Narrow search
Showing 1 - 10 of 12
Cover Image
Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets
Kutan, Ali Mustafa; Shi, Yukun; Wei, Mingzhe; Zhao, Yang - In: International review of economics & finance : IREF 57 (2018), pp. 183-197
Persistent link: https://www.econbiz.de/10012033854
Cover Image
Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang; Stasinakis, Charalampos; Sermpinis, Georgios; … - In: Quantitative finance 18 (2018) 5, pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
Cover Image
Financial spillovers and spillbacks : new evidence from China and G7 countries
Fang, Yi; Jing, Zhongbo; Shi, Yukun; Zhao, Yang - In: Economic modelling 94 (2021), pp. 184-200
Persistent link: https://www.econbiz.de/10012694751
Cover Image
The term structure of option-implied volatility and future realized volatility
Shi, Yukun; Zhang, Hao; Xu, Yaofei; Zhao, Yang - In: Emerging markets, finance and trade : EMFT 55 (2019) 13, pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Cover Image
The heterogeneous volume-volatility relations in the exchange-traded fund market : evidence from China
Xu, Liao; Gao, Han; Shi, Yukun; Zhao, Yang - In: Economic modelling 85 (2020), pp. 400-408
Persistent link: https://www.econbiz.de/10012210698
Cover Image
Dynamic asymmetric dependence and portfolio management in cryptocurrency markets
Li, Danyang; Shi, Yukun; Xu, Liao; Xu, Yahua; Zhao, Yang - In: Finance research letters 48 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013462904
Cover Image
A nonlinear dynamic approach to cash flow forecasting
Pang, Yang; Shi, Shimeng; Shi, Yukun; Zhao, Yang - In: Review of quantitative finance and accounting 59 (2022) 1, pp. 205-237
Persistent link: https://www.econbiz.de/10013459272
Cover Image
Natural disasters and CSR : evidence from China
He, Zhongda; Guo, Biao; Shi, Yukun; Zhao, Yang - In: Pacific-Basin finance journal 73 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013389102
Cover Image
Environmental challenges and sustainable economic development in the People's Republic of China: The role of renewable energy across provinces
Paramati, Sudharshan Reddy; Shi, Yukun; Zhao, Yang - 2019
In recent times, the People's Republic of China (PRC) has faced significant challenges in terms of managing its environment and moving forward with the concept of sustainable economic development. The environmental challenges concern the increasing consumption of fossil fuel energy, which has...
Persistent link: https://www.econbiz.de/10012255032
Cover Image
Environmental challenges and sustainable economic development in the People's Republic of China : the role of renewable energy across provinces
Paramati, Sudharshan Reddy; Shi, Yukun; Zhao, Yang - 2019
In recent times, the People's Republic of China (PRC) has faced significant challenges in terms of managing its environment and moving forward with the concept of sustainable economic development. The environmental challenges concern the increasing consumption of fossil fuel energy, which has...
Persistent link: https://www.econbiz.de/10012132093