65 citations · 106 across the 4 of their papers we have counts for
4 papers
Do Carbon Price Forecasts Improve Compliance Procurement? Evidence from European Union Allowances
Muzi Chen, Difang Huang, Shouyang Wang +1
Firms covered by emissions trading systems need forecasts not only to value allowances, but also to decide when to buy them. This paper asks whether European Union Allowance (EUA)…
Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect
Boyao Wu, Difang Huang, Muzi Chen
This paper proposes a time-zone vector autoregression (VAR) model to investigate comovements in the global financial market. Analyzing daily data from 36 national equity markets, w…
Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy
Muzi Chen, Yuhang Wang, Boyao Wu +1
The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai St…
Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price
Muzi Chen, Nan Li, Lifen Zheng +2
The connectivity of stock markets reflects the information efficiency of capital markets and contributes to interior risk contagion and spillover effects. We compare Shanghai Stock…