Peng‐Fei Dai

How does climate policy uncertainty affect financial markets? Evidence from Europe

Marco Tedeschi, Matteo Foglia, Elie Bouri et al. · Economics Letters · 2023 · 83 citations · Full text

Economics, High Uncertainty, Financial Economics +6

Is the cross-correlation of EU carbon market price with policy uncertainty really being? A multiscale multifractal perspective

Shunqiang Ye, Peng‐Fei Dai, Hoai Trong Nguyen et al. · Journal of Environmental Management · 2021 · 75 citations

Economics, Carbon Emission Trading, Macroeconomics +11

A global economic policy uncertainty index from principal component analysis

Peng‐Fei Dai, Xiong Xiong, Wei‐Xing Zhou · Finance research letters · 2020 · 69 citations · Full text

Econometric Model, Economics, Open Economy Macroeconomics +13

Industries' heterogeneous reactions during the COVID‐19 outbreak: Evidence from Chinese stock markets

Zhifeng Liu, Peng‐Fei Dai, Toan Luu Duc Huynh et al. · Journal of International Financial Management and Accounting · 2022 · 58 citations · Full text

Empirical Finance, International Economics, Economic Fluctuation +18

“Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices

Matteo Foglia, Peng‐Fei Dai · Journal of Asian Business and Economic Studies · 2021 · 54 citations · Full text

Total Uncertainty Spillover, Economic Fluctuation, Cryptocurrency +16