Access Statistics for Hongjun Zeng

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adjustment strategies and chaos in duopoly supply chains: The impacts of carbon trading markets and emission reduction policies 0 1 1 2 1 11 14 17
Asymmetric dependency among US national financial conditions and clean energy markets 0 0 1 1 2 13 23 25
Climate anomalies and corporate environmental governance: Empirical evidence from ENSO events 0 0 0 0 1 6 6 6
Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak 0 1 2 2 6 15 24 26
Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective 0 0 1 1 1 6 14 16
Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China 0 1 3 18 1 6 14 45
European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation 0 2 2 2 1 10 10 10
Extreme risk connection among the European Tourism, energy and carbon emission markets 0 0 0 0 1 5 9 15
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework 0 0 0 0 1 6 9 9
Forward-looking disclosure effects on stock liquidity in China: Evidence from MD&A text analysis 0 2 5 6 4 16 34 42
Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs) 0 0 0 0 0 1 5 8
HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting 0 1 1 1 0 7 7 7
Impact of carbon emissions, green energy, artificial intelligence and high-tech policy uncertainty on China’s financial market 0 0 0 0 1 4 7 7
Market integration and volatility spillover across major East Asian stock and Bitcoin markets: an empirical assessment 0 1 5 12 4 11 20 33
Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices 0 1 1 3 1 13 21 25
Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets 0 1 3 3 4 16 25 25
Quantile frequency connectedness between crude oil volatility, geopolitical risk and major agriculture and livestock markets 0 0 1 1 3 6 14 14
Quartile risk dependence between clean energy markets and the U.S. travel and leisure index 1 1 1 1 2 3 4 4
Risk Transmission and Hedging Strategies Between Chinese Stock Market and Major Trading Partners Along the Belt and Road in COVID-19 Scenario 0 0 0 1 0 4 6 8
Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks 0 2 6 8 14 20 27 36
The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war 0 0 1 1 3 11 18 19
The impact of extreme climate on tourism sector international stock markets: A quantile and time-frequency perspective 0 0 0 0 4 8 8 8
VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak 0 0 0 2 1 8 14 20
Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario 1 2 7 10 4 11 33 44
Total Journal Articles 2 16 41 75 60 217 366 469

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Statistics updated 2026-03-04