192 citations · 415 across the 7 of their papers we have counts for
3 papers · 1 filter
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Yun-Shi Dai, Peng-Fei Dai, Wei-Xing Zhou
This paper combines the Copula-CoVaR approach with the ARMA-GARCH-skewed Student-t model to investigate the tail dependence structure and extreme risk spillover effects between the…
The impact of economic policy uncertainties on the volatility of European carbon market
Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh +1
The European Union Emission Trading Scheme is a carbon emission allowance trading system designed by Europe to achieve emission reduction targets. The amount of carbon emission cau…
A global economic policy uncertainty index from principal component analysis
Peng-Fei Dai, Xiong Xiong, Wei-Xing Zhou
This paper constructs a global economic policy uncertainty index through the principal component analysis of the economic policy uncertainty indices for twenty primary economies ar…