Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain

Y Chen, X Zhu, J Chen - Energy Economics, 2022 - Elsevier
Non-ferrous metals are not only irreplaceable raw materials to ensure clean energy
production and low-carbon transformation, but also effective risk-averting choices for clean …

Impacts of geopolitical risk and economic policy uncertainty on metal futures price volatility: Evidence from China

L Jia, R Xu, J Wu, M Song, X Chen - Resources Policy, 2023 - Elsevier
In recent periods, the global metal trade has faced heightened uncertainty due to evolving
geopolitical events and the dynamism of economic policies. The present study offers a …

Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets

J Wang, Y Zhou, S Wu - Renewable Energy, 2025 - Elsevier
Severe climate change has accelerated the shift towards renewable energy sources. In this
study, we explore the spillover effects and portfolio diversification between clean energy and …

Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study

S Qiao, Y Chang, XX Mai, YJ Dang - Energy Economics, 2024 - Elsevier
Climate change mitigation has become a global imperative, making the development of
clean energy very important. This paper explores the risk contagion effects among climate …

Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions

X Zhu, Y Chen, J Chen - Resources Policy, 2021 - Elsevier
Increasing financial attributes of non-ferrous metals after financialization and higher
uncertainty lead to a more complicated stock market of non-ferrous metal industry, while no …

Throughput accounting and performance of a manufacturing company under stochastic demand and scrap rates

OP Hilmola, M Gupta - Expert Systems with Applications, 2015 - Elsevier
Abstract Theory of constraints (TOC) has emerged as an effective management philosophy
suggesting practical solutions to various complex problems including product mix problem …

Co-movement of international copper prices, China's economic activity, and stock returns: Structural breaks and volatility dynamics

J Guo - Global Finance Journal, 2018 - Elsevier
This study empirically investigates both causal nexus and time-varying correlations among
international copper prices, China's real economic activity, and stock returns from January …

The impact of international price shocks on China's nonferrous metal companies: A case study of copper

C Hu, X Liu, B Pan, H Sheng, M Zhong, X Zhu… - Journal of cleaner …, 2017 - Elsevier
Copper is one of the most important nonferrous metals for modern society, which should be
utilized in a sustainable way because of its non-renewable nature. This paper addresses the …

Volatility forecasting in Chinese nonferrous metals futures market

X Zhu, H Zhang, M Zhong - Transactions of Nonferrous Metals Society of …, 2017 - Elsevier
This paper seeks to model and forecast the Chinese nonferrous metals futures market
volatility and allows new insights into the time-varying volatility of realized volatility and …

Structural changes and volatility correlation in nonferrous metal market

WU Dan, Z Hu - Transactions of Nonferrous Metals Society of China, 2016 - Elsevier
Abstract The GARCH and DCC-GARCH models are used to study the volatility aggregation
and dynamic relevance of China's three kinds of nonferrous metals (copper, aluminum and …