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Selecting pair-copulas with downside risk minimisation

Zhang, Jin; Maringer, Dietmar G. - In: International journal of financial markets and derivatives 2 (2011) 1/2, pp. 121-148

Persistent link: https://www.econbiz.de/10008933486

Location strategies of multinational banking under risk and asymmetric information

Zhang, Jin; Shan, Jun; Wang, Susheng - In: Nankai business review international 4 (2013) 2, pp. 130-146

Persistent link: https://www.econbiz.de/10009766428

Hedging volatility risk

Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. - In: Journal of banking & finance 30 (2006) 3, pp. 811-821

Persistent link: https://www.econbiz.de/10003300389

The skewness risk in the energy market

Yoon, Jungah; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-24

In this paper, we study the skewness risk and its return predictability in the energy market. Skewness risk is often used to measure the possibility of market crash. We study both physical skewness (market skewness and cross-sectional average realized skewness) estimated from underlying stock...

Persistent link: https://www.econbiz.de/10012801590

Time-varying uncertainty and variance risk premium

Ruan, Xinfeng; Zhang, Jin E. - In: Journal of macroeconomics 69 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013274639

The COVID-19 risk in the Chinese option market

Li, Jianhui; Ruan, Xinfeng; Gehricke, Sebastian A.; … - In: International review of finance : the official journal … 22 (2022) 2, pp. 346-355

Persistent link: https://www.econbiz.de/10013275599

The price of COVID-19-induced uncertainty in the options market

Li, Jianhui; Ruan, Xinfeng; Zhang, Jin E. - In: Economics letters 211 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013172691

Left-tail risk in China

Zhen, Fang; Ruan, Xinfeng; Zhang, Jin E. - In: Pacific-Basin finance journal 63 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012492133

Risk-neutral moments and return predictability : international evidence

Zhang, Junyu; Ruan, Xinfeng; Zhang, Jin E. - In: Journal of forecasting 42 (2023) 5, pp. 1086-1111

Persistent link: https://www.econbiz.de/10014338814

Option traders are concerned about climate risks : ESG ratings and short-term sentiment

Ford, Jansson M.; Gehricke, Sebastian A.; Zhang, Jin E. - In: Journal of behavioral and experimental finance 35 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014227611