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Coal price shock propagation through sectoral financial interconnectedness in China's stock market : quantile coherency network modelling and shock decomposition analysis
Zhang, Yan; Xu, Yushi; Zhu, Xintong; Huang, Jionghao - In: Journal of commodity markets : JCM 34 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014548333
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Time-Frequency Volatility Transmission Among Energy Commodities and Financial Markets during the COVID-19 Pandemic : A Novel TVP-VAR Frequency Connectedness Approach
Huang, Jionghao; Chen, Baifan; Xu, Yushi; Xia, Xiaohua - 2022
This paper investigates the dynamic volatility spillover among energy commodities and financial markets in pre-and mid-COVID-19 periods by utilizing a novel TVP-VAR frequency connectedness approach and the QMLE-based realized volatility data. Our findings indicate that the volatility spillover...
Persistent link: https://www.econbiz.de/10014239079
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Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic : a novel TVP-VAR frequency connectedness approach
Huang, Jionghao; Chen, Baifan; Xu, Yushi; Xia, Xiaohua - In: Finance research letters 53 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014472432
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Network diffusion of international oil volatility risk in China's stock market : quantile interconnectedness modelling and shock decomposition analysis
Huang, Jionghao; Li, Ziruo; Xia, Xiaohua - In: International review of economics & finance : IREF 76 (2021), pp. 1-39
Persistent link: https://www.econbiz.de/10013175733
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Time-frequency return connectedness between Chinese coal futures and international stock indices
Chen, Baifan; Huang, Jionghao; Liu, Danhe; Xia, Xiaohua - In: International review of economics & finance : IREF 89 (2024) 2, pp. 316-333
Persistent link: https://www.econbiz.de/10014446765
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"Border" effects of unobserved "borders" in China's internal trade
Li, Ziruo; Huang, Jionghao; Xia, Xiaohua - In: Applied economics 54 (2022) 30, pp. 3439-3481
Persistent link: https://www.econbiz.de/10013410771
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Crossing the divide : an integrated framework of the commons
Zhang, Yan - In: Evolutionary and institutional economics review 15 (2018) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10011894326
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The production scheduling problem in a multi-page invoice printing system
Zhang, Yan; Zhou, Zhili; Liu, Jiyin - In: Computers & operations research : and their … 37 (2010) 10, pp. 1814-1821
Persistent link: https://www.econbiz.de/10003963206
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Interrelationship of stock prices in Asian markets and the financial crises
Zhang, Yan - In: Korea and the world economy 16 (2015) 3, pp. 449-489
Persistent link: https://www.econbiz.de/10011450899
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Income effects, stabilization policy, and indeterminacy in one-sector models
Zhang, Yan - In: Annals of economics and finance 22 (2021) 1, pp. 109-133
Persistent link: https://www.econbiz.de/10012651082