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Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach

Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013472796

Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods

Chen, Weijia; Huang, Shupei; An, Haizhong - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473286

The impacts of climate policy uncertainty on stock markets : comparison between China and the US

Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014462184

Revealing Dynamic Intrinsic Temporal and Spatial Scale Characteristics of Oil Price Volatility in Bubble and Non-Bubble Periods

Chen, Weijia; Huang, Shupei; Haizhong, An - 2023

This paper is to reveal the dynamic characteristics of crude oil price bubble volatility from intrinsic temporal and spatial scales. For this purpose, volatility series is mapped to the dynamic model described by the Langevin equation. And the Backward Sup Augmented Dickey-Fuller is used to...

Persistent link: https://www.econbiz.de/10014256708