Zhuo Huang

National School of Development, Peking University

Associate Professor in Economics

School of International Studies

Beijing, 100871

China

SCHOLARLY PAPERS

6

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CITATIONS
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Top 23,023

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12

Scholarly Papers (6)

1.

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
University of North Carolina (UNC) at Chapel Hill - Department of Economics, National School of Development, Peking University and Stanford University
Downloads 702 (23,544)
Citation 12

Abstract:

High Frequency Data, Realized Variance, Leverage Effect

2.

Oil Markets and Price Movements: A Survey of Models

USAEE Working Paper No. 13-129
Number of pages: 63 Posted: 11 Jun 2013
Stanford University - Energy Modeling Forum, Saudi Aramco, National School of Development, Peking University, Stanford University - Huang Engineering Center and Stanford University - Huang Engineering Center
Downloads 254 (101,257)

Abstract:

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

3.

Oil Price Drivers and Movements: The Challenge for Future Research

Number of pages: 28 Posted: 29 Apr 2013 Last Revised: 16 Apr 2014
Stanford University - Energy Modeling Forum, Saudi Aramco, National School of Development, Peking University, Stanford University - Huang Engineering Center and Stanford University - Huang Engineering Center
Downloads 152 (24,129)

Abstract:

oil prices, supply and demand analysis, financial markets

4.

Oil Markets and Price Movements: A Survey of Determinants

Number of pages: 76 Posted: 06 Jun 2013
Stanford University - Energy Modeling Forum, National School of Development, Peking University, Saudi Aramco, Stanford University - Huang Engineering Center and Stanford University - Huang Engineering Center
Downloads 113 (148,327)

Abstract:

oil prices, supply and demand analysis, financial markets

5.

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 93 (176,765)

Abstract:

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

6.

Ownership Restructuring, Marketization and Wealth Inequality in Urban China: 1995 and 2002

China & World Economy, Vol. 20, Issue 5, pp. 37-62, 2012
Number of pages: 26 Posted: 02 Oct 2012
Xiaobin He and Zhuo Huang
Tsinghua University - School of Social Sciences and National School of Development, Peking University
Downloads 0 (569,371)
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Abstract:

marketization, ownership restructuring, property transformation, wealth inequality