Peng‐Fei Dai
Wuhan University of Technology(CN)
Publications by Year
Research Areas
Market Dynamics and Volatility, Energy, Environment, Economic Growth, Climate Change Policy and Economics, Complex Systems and Time Series Analysis, COVID-19 Pandemic Impacts
Most-Cited Works
- → How does climate policy uncertainty affect financial markets? Evidence from Europe(2023)85 cited
- → Is the cross-correlation of EU carbon market price with policy uncertainty really being? A multiscale multifractal perspective(2021)75 cited
- → A global economic policy uncertainty index from principal component analysis(2020)71 cited
- → Industries' heterogeneous reactions during the COVID‐19 outbreak: Evidence from Chinese stock markets(2022)59 cited
- → ESG rating disagreement and idiosyncratic return volatility: Evidence from China(2024)56 cited
- → “Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices(2021)55 cited
- → Examining the linkage between economic policy uncertainty, coal price, and carbon pricing in China: Evidence from pilot carbon markets(2024)52 cited
- → Visibility graph analysis of economy policy uncertainty indices(2019)37 cited
- → Understanding the transmission of crash risk between cryptocurrency and equity markets(2023)34 cited
- → The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model(2020)31 cited