Details about Cheng Peng

Access statistics for papers by Cheng Peng.

Last updated 2025-04-28. Update your information in the RePEc Author Service.

Short-id: ppe824

Journal Articles

2023

1. Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs
   Finance Research Letters, 2023, 51, (C) View citations (42)

2022

2. Do the Renminbi and Hong Kong dollar bubbles interact?
   International Journal of Finance & Economics, 2022, 27, (1), 312-319 View citations (1)
3. Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment
   Finance Research Letters, 2022, 47, (PA) View citations (19)
4. Spatial Effects of Participation in Global Value Chains on CO2 Emissions: A Global Spillover Perspective
   Emerging Markets Finance and Trade, 2022, 58, (3), 776-789 View citations (9)
5. The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds' sectors
   Economic Modelling, 2022, 113, (C) View citations (6)

2018

6. Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile
   Energy Economics, 2018, 72, (C), 188-199 View citations (49)

2017

7. Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms
   Economic Modelling, 2017, 61, (C), 248-259 View citations (25)
8. Twitter's daily happiness sentiment and the predictability of stock returns
   Finance Research Letters, 2017, 23, (C), 58-64 View citations (52)

2016

9. Quantile behaviour of cointegration between silver and gold prices
   Finance Research Letters, 2016, 19, (C), 119-125 View citations (35)