan, Ying; Wei, Yigang; Xu, Liang; Chen, Xiaoguang; Xi, … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10014289047

Identifying the Determinants of European Carbon Allowances Prices : A Novel Robust Partial Least Squares Method for Open-High-Low-Close Data

HUANG, Wenyang; Wang, Huiwen; Wei, Yigang - 2023

This study investigates whether energy prices and macroeconomic indicators are determinants of the European Union Allowance (EUA) prices and how their relationships changed in phase III of the European Union Emission Trading Schema (EU ETS). An innovative application of the partial least squares...

Persistent link: https://www.econbiz.de/10014353157

Do Energy Prices or Macroeconomic Indicators Affect Carbon Prices?

HUANG, Wenyang; Wang, Huiwen; Wei, Yigang - 2023

This study investigates whether energy prices and macroeconomic indicators are determinants of the European Union Allowance (EUA) prices and how their relationships changed in phase III of the European Union Emission Trading Schema (EU ETS). A novel partial least squares (PLS) regression for...

Persistent link: https://www.econbiz.de/10014263310

Carbon monoxide and multi-pollutants flow between China and India : a multiregional input-output model

Li, Yan; Wei, Yigang; Xu, Hanxiao; Liu, Huanwen; … - In: The world economy : the leading journal on … 46 (2023) 8, pp. 2514-2537

Persistent link: https://www.econbiz.de/10014343271

Identifying the determinants of European carbon allowances prices : a novel robust partial least squares method for open-high-low-close data

Huang, Wenyang; Wang, Huiwen; Wei, Yigang - In: International review of financial analysis 90 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014470516

Trading, storage, or penalty? : uncovering firms' decision-making behavior in the Shanghai emissions trading scheme : insights from agent-based modeling

Wei, Yigang; Liang, Xin; Xu, Liang; Kou, Gang; … - In: Energy economics 117 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014436406

Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots

Liu, Tao; Guan, Xinyue; Wei, Yigang; Xue, Shan; Xu, Liang - In: Energy economics 121 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014438458

Impacts of the world heritage list inscription : a case study of Kaiping Diaolou and Villages in China

Han, Wei; Cai, Jianming; Wei, Yigang; Zhang, Ying; Han, Yan - In: International journal of strategic property management 24 (2020) 1, pp. 51-69

Persistent link: https://www.econbiz.de/10013414817

Bubbles or cycles? : housing price dynamics in China's major cities

Li, Jing; Wei, Yigang; Chiang, Yat-hung - In: International journal of strategic property management 24 (2020) 2, pp. 90-101

Persistent link: https://www.econbiz.de/10013414826