A5020766042- Market Dynamics and Volatility
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Monetary Policy and Economic Impact
- Energy, Environment, Economic Growth
- Financial Markets and Investment Strategies
- Blockchain Technology Applications and Security
- Energy, Environment, and Transportation Policies
- Energy Load and Power Forecasting
- Global Energy and Sustainability Research
- Natural Resources and Economic Development
- Credit Risk and Financial Regulations
- Corporate Finance and Governance
- Climate Change Policy and Economics
- FinTech, Crowdfunding, Digital Finance
- Stock Market Forecasting Methods
- Financial Reporting and Valuation Research
- Insurance and Financial Risk Management
- Risk Management in Financial Firms
- Financial Literacy, Pension, Retirement Analysis
- Sustainable Finance and Green Bonds
- Global Energy Security and Policy
- Global Financial Crisis and Policies
- COVID-19 Pandemic Impacts
- Stochastic processes and financial applications
Queen's University Belfast
2014-2024
Chemnitz University of Technology
2021-2024
Barcelona School of Economics
2022
Universitat de Barcelona
2022
TU Dresden
2015-2018
Humboldt-Universität zu Berlin
2016
Iowa Lakes Community College
2012
As an integral part of China's national strategy, the Rural Revitalization Strategy has become a top priority in economic and social development since 2018. Closing income gap between urban rural residents reducing energy poverty are essential for achieving Strategy's primary objectives. Therefore, based on sample data from 30 provinces collected 2005 2015, this study employs two-way fixed-effects model conducts asymmetry analysis to test influence urban–rural financial analyze whether can...
The ongoing war in Ukraine and rising geopolitical tensions between Russia western countries have led several European to increase defense spending historic levels. Under such intense circumstances, we examine the co-movements daily risk (GPR) index returns volatility of 36 global aerospace companies covering ten three continents. Using wavelet coherence approach, find significant co-movement concentrated around eruption Ukraine, mostly for medium longer scales, indicating a flight-to-arms...
We examine the connectedness of aerospace and defense companies their relation to measures geopolitical risk. With hierarchical clustering, we find stable localized company clusters. Increasing risk leaves these clusters intact but strengthens inter-cluster connectedness. Focusing on intraday data, that for most companies, instantaneous news arrival in form jumps impacts realized volatility significantly. Further, show different uncertainty (GPR COVOL) have differing impact short-term...
The low-carbon pilot cities policy (LCPCP) aims to stimulate economic growth and ensure the attainment of greenhouse gas emission reduction targets address climate change. China issued LCPCP in 2010 steadily expanded size its zones. This study builds a quasi-natural experiment based on China's difference-in-difference model employing urban carbon intensity data over 10-year period beginning 2007 examine implementation repercussions LCPCP. According findings, has significantly reduced cities....
Abstract Extending the popular HAR model with additional information channels to forecast realized volatility of WTI futures prices, we show that machine learning‐generated forecasts provide better forecasting quality and portfolios are constructed these outperform their competing models resulting in economic gains. Analyzing selection process, vary across horizon. Variable produces clusters provides evidence there structural changes regard significance channels.