Pengcheng Song

Peking University

No. 38 Xueyuan Road

Haidian District

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

4

DOWNLOADS

837

TOTAL CITATIONS

6

Scholarly Papers (4)

1.

Riding the Nordic German Power-Spread: The Einar Aas Experiment

Number of pages: 11 Posted: 14 Apr 2020
University of Glasgow, Inland Norway University of Applied Sciences, Inland School of Business and Social Sciences, Lillehammer University College and Peking University
Downloads 593 (100,499)

Abstract:

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Power Markets, Futures, Arbitrage, CAPM

2.

Optimal Convergence Trading for Cross-listed Stocks

Number of pages: 33 Posted: 08 Mar 2020
Christian Oliver Ewald, Pengcheng Song, Yao Wu and Hai Zhang
University of Glasgow, Peking University, Peking University and Strathclyde Business School
Downloads 137 (459,379)
Citation 1

Abstract:

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Investment Analysis, Optimal Relative-Price Trading, Time-Delay Arbitrage, Cross-Listed Stocks, Stochastic Control

3.

Innovative Credit Guarantee Schemes with Equity-for-Guarantee Swaps

International Review of Financial Analysis, Forthcoming
Number of pages: 29 Posted: 15 Aug 2020 Last Revised: 16 Jun 2021
Pengcheng Song, Hai Zhang and Qin Zhao
Peking University, Strathclyde Business School and Peiking University
Downloads 74 (702,301)
Citation 5

Abstract:

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SMEs, Equity-for-Guarantee Swap, Financial Constraint, Risk Management

4.

Is Wealth Inequality Reversible? A Surveying Parallel Evolution with Complex Economic System

Number of pages: 17 Posted: 07 Dec 2022
Zhixin Wang, Ju-e Guo and Pengcheng Song
affiliation not provided to SSRN, affiliation not provided to SSRN and Peking University
Downloads 33 (1,020,755)

Abstract:

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wealth inequality, complex economic system, determinants of wealth inequality, financial structure