Fenghua Wen

TL;DR: In this article, sixteen HAR-type volatility models with structural breaks were introduced and their parameters were estimated by applying 5min high-frequency transaction data for WTI crude oil futures.

TL;DR: Wang et al. as mentioned in this paper investigated the effect of retail investor attention on stock price crash risk in China, and found that firms with higher investor attention tend to have a lower future stock prices crash risk.

TL;DR: This article investigated the impacts of oil price uncertainty on the aggregate and sectoral stock returns in China by using a quantile regression, which can provide a more detailed examination under different market conditions Meanwhile, the asymmetric effects of uncertainty shocks are also examined by using the positive and negative changes of the OVX.

TL;DR: In this article, the authors examined the nonlinear Granger causality and time-varying influence between crude oil prices and the US dollar (USD) exchange rate using the Hiemstra and Jones (HP) test, the Diks and Panchenko (DP) test and the time varying parameter structural vector autoregression model.

TL;DR: Wang et al. as mentioned in this paper used a difference-in-differences (DID) method to quantitatively analyze the impact of carbon emissions' environmental regulation on the stock returns of companies.