Search Results - person:"Xue, Wen"

Innovating for a greener future : the role of green bonds in advancing energy innovation

Wei, Tailong; White, Marvin; Wen, Xu - In: Borsa Istanbul Review 24 (2024) 1, pp. 35-46

The rise of climate change concerns and the need to transition to a low-carbon economy has led to a surge in the issuance of green bonds and the development of energy innovation. This study explores the asymmetric green bonds-energy innovation nexus in the top ten nations that issue green bonds....

Persistent link: https://www.econbiz.de/10014494234

Identifying latent factors based on high-frequency data

Sun, Yucheng; Xu, Wen; Zhang, Chuanhai - In: Journal of econometrics 233 (2023) 1, pp. 251-270

Persistent link: https://www.econbiz.de/10014341048

Volatility forecasting using intraday information with the CARR models for the China stock markets

Wu, Chun-Chou; Xu, Wen - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 4, pp. 912-929

Persistent link: https://www.econbiz.de/10014319629

Testing for time-varying factor loadings in high-dimensional factor models

Xu, Wen - In: Econometric reviews 41 (2022) 8, pp. 918-965

Persistent link: https://www.econbiz.de/10013364920

Prediction of extremal expectile based on regression models with heteroscedastic extremes

Xu, Wen; Hou, Yanxi; Li, Deyuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 522-536

Persistent link: https://www.econbiz.de/10013533450

A factor-based estimation of integrated covariance matrix with noisy high-frequency data

Sun, Yucheng; Xu, Wen - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 770-784

Persistent link: https://www.econbiz.de/10013534498

Integrated optimisation of consolidation and stowage planning of steel coil ships using differential evolution

Dong, Yun; Zhao, Ren; Xu, Wen; Yang, Miao; Wei, Jiang - In: International journal of production research 59 (2021) 4, pp. 1239-1257

Persistent link: https://www.econbiz.de/10012484676

Tourism, economic growth, and tourism-induced EKC hypothesis : evidence from the Mediterranean region

Gao, Jing; Xu, Wen; Zhang, Lei - In: Empirical economics : a quarterly journal of the … 60 (2021) 3, pp. 1507-1529

Persistent link: https://www.econbiz.de/10012490599

Volatility spillovers among the three places across the Taiwan strait : evidence from a BEKK-CARR approach

Wu, Chun Chou; Xu, Wen - In: Asia-Pacific journal of financial studies 51 (2022) 6, pp. 896-913

Persistent link: https://www.econbiz.de/10014240210

Mutual fund value creation : insights from the residual income model

Xu, Wenhao; Chen, Taoqin - In: Finance research letters 62 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014531152