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Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming; Yu, Dongwei; Hau, Liya; Wu, Hao; Ye, Fangyu - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
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Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming; Chen, Weiyan; Hau, Liya; Chen, Qitong - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
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Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming; Meng, Liang; Ge, Yajing; Hau, Liya - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
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The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming; Guo, Yawei; You, Wan-hai; Xu, Yaqin - In: Energy economics 55 (2016), pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
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Risk spillover of international crude oil to China's firms : evidence from granger causality across quantile
Peng, Cheng; Zhu, Huiming; Guo, Yawei; Chen, Xiuyun - In: Energy economics 72 (2018), pp. 188-199
Persistent link: https://www.econbiz.de/10011972302
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Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression
You, Wan-hai; Guo, Yawei; Zhu, Huiming; Tang, Yong - In: Energy economics 68 (2017), pp. 1-18
Persistent link: https://www.econbiz.de/10011904980
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Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi; Zhu, Huiming; Zhang, Zhongqingyang; Mao, … - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
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How does economic policy uncertainty drive time-frequency connectedness across commodity and financial markets?
Wu, Hao; Zhu, Huiming; Huang, Fei; Mao, Weifang - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014246897
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Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
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Multiscale features of extreme risk spillover networks among global stock markets
Ren, Ying-hua; Zhao, Wanru; You, Wan-hai; Zhu, Huiming - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013538942