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Oil shocks and stock markets revisited : measuring connectedness from a global perspective

Zhang, Dayong - In: Energy economics 62 (2017), pp. 323-333

Persistent link: https://www.econbiz.de/10011748157

Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices

Liu, Jia - In: Journal of risk 24 (2021) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10012816791

A Bayesian semiparametric realized stochastic volatility model

Liu, Jia - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-22

This paper proposes a semiparametric realized stochastic volatility model by integrating the parametric stochastic volatility model utilizing realized volatility information and the Bayesian nonparametric framework. The flexible framework offered by Bayesian nonparametric mixtures not only...

Persistent link: https://www.econbiz.de/10012800257

Oil shocks and their impact on energy related stocks in China

Broadstock, David C.; Cao, Hong; Zhang, Dayong - In: Energy economics 34 (2012) 6, pp. 1888-1895

Persistent link: https://www.econbiz.de/10009688939

Sectoral responses of the Chinese stock market to international oil shocks

Zhang, Dayong; Cao, Hong - In: Emerging markets finance & trade : a journal of the … 49 (2013) 6, pp. 37-51

Persistent link: https://www.econbiz.de/10010346308

Direct and indirect oil shocks and their impacts upon energy related stocks

Broadstock, David C.; Wang, Rui; Zhang, Dayong - In: Economic systems 38 (2014) 3, pp. 451-467

Persistent link: https://www.econbiz.de/10010482298

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

China's crude oil futures : introduction and some stylized facts

Ji, Qiang; Zhang, Dayong - In: Finance research letters 28 (2019), pp. 376-380

Persistent link: https://www.econbiz.de/10012388348

Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia

Dong, Yan; Fan, Cijun; Zhang, Dayong - In: The Chinese economy 49 (2016) 5, pp. 374-394

Persistent link: https://www.econbiz.de/10011666780

Do natural disasters affect stock price crash risk? : evidence from emerging markets

Zhao, Rui; Zhang, Dayong; Guo, Mengmeng - In: Journal of international financial markets, … 93 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014583903