Jeffrey Zhang
Research Subjects
Jeffrey Zhang has a total of 18 co-authors. Here are the top co-authors by number of shared publications:
- Aaron Sloutski1 shared publication
- Anya Chabria1 shared publication
- Chander Sadasivan
Department of Neurological Surgery, Cerebrovascular Center for Research, Stony Brook University, Stony Brook, USA
1 shared publication - Daniel Cohn
Casali Center of Applied Chemistry Institute of Chemistry The Hebrew University of Jerusalem Jerusalem Israel
1 shared publication Emily Zhou
1 shared publication- Genhua Hu
Anhui Institute for Innovation-Driven Development, School of Business, Anhui University of Technology, Maanshan 243032, China
1 shared publication
Latest Publications
- Open Access
- 30 May 2021
- Published by American Chemical Society (ACS)
Smart liquid embolic agent for dynamic adjustments to brain aneurysm embolization and healing
- 30 May 2021
- Published by American Chemical Society (ACS)
Open AccessSmart liquid embolic agent for dynamic adjustments to brain aneurysm embolization and healing
- Open Access
- 24 September 2020
- Published by MDPI AG in Sustainability
- Vol. 12 (19) , 7911
Modeling the Risk of Extreme Value Dependence in Chinese Regional Carbon Emission Markets
In this study, we analyze the risk of extreme value dependence in Chinese regional carbon emission markets. After filtering the daily return data of six carbon markets in China using a generalized autoregressive conditional heteroscedasticity (GARCH) model, we obtain the standardized residual series. Next, the dependence structures in the markets are captured by the Copula function and the Extreme Value theory (EVT). We report high peaks, heavy tails and fluctuation aggregation in the logarithm return series of the markets, as well as significant dependent structures. There are significant extreme value risks in Chinese regional carbon markets, but the risks can be mitigated through appropriate portfolio diversification.
- 24 September 2020
- Published by MDPI AG in Sustainability
- Vol. 12 (19) , 7911
Open AccessModeling the Risk of Extreme Value Dependence in Chinese Regional Carbon Emission Markets
In this study, we analyze the risk of extreme value dependence in Chinese regional carbon emission markets. After filtering the daily return data of six carbon markets in China using a generalized autoregressive conditional heteroscedasticity (GARCH) model, we obtain the standardized residual series. Next, the dependence structures in the markets are captured by the Copula function and the Extreme Value theory (EVT). We report high peaks, heavy tails and fluctuation aggregation in the logarithm return series of the markets, as well as significant dependent structures. There are significant extreme value risks in Chinese regional carbon markets, but the risks can be mitigated through appropriate portfolio diversification.