Zhifeng Dai

Changsha University of Science and Technology

SCHOLARLY PAPERS

4

DOWNLOADS

379

TOTAL CITATIONS

6

Scholarly Papers (4)

1.

Stock return predictability in the frequency domain

Number of pages: 67 Posted: 02 Nov 2022 Last Revised: 05 May 2024
Zhifeng Dai, Fuwei Jiang, Jie Kang and Bowen Xue
Changsha University of Science and Technology, Xiamen University, Central University of Finance and Economics and Chinese Academy of Sciences (CAS) - School of Economics and Management
Downloads 273 (238,702)

Abstract:

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Asset Allocation, Machine learning, Out-of-sample forecast, Stock return, Wavelet decomposition

2.

Extreme Time-Varying Spillovers between High Carbon Emission Stocks, Green Bond and Crude Oil: Evidence from a Quantile-Based Analysis

Number of pages: 49 Posted: 26 Jul 2022
Zhifeng Dai, Xiaotong Zhang and Zhujia Yin
Changsha University of Science and Technology, Changsha University of Science and Technology and Changsha University of Science and Technology
Downloads 72 (693,611)
Citation 6

Abstract:

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Crude oil, Extreme spillover, Green bond, High carbon emission stocks, Quantile regression

3.

Does the Carbon Market Inhibit the Financial Sustainability of Thermal Power Generation Enterprises? Evidence from a Quasi-Natural Experiment in China

Number of pages: 48 Posted: 17 Sep 2024
xinhua zhang, Li Luo and Zhifeng Dai
Changsha University of Science and Technology, Changsha University of Science and Technology and Changsha University of Science and Technology
Downloads 21 (1,141,922)

Abstract:

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Difference-in-differences (DID) model, China Carbon Emissions Trading Exchange (CCETE), Thermal power generation enterprises (TPGEs), Financial sustainability, Moderating effect

4.

How Decarbonization Policies Affect the Enterprise Value of Power Generators: Empirical Evidence from China

Number of pages: 50 Posted: 24 Apr 2024
Changsha University of Science and Technology, Changsha University of Science and Technology, Changsha University of Science and Technology, Changsha University of Science and Technology and Changsha University of Science and Technology
Downloads 13 (1,227,824)

Abstract:

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Decarbonization policy, Enterprise value, Power generation companies, Difference-in-differences model