Zhuo Huang

National School of Development, Peking University

Associate Professor in Economics

No. 38 Xueyuan Road

Haidian District

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

13

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Top 18,595

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4,773

SSRN CITATIONS
Rank 15,670

SSRN RANKINGS

Top 15,670

in Total Papers Citations

70

CROSSREF CITATIONS

15

Scholarly Papers (13)

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

Abstract:

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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
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

Abstract:

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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
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

Abstract:

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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

Abstract:

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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
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

Abstract:

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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)

Abstract:

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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
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)

Abstract:

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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)

Abstract:

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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
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

Abstract:

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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)

Abstract:

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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

Abstract:

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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)

Abstract:

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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
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)

Abstract:

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Energy Corporate Investment, geopolitical risks, uncertainty, China