Xiaohang Ren

University of Southampton

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

Central South University

Changsha, Hunan 410083

China

SCHOLARLY PAPERS

11

DOWNLOADS

944

SSRN CITATIONS
Rank 38,964

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Top 38,964

in Total Papers Citations

25

CROSSREF CITATIONS

0

Scholarly Papers (11)

Climate Risk and Financial Systems: A Nonlinear Network Connectedness Analysis

Number of pages: 36 Posted: 20 Oct 2022
Xiaodan Mao, Ping Wei and Xiaohang Ren
Changsha University of Science & Technology, Central South University and University of Southampton
Downloads 110 (463,081)

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Climate change risk; Systemic risk; Network estimation; Vector autoregression; Variance decomposition

2.

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 148 (366,891)
Citation 1

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

3.

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 131 (403,953)

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Climate policy uncertainty; Corporate financialization; Financial asset allocation

4.

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 128 (411,185)

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

5.

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 109 (463,610)

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

6.

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 88 (534,614)

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

7.

New Forecasting Framework for Portfolio Decisions with Machine Learning Algorithms: Evidence from Stock Markets

Number of pages: 73 Posted: 29 Nov 2022
Zongrun Wang, Yu Yao, Xiaohang Ren and Giray Gozgor
Central South University, Central South University, University of Southampton and University of Bradford
Downloads 82 (558,095)

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investment decisions, machine learning algorithms, random forests, gradient-boosted trees, deep neural networks, portfolio performance comparison

8.

Does Carbon Price Uncertainty Affect Stock Price Crash Risk? Evidence from China

Number of pages: 44 Posted: 10 Nov 2022
University of Southampton, Central South University, Central South University, University of Essex and Istanbul Medeniyet University
Downloads 59 (666,067)

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carbon price uncertainty, stock price crash risk, information asymmetry, investors' heterogeneity, bad news hoarding

9.

Market Implied Volatility and Natural Disasters: International Evidence

Environmental Science and Pollution Research
Number of pages: 27 Posted: 22 Nov 2022
Xiaodan Mao, Ping Wei and Xiaohang Ren
Changsha University of Science & Technology, Central South University and University of Southampton
Downloads 34 (832,892)

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Disaster risk ; Natural disasters; Market implied volatility

10.

Facilitate or Inhibit: Corporate Environmental Performance and Financing Costs

Number of pages: 51 Posted: 09 Nov 2022 Last Revised: 11 May 2023
Zongrun Wang, Lili Yang, Xiaohang Ren and Thao Pham
Central South University, Central South University, University of Southampton and Ho Chi Minh City University of Economics and Finance - School of Finance
Downloads 32 (849,439)

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Corporate environmental performance, financing cost, political connection, governmental performance, panel quantile regression

11.

To What Extent Does Geopolitical Risk Affect Firms' Idiosyncratic Volatility? Evidence from China

Number of pages: 37 Posted: 23 Mar 2023
Xiaohang Ren, Yuxuan Cao, Pei Liu and Dun Han
University of Southampton, Central South University, University of Newcastle - Newcastle University Business School and affiliation not provided to SSRN
Downloads 23 (930,936)

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Geopolitical Risk, Idiosyncratic risk, Idiosyncratic volatility, the South China Sea dispute

Other Papers (1)

Total Downloads: 101
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 101

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