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Zheng Lü

Tullett Prebon SITICO (China) Limited

  • Tullett Prebon SITICO (China) Limited

SCHOLARLY PAPERS

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Scholarly Papers (5)

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1.

Dynamic impacts of uncertainties and market panic on green bond market volatility: Fresh evidence from the MRS-GARCH-MIDAS-VIX-Skewed-T model

Posted: 15 Jan 2026 Last Revised: 06 May 2026
ping li liu, Keke Fan, Zheng Lü and Seong-Min Yoon
Chongqing Technology and Business University, Chongqing Technology and Business University, Tullett Prebon SITICO (China) Limited and Department of Economics, Pusan National University

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Green bond volatility, Uncertainty, VIX, MRS-GARCH-MIDAS-VIX-Skewed-T model

2.

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.

3.

Impact of Us–China Tensions on the Volatility, Correlation, and Hedging Effects of Gold and Crude Oil Prices

Posted: 11 Apr 2025 Last Revised: 06 May 2026
ping li liu, Zheng Lü and Seong-Min Yoon
Chongqing Technology and Business University, Tullett Prebon SITICO (China) Limited and Department of Economics, Pusan National University

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US-China tension, Gold, Crude oil, DCC-MIDAS-UCT model

4.

Impact of Policy Uncertainty and Oil Prices on Stock Market Volatility in the China's Low-Carbon Economy

Posted: 20 Jun 2024 Last Revised: 06 May 2026
ping li liu, Zheng Lü and Seong-Min Yoon
Chongqing Technology and Business University, Tullett Prebon SITICO (China) Limited and Department of Economics, Pusan National University

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Policy uncertainty, International oil price, New energy stock market, Low-carbon stock market, DAGM-VIX model

5.

How Central Bank Digital Currency Uncertainty Impacts International Financial Markets?

Posted: 11 Jan 2024 Last Revised: 06 May 2026
Zheng Lü, Oguzhan Ozcelebi and Seong-Min Yoon
Tullett Prebon SITICO (China) Limited, Istanbul University and Department of Economics, Pusan National University

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CBDC uncertainty, Financial market stability, Time-varying effects, Asymmetric volatility spillovers, TVP-SV-VAR model, WQC analysis