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The impact of economic policy uncertainty on volatility of China's financial stocks : an empirical analysis

Wang, Xinyu; Luo, Yi; Wang, Zhuqing; Xu, Yan; Wu, Congxin - In: Finance research letters 39 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012805481

How connected is the carbon market to energy and financial markets? : a systematic analysis of spillovers and dynamics

Tan, Xueping; Sirichand, Kavita; Vivian, Andrew; Wang, Xinyu - In: Energy economics 90 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012517582

What drives risk in China's soybean futures market? : evidence from a flexible GARCH-MIDAS model

Wang, Xinyu; Zhang, Lele; Cheng, Qiuying; Shi, Song; … - In: Journal of applied economics 25 (2022) 1, pp. 454-475

Modeling futures market risk simultaneously influenced by macro low-frequency information and daily risk factors is a valuable challenge. We propose a new general framework for it based on the flexible GARCH-MIDAS model. It uses a skewed t distribution to describe the asymmetry of long and short...

Persistent link: https://www.econbiz.de/10013176742

How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies

Wang, Xinyu; Qi, Zikang; Huang, Jianglu - In: Economic modelling 120 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014383984

Does oil price uncertainty affect corporate innovation?

Amin, Md. Ruhul; Wang, Xinyu; Aktas, Elvan - In: Energy economics 118 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014247717

Forecasting European carbon returns using dimension reduction techniques : commodity versus financial fundamentals

Tan, Xueping; Sirichand, Kavita; Vivian, Andrew; Wang, Xinyu - In: International journal of forecasting 38 (2022) 3, pp. 944-969

Persistent link: https://www.econbiz.de/10013349625

How are industrial sector optimization, mitigation policies and taxes contributing to carbon neutrality? : Threshold evidence from Europe

Wang, Xinyu; Wu, Wensen; Zhang, Jin; Hurduzeu, Gheorghe; … - In: Romanian journal of economic forecasting 25 (2022) 2, pp. 187-201

Persistent link: https://www.econbiz.de/10013412592

How can carbon trading promote the green innovation efficiency of manufacturing enterprises?

Wang, Mei Ling; Wang, Xinyu; Liu, Zichen; Han, Zhiyuan - In: Energy strategy reviews 53 (2024), pp. 1-12

Effectively improving the green innovation efficiency (GIE) in manufacturing is an important way to break through environmental and energy constraints. This study explored multiple mechanisms of carbon trading in GIE using a sample of A-share listed manufacturing enterprises in China from 2015...

Persistent link: https://www.econbiz.de/10014632802

Forecasting stock volatility using time-distance weighting fundamental’s shocks

Mei, Xueting; Wang, Xinyu - In: Finance research letters 65 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014564298

What drives public willingness to participate in the voluntary personal carbon-trading scheme? : a case study of Guangzhou Pilot, China

Tan, Xueping; Wang, Xinyu; Zaidi, Syed Haider Ali - In: Ecological economics : the transdisciplinary journal of … 165 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012194433