L
Lili Zhao
Researcher at Central South University
Publications - 3
Citations - 166
Lili Zhao is an academic researcher from Central South University. The author has contributed to research in topics: Carbon emission trading & Stock market. The author has an hindex of 2, co-authored 2 publications receiving 30 citations.
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Asymmetric relationship between carbon emission trading market and stock market: Evidences from China
TL;DR: Wang et al. as mentioned in this paper investigated the asymmetric relationship between carbon emission trading market and stock market in China by using the nonlinear auto-regressive distributed lag (NARDL) model.
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Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect
TL;DR: Wang et al. as mentioned in this paper comprehensively investigated nonlinear Granger causality and time-varying effect in markets by using the Hiemstra and Jones (HJ) test, Diks and Panchenko (DP) test and time varying parameter structure vector autoregressive (TVP-SVAR) model.
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Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes
TL;DR: In this article , the authors explored extreme risk spillover of the oil and USD/CNY exchange rate to Chinese stock market from the uncertainty volatility perspective, based on the upside and downside conditional value-at-risk (CoVaR) values.