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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

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

Industry cash flow volatility and stock price crash risk

Wang, Bing; Ho, Kung-Cheng; Liu, Xinyu; Gu, Yan - In: Managerial and decision economics : MDE ; the … 43 (2022) 2, pp. 356-371

Persistent link: https://www.econbiz.de/10012818474