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ping li liu

Chongqing Technology and Business University

SCHOLARLY PAPERS

4

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91

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Scholarly Papers (4)

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1.

Dynamic Connectedness and Investment Strategies in Green Bonds, Clean Energy, and the Gold Market Under Climate Policy Uncertainty

Number of pages: 43 Posted: 23 Jun 2025
ping li liu and Feng Zhou
Chongqing Technology and Business University and affiliation not provided to SSRN
Downloads 91 (783,685)

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Dynamic connectedness, DCC-MIDAS-CPU R2, Investment portfolio

2.

Dynamic impacts of uncertainties and market panic on green bond market volatility: Fresh evidence from the MRS-GARCH-MIDAS-VIX-Skewed-T model

Posted: 15 Jan 2026 Last Revised: 06 May 2026
ping li liu, Keke Fan, Zheng Lü and Seong-Min Yoon
Chongqing Technology and Business University, Chongqing Technology and Business University, Tullett Prebon SITICO (China) Limited and Department of Economics, Pusan National University

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Green bond volatility, Uncertainty, VIX, MRS-GARCH-MIDAS-VIX-Skewed-T model

3.

Impact of Us–China Tensions on the Volatility, Correlation, and Hedging Effects of Gold and Crude Oil Prices

Posted: 11 Apr 2025 Last Revised: 06 May 2026
ping li liu, Zheng Lü and Seong-Min Yoon
Chongqing Technology and Business University, Tullett Prebon SITICO (China) Limited and Department of Economics, Pusan National University

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US-China tension, Gold, Crude oil, DCC-MIDAS-UCT model

4.

Impact of Policy Uncertainty and Oil Prices on Stock Market Volatility in the China's Low-Carbon Economy

Posted: 20 Jun 2024 Last Revised: 06 May 2026
ping li liu, Zheng Lü and Seong-Min Yoon
Chongqing Technology and Business University, Tullett Prebon SITICO (China) Limited and Department of Economics, Pusan National University

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Policy uncertainty, International oil price, New energy stock market, Low-carbon stock market, DAGM-VIX model