Yinpeng Zhang
Biographic Data
| ID | 7543692 |
|---|---|
| NAME | Yinpeng Zhang |
| GIVEN NAMES | Yinpeng |
| FAMILY NAME | Zhang |
| SIGNATURE | ZHANG Y |
| AFFILIATIONS | Shenzhen University |
| ORCID | 0000-0003-2826-6049 |
| VERIFIED | Yes |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 5 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Does Investor Attention Matter in Carbon Pricing? Empirical Evidence from Crude Oil Market
The novelty of this paper lies in the successful explanation and forecasting of carbon market from the perspective of crude oil attention. In this paper, based on the data on carbon futures and investor attention, several models are adopted to explore the role of crude oil attention on return and realized volatility in the carbon market. The empirical results are generalized as follows. First, crude oil attention granger causes the changes to car…
Investor attention and consumer price index inflation rate
Explaining and forecasting inflation are important and challenging tasks because inflation is one focus of macroeconomics. This paper introduces novel investor attention to the field of inflation for the first time. Specifically, the Granger causality test, vector autoregression (VAR) model, certain linear models, and several statistical indicators are adopted to illustrate the roles of investor attention in explaining and forecasting inflation. …
Investor attention and carbon return
This paper firstly puts forward to employ investor attention obtained from Google trends to explain and forecast carbon futures return in the European Union-Emission Trading Scheme (EU-ETS). Our empirical results show that investor attention is a granger cause to changes in carbon return. Furthermore, investor attention generates both linear and non-linear effects on carbon return. The results demonstrate that investor attention shows excellent e…
How do firms form inflation expectations? Empirical evidence from the United States
Inflation expectations of firms affect their micro-decision-making behaviors and therefore impact the macro-economy. Thus, a deep understanding of how firms form inflation expectations benefits the achievement of central bank's policy objectives on macro-economic sustainability and development. In this paper, we focus on the inflation expectations of firms from surveys. Specifically, the Nave Expectation, Adaptive Expectation, Rational Expectatio…
Has Covid-19 Changed the Hedge Effectiveness of Bitcoin
The Bitcoin market has become a research hotspot after the outbreak of Covid-19. In this paper, we focus on the relationships between the Bitcoin spot and futures. Specifically, we adopt the vector autoregression-dynamic correlation coefficient-generalized autoregressive conditional heteroskedasticity (VAR-DCC-GARCH) model and vector autoregression-Baba, Engle, Kraft, and Kroner-generalized autoregressive conditional heteroskedasticity (VAR-BEKK-…
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Has Covid-19 Changed the Hedge Effectiveness of Bitcoin
The Bitcoin market has become a research hotspot after the outbreak of Covid-19. In this paper, we focus on the relationships between the Bitcoin spot and futures. Specifically, we adopt the vector autoregression-dynamic correlation coefficient-generalized autoregressive conditional heteroskedasticity (VAR-DCC-GARCH) model and vector autoregression-Baba, Engle, Kraft, and Kroner-generalized autoregressive conditional heteroskedasticity (VAR-BEKK-…
Investor attention and carbon return
This paper firstly puts forward to employ investor attention obtained from Google trends to explain and forecast carbon futures return in the European Union-Emission Trading Scheme (EU-ETS). Our empirical results show that investor attention is a granger cause to changes in carbon return. Furthermore, investor attention generates both linear and non-linear effects on carbon return. The results demonstrate that investor attention shows excellent e…
How do firms form inflation expectations? Empirical evidence from the United States
Inflation expectations of firms affect their micro-decision-making behaviors and therefore impact the macro-economy. Thus, a deep understanding of how firms form inflation expectations benefits the achievement of central bank's policy objectives on macro-economic sustainability and development. In this paper, we focus on the inflation expectations of firms from surveys. Specifically, the Nave Expectation, Adaptive Expectation, Rational Expectatio…
Investor attention and consumer price index inflation rate
Explaining and forecasting inflation are important and challenging tasks because inflation is one focus of macroeconomics. This paper introduces novel investor attention to the field of inflation for the first time. Specifically, the Granger causality test, vector autoregression (VAR) model, certain linear models, and several statistical indicators are adopted to illustrate the roles of investor attention in explaining and forecasting inflation. …
Does Investor Attention Matter in Carbon Pricing? Empirical Evidence from Crude Oil Market
The novelty of this paper lies in the successful explanation and forecasting of carbon market from the perspective of crude oil attention. In this paper, based on the data on carbon futures and investor attention, several models are adopted to explore the role of crude oil attention on return and realized volatility in the carbon market. The empirical results are generalized as follows. First, crude oil attention granger causes the changes to car…
Economics (4 works) · Market Dynamics and Volatility (4 works) · Empirical evidence (3 works) · Financial economics (3 works) · Monetary economics (3 works) · Business (2 works) · Climate Change Policy and Economics (2 works) · Monetary Policy and Economic Impact (2 works) · Behavioral economics (1 work) · Carbon market (1 work)