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Less disagreement, better forecasts : adjusted risk measures in the energy futures market

Zhang, Ning; Gong, Yujing; Xue, Xiaohan - In: The journal of futures markets 43 (2023) 10, pp. 1332-1372

Persistent link: https://www.econbiz.de/10014339438

Hot money in disaggregated capital flows

Yan, Cheng - In: The European journal of finance 24 (2018) 14, pp. 1190-1223

Persistent link: https://www.econbiz.de/10012258883

Market co-movement between credit default swap curves and option volatility surfaces

Shi, Yukun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 82 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013426474

Oil price uncertainty and stock price informativeness : evidence from listed U.S. companies

Zhu, Qi; Jin, Sisi; Huang, Yuxuan; Yan, Cheng - In: Energy economics 113 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013540549

Stock price default boundary : a Black-Cox model approach

Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013455157

The information content of CDS implied volatility and associated trading strategies

Shi, Yukun; Chen, Ding; Guo, Biao; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013460868

Spillover effects among crude oil, carbon, and stock markets : evidence from nonparametric causality-in-quantiles tests

Ren, Xiaohang; Dou, Yue; Dong, Kangyin; Yan, Cheng - In: Applied economics 55 (2023) 38, pp. 4486-4509

Persistent link: https://www.econbiz.de/10014301253

Does carbon price uncertainty affect stock price crash risk? : evidence from China

Ren, Xiaohang; Zhong, Yan; Cheng, Xu; Yan, Cheng; … - In: Energy economics 122 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014440761

Does Carbon Price Uncertainty Affect Stock Price Crash Risk? Evidence from China

Ren, Xiaohang; Zhong, Yan; Cheng, Xu; Yan, Cheng; … - 2022

This study examines the effect of carbon price uncertainty on stock price crash risk. Utilizing the dynamic panel model on the data of Chinese listed firms from 2011 to 2018, we find that high carbon price uncertainty increases stock price crash risk. The impact of carbon price uncertainty is...

Persistent link: https://www.econbiz.de/10014242418

Weathering the policy storm : how climate strategy volatility shapes corporate total factor productivity

Ren, Xiaohang; An, Yaning; Jin, Chenglu; Yan, Cheng - In: Energy economics 134 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015047105