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Publications

by members of

Nanjing Agricultural University → College of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Journal articles |

Journal articles

2026

  1. Ran Wu & Abdullahi D. Ahmed & Mohammad Zoynul Abedin & Hongjun Zeng, 2026, "HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 1, pages 272-292, January, DOI: 10.1002/for.70037.
  2. Ran Wu & Mohammad Zoynul Abedin & Hongjun Zeng & Brian Lucey, 2026, "European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 1, pages 88-113, January, DOI: 10.1002/for.70024.

2025

  1. Zeng, Hongjun & Abedin, Mohammad Zoynul & Lucey, Brian & Ma, Shenglin, 2025, "Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103865.
  2. Zhang, Xilin & Li, Guangwu & Wu, Ran & Zeng, Hongjun & Ma, Shenglin, 2025, "Impact of carbon emissions, green energy, artificial intelligence and high-tech policy uncertainty on China’s financial market," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107599.
  3. Ma, Shenglin & Benkraiem, Ramzi & Abedin, Mohammad Zoynul & Zeng, Hongjun, 2025, "Climate anomalies and corporate environmental governance: Empirical evidence from ENSO events," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107970.
  4. Zeng, Hongjun & Huang, Qingcheng & Abedin, Mohammad Zoynul & Ahmed, Abdullahi D. & Lucey, Brian, 2025, "Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102547.
  5. Zeng, Hongjun & Abedin, Mohammad Zoynul & Ahmed, Abdullahi D. & Huang, Qingcheng, 2025, "Extreme risk connection among the European Tourism, energy and carbon emission markets," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102693.
  6. Ran Wu & Hongjun Zeng & Mohammad Zoynul Abedin & Abdullahi D Ahmed, 2025, "The impact of extreme climate on tourism sector international stock markets: A quantile and time-frequency perspective," Tourism Economics, , volume 31, issue 8, pages 1598-1628, December, DOI: 10.1177/13548166241311633.
  7. Hongjun Zeng & Wen Xu & Ran Lu, 2025, "Quantile frequency connectedness between crude oil volatility, geopolitical risk and major agriculture and livestock markets," Applied Economics, Taylor & Francis Journals, volume 57, issue 25, pages 3345-3360, May, DOI: 10.1080/00036846.2024.2337778.
  8. Hongjun Zeng & Mohammad Zoynul Abedin & Abdullahi D. Ahmed, 2025, "Quartile risk dependence between clean energy markets and the U.S. travel and leisure index," Current Issues in Tourism, Taylor & Francis Journals, volume 28, issue 17, pages 2846-2870, September, DOI: 10.1080/13683500.2024.2381716.
  9. Hongjun Zeng & Ran Wu & Mohammad Zoynul Abedin & Abdullahi D. Ahmed, 2025, "Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 6, pages 1851-1866, September, DOI: 10.1002/for.3264.
  10. Hongjun Zeng & Mohammad Zoynul Abedin & Abdullahi D. Ahmed & Brian Lucey, 2025, "Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 45, issue 6, pages 659-682, June, DOI: 10.1002/fut.22583.

2024

  1. Hongjun Zeng & Abdullahi D. Ahmed & Ran Lu, 2024, "The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 68, issue 3, pages 653-677, July, DOI: 10.1111/1467-8489.12570.
  2. Zeng, Hongjun & Abedin, Mohammad Zoynul & Upreti, Vineet, 2024, "Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108003.
  3. Zeng, Hongjun & Abedin, Mohammad Zoynul & Zhou, Xiangjing & Lu, Ran, 2024, "Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103073.
  4. Abedin, Mohammad Zoynul & Goldstein, Michael A. & Huang, Qingcheng & Zeng, Hongjun, 2024, "Forward-looking disclosure effects on stock liquidity in China: Evidence from MD&A text analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103484.
  5. Zeng, Hongjun & Abedin, Mohammad Zoynul & Lucey, Brian, 2024, "Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105424.
  6. Zeng, Hongjun & Abedin, Mohammad Zoynul & Wu, Ran & Ahmed, Abdullahi D., 2024, "Asymmetric dependency among US national financial conditions and clean energy markets," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101046.
  7. Wu, Ran & Li, Ming & Liu, Feini & Zeng, Hongjun & Cong, Xiaoping, 2024, "Adjustment strategies and chaos in duopoly supply chains: The impacts of carbon trading markets and emission reduction policies," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103482.
  8. Hongjun Zeng & Abdullahi D. Ahmed, 2024, "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, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 372-400.

2023

  1. Lu, Ran & Xu, Wen & Zeng, Hongjun & Zhou, Xiangjing, 2023, "Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 1465-1481, DOI: 10.1016/j.eap.2023.05.020.
  2. Hongjun Zeng & Ran Lu & Abdullahi D. Ahmed, 2023, "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, Institute of Economic Research, volume 18, issue 1, pages 49-87, March, DOI: 10.24136/eq.2023.002.

2022

  1. Hongjun Zeng & Abdullahi D. Ahmed, 2022, "Market integration and volatility spillover across major East Asian stock and Bitcoin markets: an empirical assessment," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 4, pages 772-802, August, DOI: 10.1108/IJMF-03-2021-0161.
  2. Ran Lu & Hongjun Zeng, 2022, "VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 334-353, September, DOI: 10.1108/SEF-02-2022-0121.

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