Narrow search
Showing 1 - 7 of 7
Cover Image
The dynamic time-frequency relationship between international oil prices and investor sentiment in China : a wavelet coherence analysis
Ye, Zhengke; Hu, Chunyan; He, Linjie; Ouyang, Guangda; … - In: The energy journal 41 (2020) 5, pp. 251-270
Persistent link: https://www.econbiz.de/10012546964
Cover Image
Multilayer financial networks and systemic importance : evidence from China
Cao, Jie; Wen, Fenghua; Stanley, H. Eugene; Wang, Xiong - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013252484
Cover Image
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
Cover Image
Extreme event shocks and dynamic volatility interactions : the stock, commodity, and carbon markets in China
Zhao, Lili; Liu, Wenhua; Zhou, Min; Wen, Fenghua - In: Finance research letters 47 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013459821
Cover Image
Industry tournament incentives and the speed of leverage adjustments : evidence from China
Miao, Senlin; Wen, Fenghua; Zhang, Yun - In: International review of financial analysis 83 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013460956
Cover Image
Evolution of the information transmission between Chinese and international oil markets : a quantile-based framework
Duan, Kun; Ren, Xiaohang; Wen, Fenghua; Chen, Jinyu - In: Journal of commodity markets 29 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014277610
Cover Image
The impact of the infectious diseases and commodity on stock markets
Chen, Lin; Min, Feng; Liu, Wenhua; Wen, Fenghua - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553551