Kun Duan

University of Southampton - Southampton Business School

Southampton, SO17 1BJ

United Kingdom

Huazhong University of Science and Technology

1037 Luoyu Road

Wuhan, Hubei 430074

China

SCHOLARLY PAPERS

5

DOWNLOADS

212

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 82 (405,777)
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
University of Southampton, University of Southampton - Southampton Business School, University of Warwick - Department of Statistics, University of Glasgow and Durham Business School
Downloads 77 (420,676)

Abstract:

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

3.

Value the 'Memory'!: Identifying Macroeconomic Variations in Housing Price Determination

Number of pages: 12 Posted: 31 Aug 2018
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, Swansea University and University of Southampton - Southampton Business School
Downloads 31 (617,434)

Abstract:

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Housing Prices, Macroeconomic Conditions, Identification of Housing Demand and Supply, Fractional Cointegrated VAR, USA

4.

Does climate policy uncertainty really affect corporate financialization?

Number of pages: 35 Posted: 20 Apr 2022
University of Southampton, Central South University, University of Southampton - Southampton Business School and Central South University
Downloads 22 (679,245)

Abstract:

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Climate policy uncertainty; Corporate financialization; Financial asset allocation

5.

How Effective are Policy Interventions in a Spatially-embedded International Real Estate Market?

Journal of Real Estate Finance and Economics, 2019
Posted: 02 Jul 2019
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, University of Roehampton and University of Southampton - Southampton Business School

Abstract:

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Housing price variations; Macroeconomic adjustments; Spatial frictions; Real estate market; Spatial dynamic panel regression; Estimation bias