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Zhifeng Dai · Study
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Author
Zhifeng Dai
21 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0000-0002-7912-1280
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21
Citations
1,604
Works here
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Most cited in this library
Climate policy uncertainty and risks taken by the bank: Evidence from China
2023 · 194 citations
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
2022 · 173 citations
Efficient predictability of stock return volatility: The role of stock market implied volatility
2020 · 116 citations
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
2022 · 114 citations
Extreme Time-Varying Spillovers between High Carbon Emission Stocks, Green Bond and Crude Oil: Evidence from a Quantile-Based Analysis
2022 · 86 citations
Works
21 shown
Climate policy uncertainty and risks taken by the bank: Evidence from China
International Review of Financial Analysis
·
2023
·
2 authors
194
citations
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
International Review of Economics & Finance
·
2022
·
2 authors
80
citations
Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment
Energy Economics
·
2022
·
3 authors
81
citations
Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach
Energy Economics
·
2022
·
5 authors
77
citations
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Energy Economics
·
2022
·
3 authors
173
citations
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Energy Economics
·
2022
·
2 authors
114
citations
Extreme Time-Varying Spillovers between High Carbon Emission Stocks, Green Bond and Crude Oil: Evidence from a Quantile-Based Analysis
Energy Economics
·
2022
·
3 authors
·
Open access
86
citations
Forecasting stock return volatility: The role of shrinkage approaches in a data‐rich environment
Journal of Forecasting
·
2021
·
2 authors
53
citations
Forecasting stock market volatility: Can the risk aversion measure exert an important role?
The North American Journal of Economics and Finance
·
2021
·
2 authors
25
citations
Predicting stock returns: A risk measurement perspective
International Review of Financial Analysis
·
2021
·
3 authors
50
citations
Some new efficient mean–variance portfolio selection models
International Journal of Finance & Economics
·
2021
·
1 author
43
citations
The skewness of oil price returns and equity premium predictability
Energy Economics
·
2020
·
4 authors
59
citations
New technical indicators and stock returns predictability
International Review of Economics & Finance
·
2020
·
3 authors
77
citations
Forecasting stock market returns: New technical indicators and two-step economic constraint method
The North American Journal of Economics and Finance
·
2020
·
4 authors
80
citations
Efficient predictability of stock return volatility: The role of stock market implied volatility
The North American Journal of Economics and Finance
·
2020
·
4 authors
116
citations
Stock return predictability from a mixed model perspective
Pacific-Basin Finance Journal
·
2020
·
2 authors
54
citations
Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition
Applied Economics
·
2019
·
2 authors
34
citations
Sparse and robust mean–variance portfolio optimization problems
Physica A Statistical Mechanics and its Applications
·
2019
·
2 authors
44
citations
Some improved sparse and stable portfolio optimization problems
Finance research letters
·
2018
·
2 authors
·
Open access
79
citations
A generalized approach to sparse and stable portfolio optimization problem
Journal of Industrial and Management Optimization
·
2018
·
2 authors
·
Open access
42
citations
Characteristics of Investors' Risk Preference for Stock Markets
·
2014
·
4 authors
43
citations