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Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming; Chen, Weiyan; Hau, Liya; Chen, Qitong - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
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Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming; Meng, Liang; Ge, Yajing; Hau, Liya - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
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Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya; Zhu, Huiming; Shahbaz, Muhammad; Sun, Wuqin - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
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Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming; Huang, Rui; Wang, Ningli; Hau, Liya - In: Applied economics 52 (2020) 21, pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
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Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
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Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming; Yu, Dongwei; Hau, Liya; Wu, Hao; Ye, Fangyu - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
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How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong; Zhu, Huiming; Yu, Dongwei; Hau, Liya - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
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Time-frequency co-movement and network connectedness between green bond and financial asset markets : evidence from multiscale TVP-VAR analysis
Huang, Zishan; Zhu, Huiming; Hau, Liya; Deng, Xi - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014484132
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Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns
Zhu, Huiming; Xing, Zhanming; Ren, Ying-hua; Chen, Yiwen; … - In: International review of economics & finance : IREF 88 (2023), pp. 1035-1051
Persistent link: https://www.econbiz.de/10014475089
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Flight-to-quality or not? : evidence from China's green bond and green equity markets during COVID-19 crisis
Hau, Liya; Zhu, Huiming; Sun, Wuqin; Yu, Keming - In: Applied economics letters 30 (2023) 13, pp. 1798-1804
Persistent link: https://www.econbiz.de/10014305164