Fang Qu

Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach

Yufeng Chen, Biao Zheng, Fang Qu · Resources Policy · 2019 · 113 citations

Earth Science, Engineering, Unconventional Oil +12

Leverage effect or crowding out effect? Evidence from low-carbon city pilot and energy technology innovation in China

Fang Qu, Lei Xu, Chunyan He · Sustainable Cities and Society · 2023 · 79 citations

Low-carbon City Pilot, Economics, Carbon Emission Trading +13

Do rare earths drive volatility spillover in crude oil, renewable energy, and high-technology markets? — A wavelet-based BEKK- GARCH-X approach

Biao Zheng, Yuquan W. Zhang, Fang Qu et al. · Energy · 2022 · 49 citations

Volatility Spillover, Volatility Modeling, Economics +9

VOLATILITY SPILLOVER AND DYNAMIC CORRELATION BETWEEN THE CARBON MARKET AND ENERGY MARKETS

Yufeng Chen, Fang Qu, Wenqi Li et al. · Journal of Business Economics and Management · 2019 · 47 citations · Full text

Volatility Modeling, Engineering, Asset Pricing +16

Dynamic asymmetric spillovers and volatility interdependence on China’s stock market

Yufeng Chen, Wenqi Li, Fang Qu · Physica A Statistical Mechanics and its Applications · 2019 · 43 citations

Empirical Finance, Economics, Volatility Modeling +6