Search Results - person:"Huang, Shupei"

Revealing Dynamic Intrinsic Temporal and Spatial Scale Characteristics of Oil Price Volatility in Bubble and Non-Bubble Periods

Chen, Weijia; Huang, Shupei; An, Haizhong - 2023

This paper is to reveal the dynamic characteristics of crude oil price bubble volatility from intrinsic temporal and spatial scales. For this purpose, volatility series is mapped to the dynamic model described by the Langevin equation. And the Backward Sup Augmented Dickey-Fuller is used to...

Persistent link: https://www.econbiz.de/10014256708

The Impacts of Climate Policy Uncertainty on Stock Markets : Comparison between China and the Us

Xu, Xin; Huang, Shupei; Fellenz, Martin R.; An, Haizhong - 2023

This paper measures China’s daily and monthly climate policy uncertainty (CPU) from Jan 2000 to Mar 2022 based on Chinese news data for the first time. Then, the nonlinear and lag impacts of the US CPU and China’s CPU on the return, volatility, correlation and tail dependence of China’s...

Persistent link: https://www.econbiz.de/10014257450

Beyond threats : extreme heatwaves and economic resilience in China

Wang, Xinya; Guo, Huixiao; Li, Youwei; Huang, Shupei - In: Finance research letters 71 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015196826

CEOS' climate risk perception bias and corporate debt structure

Huang, Shupei; Wang, Xinya; Xue, Yi; Zhang, Xinzhi - In: Journal of international money and finance 151 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015185176

Do private lending risks exacerbate urban economic imbalances? : evidence from 293 Chinese cities

Fang, Xiaoqing; Guo, Huixiao; Huang, Shupei; Wang, Xinya - In: Finance research letters 74 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015404360

Measurement of daily climate physical risks and climate transition risks faced by China's energy sector stocks

Xu, Xin; An, Haizhong; Huang, Shupei; Jia, Nanfei; Qi, Yajie - In: International review of economics & finance : IREF 93 (2024) 2, pp. 625-640

Persistent link: https://www.econbiz.de/10014535597

Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods

Chen, Weijia; Huang, Shupei; An, Haizhong - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473286

The impacts of climate policy uncertainty on stock markets : comparison between China and the US

Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014462184

The dynamic moderating function of the exchange rate market on the oil-stock nexus

Xu, Xin; Huang, Shupei; An, Haizhong - In: International review of financial analysis 81 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013411174

Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach

Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013472796