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COVID-19 and risk spillovers of China?s major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis
期刊论文
FINANCE RESEARCH LETTERS, 2023, 卷号: 52, 页码: 9
作者:
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
;
Li, Jingyu
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2023/02/22
COVID-19
Risk spillovers
Generalized forecast error variance
decompositions
Wavelet coherence analysis
China?s financial markets
Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2023, 卷号: 10, 期号: 1, 页码: 269-284
作者:
Li, Jingyu
;
Cheng, Lu
;
Zheng, Xiaolong
;
Wang, Fei-Yue
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/11/17
COVID-19
financial and economic system
network analysis
stock volatility spillover
variational mode decomposition (VMD)
Carbon price prediction considering climate change: A text-based framework
期刊论文
ECONOMIC ANALYSIS AND POLICY, 2022, 卷号: 74, 页码: 382-401
作者:
Xie, Qiwei
;
Hao, Jingjing
;
Li, Jingyu
;
Zheng, Xiaolong
收藏
  |  
浏览/下载:35/0
  |  
提交时间:2022/07/25
Carbon price prediction
Text mining
Climate change
Long short-term memory (LSTM)
Random forest (RF)
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
;
Wei, Yunjie
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2022/04/02
Volatility spillover
Financial property
TVP-VAR model
Variational mode decomposition
Hypotheses testing
Energy market reforms in China and the time-varying connectedness of domestic and international markets
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:
Wang, Tiantian
;
Wu, Fei
;
Zhang, Dayong
;
Ji, Qiang
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/05/30
China
Energy market reform
Energy transition
Spillovers
Time-varying
Technology Decomposition and Technology Recombination in Industrial Catch-up for Large Emerging Economies: Evidence from Chinese Manufacturing Industries
期刊论文
MANAGEMENT AND ORGANIZATION REVIEW, 2022, 卷号: 18, 期号: 1, 页码: 167
作者:
Chen, Xiaoling
;
Guo, Bin
;
Guo, Jingjing
;
Li, Wen Helena
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浏览/下载:0/0
  |  
提交时间:2023/05/30
catch-up
emerging markets
market ladder
technological learning
technology ladder
Complex risk contagions among large international energy firms: A multi-layer network analysis
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 114
作者:
Wu, Fei
;
Xiao, Xuanqi
;
Zhou, Xinyu
;
Zhang, Dayong
;
Ji, Qiang
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  |  
浏览/下载:3/0
  |  
提交时间:2023/05/30
Energy firms
Multi-layer network
Risk contagions
Time-varying
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
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  |  
浏览/下载:0/0
  |  
提交时间:2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
Exploring the Spatially-Varying Effects of Human Capital on Urban Innovation in China
期刊论文
APPLIED SPATIAL ANALYSIS AND POLICY, 2021, 页码: 22
作者:
Lao, Xin
;
Gu, Hengyu
;
Yu, Hanchen
;
Xiao, Fan
收藏
  |  
浏览/下载:40/0
  |  
提交时间:2021/07/09
Human capital
Innovation
Spatially-varying effects
Multi-scale geographically weighted regression
Knowledge production function
Monetary Policy and Speculative Spillovers in Financial Markets
期刊论文
Research in International Business and Finance, 2021, 期号: 56, 页码: 101373
作者:
Riza Demirer
;
David Gabauer
;
Rangan Gupta
;
Qiang Ji
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2021/01/17
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