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The Impacts of Climate Policy Uncertainty on Stock Markets : Comparison between China and the Us
Xu, Xin; Huang, Shupei; Fellenz, Martin R.; Haizhong, An - 2023
This paper measures China’s daily and monthly climate policy uncertainty (CPU) from Jan 2000 to Mar 2022 based on Chinese news data for the first time. Then, the nonlinear and lag impacts of the US CPU and China’s CPU on the return, volatility, correlation and tail dependence of China’s...
Persistent link: https://www.econbiz.de/10014257450
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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
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Nonlinear behavior of tail risk resonance and early warning : insight from global energy stock markets
Xie, Qichang; Fang, Tingwei; Rong, Xueyun; Xu, Xin - In: International review of financial analysis 93 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014543522
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A comprehensive study on smart beta strategies in the A-share market
Cai, Lixin; Jin, Yong; Qi, Qiulin; Xu, Xin - In: Applied economics 50 (2018) 55, pp. 6024-6033
Persistent link: https://www.econbiz.de/10012063379
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The Impacts of Climate Policy Uncertainty on Return, Volatility, Correlation and Tail Dependence of China's and Us Stock Markets
Xu, Xin; Huang, Shupei; Lucey, Brian M.; Haizhong, An - 2022
This paper measures China’s daily and monthly climate policy uncertainty (CPU) from Jan 2000 to Mar 2022 based on Chinese news data for the first time. Then, the nonlinear and lag impacts of the US CPU and China’s CPU on the return, volatility, correlation and tail dependence of China’s...
Persistent link: https://www.econbiz.de/10013289708