Details about Hongjun Zeng

Access statistics for papers by Hongjun Zeng.

Last updated 2026-01-13. Update your information in the RePEc Author Service.

Short-id: pze212

Journal Articles

2026

1. European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation
   Journal of Forecasting, 2026, 45, (1), 88-113
2. HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
   Journal of Forecasting, 2026, 45, (1), 272-292

2025

3. Climate anomalies and corporate environmental governance: Empirical evidence from ENSO events
   Finance Research Letters, 2025, 85, (PB)
4. Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak
   Research in International Business and Finance, 2025, 73, (PA) View citations (12)
5. Extreme risk connection among the European Tourism, energy and carbon emission markets
   Research in International Business and Finance, 2025, 74, (C) View citations (1)
6. Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
   Journal of Forecasting, 2025, 44, (6), 1851-1866 View citations (2)
7. Impact of carbon emissions, green energy, artificial intelligence and high-tech policy uncertainty on China’s financial market
   Finance Research Letters, 2025, 82, (C) View citations (1)
8. Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets
   Journal of Futures Markets, 2025, 45, (6), 659-682 View citations (1)
9. Quantile frequency connectedness between crude oil volatility, geopolitical risk and major agriculture and livestock markets
   Applied Economics, 2025, 57, (25), 3345-3360
10. Quartile risk dependence between clean energy markets and the U.S. travel and leisure index
    Current Issues in Tourism, 2025, 28, (17), 2846-2870
11. Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks
    International Review of Financial Analysis, 2025, 97, (C) View citations (5)
12. The impact of extreme climate on tourism sector international stock markets: A quantile and time-frequency perspective
    Tourism Economics, 2025, 31, (8), 1598-1628

2024

13. Adjustment strategies and chaos in duopoly supply chains: The impacts of carbon trading markets and emission reduction policies
    International Review of Economics & Finance, 2024, 95, (C) View citations (9)
14. Asymmetric dependency among US national financial conditions and clean energy markets
    Global Finance Journal, 2024, 63, (C) View citations (5)
15. Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective
    Energy Economics, 2024, 140, (C) View citations (5)
16. Forward-looking disclosure effects on stock liquidity in China: Evidence from MD&A text analysis
    International Review of Financial Analysis, 2024, 95, (PB) View citations (10)
17. Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
    Finance Research Letters, 2024, 64, (C) View citations (5)
18. Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices
    International Review of Financial Analysis, 2024, 92, (C) View citations (28)
19. Risk Transmission and Hedging Strategies Between Chinese Stock Market and Major Trading Partners Along the Belt and Road in COVID-19 Scenario
    American Business Review, 2024, 27, (2), 372-400
20. The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war
    Australian Journal of Agricultural and Resource Economics, 2024, 68, (3), 653-677 View citations (4)

2023

21. Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China
    Equilibrium. Quarterly Journal of Economics and Economic Policy, 2023, 18, (1), 49-87 View citations (3)
22. Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario
    Economic Analysis and Policy, 2023, 78, (C), 1465-1481 View citations (8)

2022

23. Market integration and volatility spillover across major East Asian stock and Bitcoin markets: an empirical assessment
    International Journal of Managerial Finance, 2022, 19, (4), 772-802 View citations (3)
24. VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak
    Studies in Economics and Finance, 2022, 40, (2), 334-353 View citations (1)