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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

How do dynamic responses of exchange rates to oil price shocks co-move? : from a time-varying perspective

Huang, Shupei; An, Haizhong; Lucey, Brian M. - In: Energy economics 86 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012512194

Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods

Chen, Weijia; Huang, Shupei; An, Haizhong - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473286

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

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

Can gold hedge against oil price movements : evidence from GARCH-EVT wavelet modeling

Wang, Xinya; Lucey, Brian M.; Huang, Shupei - In: Journal of commodity markets 27 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10014276632

How do correlations of crude oil prices co-move? : a grey correlation-based wavelet perspective

Jia, Xiaoliang; An, Haizhong; Fang, Wei; Sun, Xiaoqi; … - In: Energy economics 49 (2015), pp. 588-598

Persistent link: https://www.econbiz.de/10011537210

Which time-frequency domain dominates spillover in the Chinese energy stock market?

Sun, Qingru; Gao, Xiangyun; An, Haizhong; Guo, Sui; … - In: International review of financial analysis 73 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012803729

Research on the time-varying network structure evolution of the stock indices of the BRICS countries based on fluctuation correlation

Dong, Zhiliang; An, Haizhong; Liu, Sen; Li, Zhengyang; … - In: International review of economics & finance : IREF 69 (2020), pp. 63-74

Persistent link: https://www.econbiz.de/10012486320

Identifying influential energy stocks based on spillover network

Wang, Ze; Gao, Xiangyun; An, Haizhong; Tang, Renwu; … - In: International review of financial analysis 68 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012301082