Zhe Peng
Economics and Econometrics · 2020–2021
A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 48 citations into it
- Renewable Energy, Sustainability and the Environment — 22 citations into it
- Finance — 15 citations into it
Whom Zhe Peng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Zhe Peng's perspective
Ordered by how strongly the researchers Zhe Peng trusts endorse each paper. Same corpus, a different order for every researcher.
- Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Renewable energy and sustainable development: a crucial review
- Spillover network of commodity uncertainties (Energy Economics)
- Measuring the frequency dynamics of financial connectedness and systemic risk
- Financial markets under the global pandemic of COVID-19 (Finance Research Letters)
- Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillovers (Social Science Research Network)
- Generalized autoregressive conditional heteroskedasticity
- MODELING AND FORECASTING REALIZED VOLATILITY
- Dynamic Conditional Correlation
Their papers
- Asymmetric volatility spillover among Chinese sectors during COVID-19 (2021) — 189 citations
- Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020) — 227 citations