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Zhuhua Jiang

Hankuk University of Foreign Studies

270 Imun-dong Dongdaemun-gu

Seoul, 130-791

Korea, Republic of (South Korea)

  • Hankuk University of Foreign Studies

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

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1.

Cross-segment credit contagion between corporate and sovereign CDS markets

Posted: 22 Apr 2026 Last Revised: 06 May 2026
Zhuhua Jiang, Mariem Brahim, Oguzhan Ozcelebi, Rim Khoury and Seong-Min Yoon
Hankuk University of Foreign Studies, Paris School of Business, Istanbul University, Notre Dame University and Department of Economics, Pusan National University

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Credit contagion, Corporate and sovereign CDS, tail risk, Systemic connectedness

2.

Financial uncertainty, climate risks, and climate-exposed assets: Evidence from time-varying and quantile-based analysis

Posted: 27 Mar 2026 Last Revised: 06 May 2026
Rim Khoury, Zhuhua Jiang, Oguzhan Ozcelebi and Seong-Min Yoon
Notre Dame University, Hankuk University of Foreign Studies, Istanbul University and Department of Economics, Pusan National University

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Sustainable investment, climate transition risk, Financial uncertainty, Quantile-on-quantile analysis, Time-varying dependence

3.

Quantile interplay between climate-aligned ETFs and traditional assets

Posted: 14 Mar 2026 Last Revised: 06 May 2026
Rim Khoury, Oguzhan Ozcelebi, Mariem Brahim, Zhuhua Jiang and Seong-Min Yoon
Notre Dame University, Istanbul University, Paris School of Business, Hankuk University of Foreign Studies and Department of Economics, Pusan National University

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Climate-aligned ETFs, Sustainable finance, Quantile-on-quantile analysis, Wavelet approach, Quantile-on-Quantile connectedness

4.

Tail dependency in developed bond markets: A multi-stage and quantile-based analysis

Posted: 14 Jan 2026 Last Revised: 04 May 2026
Oguzhan Ozcelebi, Mariem Brahim, Rim Khoury, Zhuhua Jiang and Seong-Min Yoon
Istanbul University, Paris School of Business, Notre Dame University, Hankuk University of Foreign Studies and Department of Economics, Pusan National University

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Tail dependency, bond markets, Global risk factors, Extreme risk co-movements, Quantile-based analysis

5.

How do global bond market funds respond to shocks in the stock market?

Posted: 10 Dec 2025 Last Revised: 06 May 2026
Oguzhan Ozcelebi, Zheng Lü, Rim Khoury, Zhuhua Jiang and Seong-Min Yoon
Istanbul University, Tullett Prebon SITICO (China) Limited, Notre Dame University, Hankuk University of Foreign Studies and Department of Economics, Pusan National University

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Stock-bond spillovers, Volatility transmission, Global bond funds, Safe haven effects, Financial contagion.

6.

Can global uncertainty factors explain the dynamics of climate-aligned ETFs?

Posted: 19 Nov 2025 Last Revised: 06 May 2026
Zhuhua Jiang, Oguzhan Ozcelebi, Rim Khoury, Mariem Brahim and Seong-Min Yoon
Hankuk University of Foreign Studies, Istanbul University, Notre Dame University, Paris School of Business and Department of Economics, Pusan National University

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Climate‑aligned ETFs, Energy, Global uncertainty, Wavelet quantile correlation, Quantile‑on‑quantile regression, Sustainable finance

7.

Nonlinear tail risk connectedness between Islamic financial assets and sustainable financial assets: A regime-dependent ETF-based analysis

Posted: 11 Oct 2025 Last Revised: 06 May 2026
Rim Khoury, Oguzhan Ozcelebi, Zhuhua Jiang and Seong-Min Yoon
Notre Dame University, Istanbul University, Hankuk University of Foreign Studies and Department of Economics, Pusan National University

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Sustainable financial systems, Islamic finance, Green bonds, Renewable energy assets, Tail risk

8.

Dynamic quantile-frequency connectedness between speculative activities in the energy, financial, precious metal, and agricultural commodity markets

Posted: 16 Sep 2025 Last Revised: 06 May 2026
Xiyong Dong, Xueying Lu, Zhuhua Jiang and Seong-Min Yoon
Shanxi University, Southwestern University of Finance and Economics (SWUFE), Hankuk University of Foreign Studies and Department of Economics, Pusan National University

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Speculative activities, Driving factors, Quantile-frequency connectedness, TVP-QVAR-BK

9.

Impact of Oil Prices on Key Energy Mineral Prices: Fresh Evidence from Quantile and Wavelet Approaches

Posted: 11 Jan 2025 Last Revised: 06 May 2026
Zhuhua Jiang, Xiyong Dong and Seong-Min Yoon
Hankuk University of Foreign Studies, Shanxi University and Department of Economics, Pusan National University

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G11, Q42

10.

Dynamic Co-movement Between Oil and Stock Markets in Oil-Importing and Oil-Exporting Countries: Two Types of Wavelet Analysis

Energy Economics, Vol. 90, No. 104835, 2020
Posted: 13 Apr 2023 Last Revised: 06 May 2026
Zhuhua Jiang and Seong-Min Yoon
Hankuk University of Foreign Studies and Department of Economics, Pusan National University

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Co-movement; Lead-lag relationship; Wavelet-based Granger causality test; Wavelet coherence; Wavelet multi-scale decomposition

11.

On the Interdependence between Foreign Exchange Rate and International Reserves: Fresh Evidence from China

Posted: 11 Mar 2023 Last Revised: 06 May 2026
Zhuhua Jiang and Seong-Min Yoon
Hankuk University of Foreign Studies and Department of Economics, Pusan National University

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Foreign exchange rate, International reserves, Quantile causality, Wavelet decomposition, Wavelet coherence