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Energy and agricultural commodity markets interaction : an analysis of crude oil, natural gas, corn, soybean, and ethanol prices

Song Zan Chiou Wei; Chen, Sheng-Hung; Zhu, Zhen - In: The energy journal 40 (2019) 2, pp. 265-296

Persistent link: https://www.econbiz.de/10012037451

Volatility impact of political and economic events on stock prices : empirical evidence from Taiwan

Song Zan Chiou Wei; Zhu, Zhen - In: The Indian economic journal 55 (2007) 3, pp. 24-39

Persistent link: https://www.econbiz.de/10003737328

Natural gas price, market fundamentals and hedging effectiveness

Song Zan Chiou Wei; Chen, Sheng-Hung; Zhu, Zhen - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 321-337

Persistent link: https://www.econbiz.de/10012431299

Are long-term bond yields excessively volatile?

Zhu, Zhen - In: Journal of economic studies 28 (2001) 6, pp. 433-445

Persistent link: https://www.econbiz.de/10001639039

The effect of exchange-rate risk on exports : some additional empirical evidence

Du, Hongwei; Zhu, Zhen - In: Journal of economic studies 28 (2001) 2/3, pp. 106-121

Persistent link: https://www.econbiz.de/10001585871

Correlations in returns and volatilities in Pacific-Rim stock markets

Tay, Nicholas S. P.; Zhu, Zhen - In: Open economies review 11 (2000) 1, pp. 27-47

Persistent link: https://www.econbiz.de/10001473360

Natural gas prices and the gas storage report : public news and volatility in energy futures markets

Linn, Scott C.; Zhu, Zhen - In: The journal of futures markets 24 (2004) 3, pp. 283-313

Persistent link: https://www.econbiz.de/10001968669

Transaction costs and price volatility : new evidence from the Tokyo stock exchange

Liu, Shinhua; Zhu, Zhen - In: Journal of financial services research : JFSR 36 (2009) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10003870093

Transaction Costs and Price Volatility : New Evidence from the Tokyo Stock Exchange

Liu, Shinhua - 2010

We investigate the volatility impacts of the full commission deregulation in Japan in October 1999, and find that the deregulation overall tends to significantly increase price volatility in the Japanese equity market, using alternative model specifications and control variables. This finding...

Persistent link: https://www.econbiz.de/10013138506