Xiaohang Ren

University of Southampton

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

Central South University

Changsha, Hunan 410083

China

SCHOLARLY PAPERS

5

DOWNLOADS

291

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression Approach

Number of pages: 35 Posted: 22 Aug 2019
University of Southampton - Southampton Business School, University of Southampton, University of Glasgow, Southampton Business School, University of Southampton and Durham Business School
Downloads 84 (404,406)
Citation 1

Abstract:

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Carbon futures price; Energy futures prices; EU ETS; Quantile-on-Quantile; Causality-in-quantiles

2.

Carbon Price Forecasting: Which Driven Factors Can Help

Number of pages: 40 Posted: 30 Jul 2019
Xiaohang Ren, Kun Duan, Lizhu Tao, Yukun Shi and Cheng Yan
University of Southampton, University of Southampton - Southampton Business School, University of Warwick - Department of Statistics, University of Glasgow and Durham Business School
Downloads 81 (413,020)

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Carbon futures price prediction; Quantile group Lasso; Quantile group SCAD; Variable selection

3.

Local Linear Quantile Regression for Time Series Under Near Epoch Dependence

Number of pages: 44 Posted: 07 Apr 2020 Last Revised: 18 Jun 2020
Xiaohang Ren and Zudi Lu
University of Southampton and University of Southampton
Downloads 44 (553,293)

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Local linear fitting; Quantile regression; Near epoch dependence; Bahadur representation

4.

the Determinants of Retail Fuel Prices in the EU Evidence from the Spatial Panel Quantile Regression

Number of pages: 37 Posted: 25 Jan 2019
Xiaohang Ren, Zudi Lu, Yukun Shi and Cheng Yan
University of Southampton, University of Southampton, University of Glasgow and Durham Business School
Downloads 42 (563,299)

Abstract:

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spatial panel quantile model, retail fuel price, carbon futures price, oil market, cross-market integration

5.

Does climate policy uncertainty really affect corporate financialization?

Number of pages: 35 Posted: 20 Apr 2022
Xiaohang Ren, Weichen Li, Kun Duan and Xinru Zhang
University of Southampton, Central South University, University of Southampton - Southampton Business School and Central South University
Downloads 40 (573,544)

Abstract:

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Climate policy uncertainty; Corporate financialization; Financial asset allocation

Other Papers (1)

Total Downloads: 15
1.

The Roles of Economic Policy Uncertainty in Green Bond Market Efficiency: Evidence From QARDL Approach

Number of pages: 38 Posted: 19 Feb 2022
Ping Wei, Jingzi Zhou and Xiaohang Ren
Central South University - School of Business, Central South University - School of Business and University of Southampton
Downloads 15

Abstract:

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Economic policy uncertainty, WTI crude oil price, Carbon emission price, QARDL