Cheng Yan

Economics and Econometrics · with Ren · 2020–2021

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 63 citations into it
• Renewable Energy, Sustainability and the Environment — 41 citations into it

Whom Cheng Yan trusts

Their strongest outbound trust, strongest first, inferred from their citations.

1. Julien Chevallier (in Economics and Econometrics)

Papers from Cheng Yan's perspective

Ordered by how strongly the researchers Cheng Yan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Price drivers and structural breaks in European carbon prices 2005–2007
2. Oil prices, US stock return, and the dependence between their quantiles
3. Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (Journal of Cleaner Production)
4. Modeling the Price Dynamics of Co2 Emission Allowances
5. An econometric analysis of emission allowance prices
6. Asset market linkages: Evidence from financial, commodity and real estate assets
7. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
8. Generalized autoregressive conditional heteroskedasticity
9. CO2 Prices, Energy and Weather
10. Oil shocks, policy uncertainty and stock market return

Their papers

• The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021) — 207 citations
• Spillover and dynamic effects of energy transition and economic growth on carbon dioxide emissions for the European Union: A dynamic spatial panel model (2020) — 179 citations