Search Results - person:"Zhang, Feipeng"

Dynamic relationship between volume and volatility in the Chinese stock market : evidence from the MS-VAR model

Zhang, Feipeng; Zhang, Yilin; Xu, Yixiong; Chen, Yan - In: Data science and management : DSM 7 (2024) 1, pp. 17-24

Since market uncertainty, or volatility, serves as a crucial gauge for assessing the traits of market fluctuations, the link between stock market volume and price continues to be a focal point of interest in finance. This study examines the dynamic, nonlinear correlations between Chinese stock...

Persistent link: https://www.econbiz.de/10014518031

The asymmetric effect of G7 stock market volatility on predicting oil price volatility : evidence from quantile autoregression model

Zhang, Feipeng; Gao, Hongfu; Yuan, Di - In: Journal of commodity markets : JCM 35 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015077268

Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries

Hong, Yun; Zhang, Rushan; Zhang, Feipeng - In: International review of financial analysis 91 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014446987

Detecting financial contagion using a new nonparametric measure of asymmetric comovements

Zhang, Feipeng; Xu, Yixiong; Yuan, Di - In: International review of economics & finance : IREF 89 (2024) 1, pp. 284-296

Persistent link: https://www.econbiz.de/10014446438

Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries

Li, Dongxin; Zhang, Feipeng; Yuan, Di; Cai, Yuan - In: International review of economics & finance : IREF 89 (2024) 1, pp. 909-939

Persistent link: https://www.econbiz.de/10014446610

Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?

Zhang, Feipeng; Zhang, Zhao - In: Applied economics letters 30 (2023) 7, pp. 991-999

Persistent link: https://www.econbiz.de/10014303619

Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment

Zhang, Feipeng; Xu, Yixiong; Fan, Caiyun - In: International review of financial analysis 90 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014469910

Economic policy uncertainty, oil and stock markets in BRIC : evidence from quantiles analysis

Yuan, Di; Li, Sufang; Li, Rong; Zhang, Feipeng - In: Energy economics 110 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013349913

Impact of national media reporting concerning COVID-19 on stock market in China : empirical evidence from a quantile regression

Zhang, Feipeng; Hong, Yun; Jiang, Yanhui; Yu, Jiayi - In: Applied economics 54 (2022) 33, pp. 3861-3881

Persistent link: https://www.econbiz.de/10013410838

Oil price volatility forecasting : threshold effect from stock market volatility

Chen, Yan; Qiao, Gaoxiu; Zhang, Feipeng - In: Technological forecasting & social change : an … 180 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013429265