Zhuo Huang

National School of Development, Peking University

Associate Professor in Economics

No. 38 Xueyuan Road

Haidian District

Beijing, Beijing 100871

China

  • National School of Development, Peking University

SCHOLARLY PAPERS

13

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Scholarly Papers (13)

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1.

Measuring China's Stock Market Sentiment

Number of pages: 67 Posted: 25 Apr 2019 Last Revised: 10 May 2019
Jia Li, Yun Chen, Yan Shen, Jingyi Wang and Zhuo Huang
Duke University, Peking University - National School of Development, Peking University - China Center for Economic Research (CCER), Peking University - National School of Development and National School of Development, Peking University
Downloads 974 (41,264)
Citation 6

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disagreement, machine learning, noise trading, sentiment, textual analysis, volatility, volume

2.

Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility

Number of pages: 31 Posted: 10 Jan 2010 Last Revised: 16 Apr 2014
Peter Reinhard Hansen, Zhuo Huang and Howard Howan Stephen Shek
University of North Carolina (UNC) at Chapel Hill - Department of Economics, National School of Development, Peking University and Stanford University
Downloads 968 (41,620)
Citation 40

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High Frequency Data, Realized Variance, Leverage Effect

3.

Oil Price Drivers and Movements: The Challenge for Future Research

Number of pages: 28 Posted: 29 Apr 2013 Last Revised: 16 Apr 2014
Hillard Huntington, Saud Al-Fattah, Saud Al-Fattah, Zhuo Huang, Michael Gucwa and Ali Nouri
Stanford University - Energy Modeling Forum, Saudi AramcoSaudi Aramco, National School of Development, Peking University, Stanford University - Huang Engineering Center and Stanford University - Huang Engineering Center
Downloads 960 (42,150)
Citation 4

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oil prices, supply and demand analysis, financial markets

4.

Exponential GARCH Modeling with Realized Measures of Volatility

Number of pages: 35 Posted: 25 May 2018
Peter Reinhard Hansen and Zhuo Huang
University of North Carolina (UNC) at Chapel Hill - Department of Economics and National School of Development, Peking University
Downloads 331 (157,666)
Citation 14

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EGARCH, High Frequency Data, Realized Variance, Leverage Effect

5.

Oil Markets and Price Movements: A Survey of Models

USAEE Working Paper No. 13-129
Number of pages: 63 Posted: 11 Jun 2013
Hillard Huntington, Saud Al-Fattah, Saud Al-Fattah, Zhuo Huang, Michael Gucwa and Ali Nouri
Stanford University - Energy Modeling Forum, Saudi AramcoSaudi Aramco, National School of Development, Peking University, Stanford University - Huang Engineering Center and Stanford University - Huang Engineering Center
Downloads 326 (160,352)
Citation 1

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Oil models, oil prices, supply and demand analysis, financial markets

6.

The Effects of Economic Uncertainty on Financial Volatility: A Comprehensive Investigation

Number of pages: 31 Posted: 15 May 2018 Last Revised: 12 May 2019
Zhuo Huang, Chen Tong, Tianyi Wang and Cong Zhang
National School of Development, Peking University, Peking University, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Chicago - Booth School of Business
Downloads 250 (210,501)

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Economic uncertainty, Volatility forecasting, Realized volatility, Uncertainty measures

7.

Oil Markets and Price Movements: A Survey of Determinants

Number of pages: 76 Posted: 06 Jun 2013
Hillard Huntington, Zhuo Huang, Saud Al-Fattah, Saud Al-Fattah, Michael Gucwa and Ali Nouri
Stanford University - Energy Modeling Forum, National School of Development, Peking University, Saudi AramcoSaudi Aramco, Stanford University - Huang Engineering Center and Stanford University - Huang Engineering Center
Downloads 227 (231,211)

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oil prices, supply and demand analysis, financial markets

8.

Pricing VIX Options with Realized Volatility

Number of pages: 33 Posted: 23 Nov 2020 Last Revised: 30 Dec 2020
Chen Tong and Zhuo Huang
Peking University and National School of Development, Peking University
Downloads 225 (233,111)

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Realized GARCH, Realized Volatility, VIX Options, VIX Derivatives

9.

Volatility During the Financial Crisis Through the Lens of High Frequency Data: A Realized GARCH Approach

Number of pages: 35 Posted: 25 May 2018
Denisa Banulescu Radu, Peter Reinhard Hansen, Zhuo Huang and Marius Matei
University of Orleans, University of North Carolina (UNC) at Chapel Hill - Department of Economics, National School of Development, Peking University and University of Tasmania
Downloads 204 (255,365)
Citation 2

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Financial Crisis, Volatility, High Frequency Data, Realized GARCH

10.

Estimation of Extreme Value-at-Risk: An EVT Approach for Quantile GARCH Model

Number of pages: 10 Posted: 12 Apr 2014 Last Revised: 16 Apr 2014
Yanping Yi, Xingdong Feng and Zhuo Huang
Shanghai University of Finance and Economics - School of Economics, Shanghai University of Finance and Economics - School of Statistics and Management and National School of Development, Peking University
Downloads 193 (268,407)

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Extreme value theory; GARCH; Quantile regression; Semiparametric; Value at Risk

11.

Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models

Cowles Foundation Discussion Paper No. 2215 (2019)
Number of pages: 78 Posted: 26 Dec 2019
Xiaohong Chen, Zhuo Huang and Yanping Yi
Yale University - Cowles Foundation, National School of Development, Peking University and Shanghai University of Finance and Economics - School of Economics
Downloads 77 (530,752)
Citation 1

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Semi-nonparametric dynamic models, Residual copulas, Semiparametric multistep, Residual sieve maximum likelihood, Semiparametric efficiency

12.

The Road to Entrepreneurship: The Effect of China's Broadband Infrastructure Construction

Number of pages: 42 Posted: 17 Nov 2022
Zhuo Huang, Yunqing Tao, Qidi Zhang and Yongwei Ye
National School of Development, Peking University, Peking University - National School of Development, Zhongnan University of Economics and Law and Shanghai University of Finance and Economics
Downloads 29 (803,644)

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information infrastructure, entrepreneurship, information acquisition, knowledge spillover, risk taking

13.

Dancing between Threats and Conflicts: How Chinese Energy Companies Invest Amidst Global Geopolitical Risks

Number of pages: 37 Posted: 29 Aug 2023
Zhuo Huang, Chengfang Ye, Fujun Lai and Yunzhong Li
National School of Development, Peking University, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 9 (989,226)

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Energy Corporate Investment, geopolitical risks, uncertainty, China