Kun Duan

University of Southampton - Southampton Business School

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

39

CITATIONS

0

Scholarly Papers (5)

1.

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 - School of Management
Downloads 19 (524,858)

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

2.

To Segregate or to Aggregate?: Uncovering the Real Effects of Credit on Housing Price Dynamics

Number of pages: 57 Posted: 31 Aug 2018 Last Revised: 30 Dec 2018
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, Swansea University and University of Southampton - School of Management
Downloads 13 (560,110)

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Disaggregated Credit, Housing Prices, Policy Uncertainty, Business Cycles, Panel VAR

3.

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 7 (597,870)

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

4.

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 - School of Management

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

5.

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

Number of pages: 35
University of Southampton - Southampton Business School, University of Southampton, University of Glasgow, Southampton Business School, University of Southampton and Durham Business School
Downloads 0

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