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Pricing and carbon mitigation in a dual-channel supply chain : a dynamic game approach

Yan, Lizhao; Wu, Zhao; Liu, Jian; Teo, Kok Lay - In: Emerging markets, finance and trade : EMFT 59 (2023) 14, pp. 3999-4011

Persistent link: https://www.econbiz.de/10014419427

Information spillovers in Hong Kong REITs and related asset markets

Liu, Jian; Chen, Yan; Liao, Shufei; Cheng, Cheng; Fu, Yongge - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 215-229

Persistent link: https://www.econbiz.de/10014490283

Decomposing interconnectedness : a study of cryptocurrency spillover effects in global financial markets

Liu, Jian; Julaiti, Jiansuer; Gou, Shangde - In: Finance research letters 61 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014490635

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

Research on sales information prediction system of e-commerce enterprises based on time series model

Liu, Jian; Liu, Chunlin; Zhang, Lanping; Xu, Yi - In: Information systems and e-business management : ISeB 18 (2020) 4, pp. 823-836

Persistent link: https://www.econbiz.de/10012416503

Information efficiency research of China's carbon markets

Liu, Jian; Jiang, Ting; Ye, Ze - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012485677

The role of Sustainable Development Goals to eradicate the multidimensional energy poverty and improve social Wellbeing's

Liu, Jian; Jain, Vipin; Sharma, Paritosh; Ali, Syed Ahtsham - In: Energy strategy reviews 42 (2022), pp. 1-6

This research aims to measure the impact of energy poverty in Pakistan and its effect on the social wellbeing of individuals in Pakistan. This thought of energy destitution toward the family doesn't surely know with regards to literature as it might allude to either 'economic poor' or 'energy...

Persistent link: https://www.econbiz.de/10014512675

Fintech's impact on green total factor productivity of high carbon enterprises

Liu, Jian; Kang, Xin; Wang, Wei - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 4, pp. 744-768

Persistent link: https://www.econbiz.de/10014513888

Risk determination for digital currency portfolio optimization based on Gaussian mixture clustering and Barra multi-factor stock selection model

Ma, Zhipeng; Liu, Jian; Xiong, Xiaoxiong; Fang, Mingxin - In: Internet finance and digital economy : advances in …, (pp. 289-316). 2024

Persistent link: https://www.econbiz.de/10014534114

Volatility spillover and hedging strategies between the European carbon emissions and energy markets

Liu, Jian; Hu, Yue; Yan, Li-Zhao; Chang, Chun Ping - In: Energy strategy reviews 46 (2023), pp. 1-19

Much attention has been paid to the complex risk transmission between carbon and energy markets along with the increasing global financial market integration. This research thus uses the DCC-MVGARCH model and spillover index method to investigate volatility linkages between the European carbon...

Persistent link: https://www.econbiz.de/10014538776