← All authors Peng-Fei Dai Tianjin University (from arXiv:2007.12838, 2020) · ORCID · OpenAlex
25 papers in scope · 24 published · 3 on the econ.EM arXiv · 729 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Wei-Xing Zhou Yun-Shi Dai Kiet Tuan Duong Pengfei Dai Kamil Yılmaz Duc Khuong Nguyen Stéphane Goutte Francis X. Diebold Julia Manso Francis Ludlow Michael J. Puma Daniele Girolimetto Stefan Wager Susan Athey Emanuele Lopetuso Massimiliano Caporin Eugene Dettaa Endong Wang Akihiko Noda Koichiro Moriya Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 25)
A HEAVY Model for Skewed Returns and Fat-Tailed Realized Covariances with Dynamic Shape
published 2026 · Journal of Management Science and Engineering
published 2025 · Risk Analysis · 4 citations
Geopolitical Risk and the Volatility of the International Grain Futures Market
published 2025 · Journal of Futures Markets · 6 citations
Stress testing climate risk: A network-based analysis of the Chinese banking system
published 2024 · Journal of International Money and Finance · 4 citations
Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets
published 2024 · Journal of Futures Markets · 14 citations
Related party M&A, goodwill impairment and stock price crash risk: Evidence from Chinese capital market
published 2024 · International Review of Financial Analysis · 9 citations
with Lingjuan Xu, Bindan Zhang, Luu Duc Toan Huynh
Do green bond issuers walk the talk? Exploring the alignment between green bond issuance and subsequent green investment
published 2024 · International Review of Economics & Finance · 11 citations
with Ling He, Shiyang Hu, Shengdao Gan
ESG rating disagreement and idiosyncratic return volatility: Evidence from China
published 2024 · Research in International Business and Finance · 68 citations
with Xiangqiang Liu, Qingqing Yang, Kai Wei
The tail risk safe haven property of China's energy futures against US market implied volatility
published 2024 · Journal of Management Science and Engineering · 5 citations
with Xingyu Dai, Qunwei Wang, Zhi-Yi Ouyang
working paper 2024 · arXiv · 1 citations
Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices
published 2024 · Energy Economics · 13 citations
with Jiqiang Wang, X. Zhang
Examining the linkage between economic policy uncertainty, coal price, and carbon pricing in China: Evidence from pilot carbon markets
published 2024 · Journal of Environmental Management · 54 citations
How does climate policy uncertainty affect financial markets? Evidence from Europe
published 2023 · Economics Letters · 97 citations
with Marco Tedeschi, Matteo Foglia, Elie Bouri
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
published 2023 · Journal of International Financial Markets Institutions and Money · 21 citations
Understanding the transmission of crash risk between cryptocurrency and equity markets
published 2023 · Financial Review · 36 citations
with John W. Goodell, Luu Duc Toan Huynh, Zhifeng Liu, Shaen Corbet
Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension
published 2022 · Annals of Operations Research
The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon
published 2022 · Research in International Business and Finance · 18 citations
with Xingyu Dai, Qunwei Wang, Zhi-Yi Ouyang
Industries' heterogeneous reactions during the COVID‐19 outbreak: Evidence from Chinese stock markets
published 2022 · Journal of International Financial Management and Accounting · 59 citations
published 2022 · Resources Policy · 35 citations · first circulated 2020
published 2021 · Journal of commodity markets · 9 citations · first circulated 2020
Is the cross-correlation of EU carbon market price with policy uncertainty really being? A multiscale multifractal perspective
published 2021 · Journal of Environmental Management · 79 citations
with Shunqiang Ye, Hoai Trong Nguyen, Ngoc Quang Anh Huynh
Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices
published 2021 · Journal of Asian Business and Economic Studies · 58 citations
with Matteo Foglia
A Multifractal Cross-Correlation Analysis of Economic Policy Uncertainty: Evidence from China and US
published 2021 · Fluctuation and Noise Letters · 16 citations
with Ruwei Zhao
A global economic policy uncertainty index from principal component analysis
published 2020 · Finance research letters · 74 citations · first circulated 2019
Visibility graph analysis of economy policy uncertainty indices
published 2019 · Physica A Statistical Mechanics and its Applications · 38 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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