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Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Dai, Zhifeng; Zhu, Junxin; Zhang, Xinhua - In: Energy economics 114 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013477411
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Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng; Zhang, Xiaotong; Liang, Chao - In: Energy economics 129 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014558919
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Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng; Zhang, Xiaotong; Yin, Zhujia - In: Energy economics 118 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
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Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni; Caporin, Massimiliano; Iacopini, … - In: Energy economics 132 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
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Bond yield and crude oil prices predictability
Dai, Zhifeng; Kang, Jie - In: Energy economics 97 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012820822
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ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets
Dai, Zhifeng; Hu, Juan; Liu, Xinheng; Yang, Mi - In: Energy economics 134 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015047084
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Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Dai, Zhifeng; Zhu, Haoyang - In: Energy economics 108 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013202920
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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
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Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng; Zhu, Haoyang; Zhang, Xinhua - In: Energy economics 109 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
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Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Dai, Zhifeng; Tang, Rui; Zhang, Xinhua - In: Energy economics 120 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014284108