Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
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
Cover Image
Measurement of daily climate physical risks and climate transition risks faced by China's energy sector stocks
Xu, Xin; An, Haizhong; Huang, Shupei; Jia, Nanfei; Qi, Yajie - In: International review of economics & finance : IREF 93 (2024) 2, pp. 625-640
Persistent link: https://www.econbiz.de/10014535597
Cover Image
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
Cover Image
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
Cover Image
Indiosyncratic risk and earnings noncommonality
Yung, Kenneth K.; Sun, Qian; Rahman, Hamid - In: The international journal of business and finance … 9 (2015) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10010515398
Cover Image
Mitigating the financial risk behind emission cap compliance : a case in maritime transportation
Sun, Qinghe; Chen, Li; Chou, Mabel C.; Meng, Qiang - In: Production and operations management : the flagship … 32 (2023) 1, pp. 283-300
Persistent link: https://www.econbiz.de/10014266009