Yinghua Ren

Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?

Yinghua Ren, Anqi Tan, Huiming Zhu et al. · International Review of Financial Analysis · 2022 · 81 citations

Economics, High Uncertainty, Financial Economics +8

Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach

Huiming Zhu, Xianfang Su, Wanhai You et al. · Applied Economics · 2016 · 74 citations

Multiscale features of extreme risk spillover networks among global stock markets

Yinghua Ren, Wanru Zhao, Wanhai You et al. · The North American Journal of Economics and Finance · 2022 · 59 citations

Economics, International Finance, Market Trend +8

The effects of economic policy uncertainty on China’s economy: evidence from time-varying parameter FAVAR

Yinghua Ren, Qing Guo, Huiming Zhu et al. · Applied Economics · 2019 · 41 citations

The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective

Huiming Zhu, Xianfang Su, Yawei Guo et al. · Sustainability · 2016 · 29 citations · Full text

Empirical Finance, Volatility Modeling, Oil Price Shocks +18