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Measurement of individual investor sentiment and its application : evidence from Chinese stock message board

Huang, Chuangxia; Wen, Shigang; Yang, Xin; Cao, Jinde; … - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 681-691

Persistent link: https://www.econbiz.de/10012821597

Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions

Yang, Xin; Chen, Shan; Liu, Hong; Yang, Xiaoguang; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1201-1213

Persistent link: https://www.econbiz.de/10014253375

Can local government implicit debt raise regional financial market spillover? : evidence from China

Yang, Xin; Wang, Xuya; Cao, Jie; Song, Linjia; Huang, … - In: Finance research letters 67 (2024) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10015062114

Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets

Wen, Fenghua; Cao, Jiahui; Liu, Zhen; Wang, Xiong - In: International review of financial analysis 76 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012804692

The dynamic time-frequency relationship between international oil prices and investor sentiment in China : a wavelet coherence analysis

Ye, Zhengke; Hu, Chunyan; He, Linjie; Ouyang, Guangda; … - In: The energy journal 41 (2020) 5, pp. 251-270

Persistent link: https://www.econbiz.de/10012546964

Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model

Liu, Jian; Zhang, Ziting; Yan, Lizhao; Wen, Fenghua - In: Financial innovation : FIN 7 (2021), pp. 1-19

This study investigates the impact of economic policy uncertainty (EPU) on the volatility of European Union (EU) carbon futures prices and whether it has predictive power for the volatility of carbon futures prices. The GARCH-MIDAS model is applied for evaluating the impact of different EPU...

Persistent link: https://www.econbiz.de/10012705421

Efficient predictability of stock return volatility : the role of stock market implied volatility

Dai, Zhifeng; Zhou, Huiting; Wen, Fenghua; He, Shaoyi - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012654913

The evolution of day-of-the-week and the implications in crude oil market

Lin, Wenhui; Zhu, Qi; Wen, Fenghua; Normaziah Mohd Nor - In: Energy economics 106 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013202138

Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes

Chen, Lin; Wen, Fenghua; Li, Wanyang; Yin, Hua; Zhao, Lili - In: Energy economics 107 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013202630

Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach

Wen, Fenghua; Liu, Zhen; Dai, Zhifeng; He, Shaoyi; Liu, … - In: Energy economics 109 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013283776