Zhe Peng

Time and frequency connectedness among oil shocks, electricity and clean energy markets

Muhammad Abubakr Naeem, Zhe Peng, Muhammad Tahir Suleman et al. · Energy Economics · 2020 · 250 citations

Economics, Engineering, Clean Energy Markets +13

Asymmetric volatility spillover among Chinese sectors during COVID-19

Syed Jawad Hussain Shahzad, Muhammad Abubakr Naeem, Zhe Peng et al. · International Review of Financial Analysis · 2021 · 201 citations · Full text

Economics, Volatility Modeling, Asymmetric Volatility Spillover +5

Asymmetric efficiency of cryptocurrencies during COVID19

Muhammad Abubakr Naeem, Elie Bouri, Zhe Peng et al. · Physica A Statistical Mechanics and its Applications · 2020 · 165 citations · Full text

Economics, Business, Stablecoin +4

Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models

Chuanhai Zhang, Haicui Chen, Zhe Peng · Finance research letters · 2022 · 28 citations

Volatility Modeling, Financial Economics, Asset Pricing +7

The Luckin Coffee scandal and short selling attacks

Zhe Peng, Ya-Hui Yang, Renshui Wu · Journal of Behavioral and Experimental Finance · 2022 · 24 citations

Market Manipulation, Luckin Coffee Scandal, Money Laundering +5