Items where Author is "Shi, Yukun"

Article

Shi, Yukun and Chen, Ding and Guo, Biao and Xu, Yaofei and Yan, Cheng (2022) The information content of CDS implied volatility and associated trading strategies. International Review of Financial Analysis, 83. p. 102295. DOI https://doi.org/10.1016/j.irfa.2022.102295

Shi, Yukun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng (2022) Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces. International Review of Financial Analysis, 82. p. 102192. DOI https://doi.org/10.1016/j.irfa.2022.102192

Ren, Xiaohang and Duan, Kun and Tao, Lizhu and Shi, Yukun and Yan, Cheng (2022) Carbon Prices Forecasting in Quantiles. Energy Economics, 108. p. 105862. DOI https://doi.org/10.1016/j.eneco.2022.105862

Duan, Kun and Ren, Xiaohang and Shi, Yukun and Mishra, Tapas and Yan, Cheng (2021) How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression Approach. Energy Economics. (In Press)

Jia, Zhehao and Shi, Yukun and Yan, Cheng and Duygun, Meryem (2020) Bankruptcy prediction with financial systemic risk. The European Journal of Finance, 26 (7-8). pp. 666-690. DOI https://doi.org/10.1080/1351847x.2019.1656095