1. Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks. (2024). Chen, Zhang-Hangjian ; Zhao, Shou-Yu ; Li, Sai-Ping ; Yang, Ming-Yuan ; Song, Huai-Bing.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:626-645.

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2. Extreme weather, climate risk, and the lead–lag role of carbon. (2024). Chen, Zhang-Hangjian ; Xu, Yaping ; Gao, Xiang ; Chu, Wei-Wei ; Koedijk, Kees G.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000462.

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3. Short-term market reactions to ESG ratings disclosures: An event study in the Chinese stock market. (2024). Gu, Zhenhua ; Gao, Xiang ; Koedijk, Kees G ; Kang, Jingwen ; Chen, Zhang-Hangjian.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:43:y:2024:i:c:s221463502400090x.

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4. A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options. (2023). Chen, Zhang-Hangjian ; Xiong, Xiong ; Li, Sai-Ping ; Cai, Mei-Ling ; Ren, Fei.
   In: Computational Economics.
   RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10268-0.

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5. Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks. (2023). Chen, Zhang-Hangjian ; Li, Sai-Ping ; Yang, Ming-Yuan ; Lu, Feng-Zhi ; Ren, Fei.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:85:y:2023:i:c:p:295-305.

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6. Dynamic Risk Spillover Effect between the Carbon and Stock Markets under the Shocks from Exogenous Events. (2022). Chen, Zhang-Hangjian ; Wang, Piao ; Xia, Mengli.
   In: Energies.
   RePEc:gam:jeners:v:16:y:2022:i:1:p:97-:d:1010795.

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1. .

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2. Do loosened trading rules restore the stock index futures price discovery ability in China?. (2024). Wang, Ziqiao ; Zhao, Yuepeng ; Zhang, Xiaotao.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pb:p:389-397.

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3. Dynamic margin optimization. (2024). Dömötör, Barbara ; Berlinger, Edina ; Dmtr, Barbara ; Bihary, Zsolt.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010298.

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4. Less disagreement, better forecasts: Adjusted risk measures in the energy futures market. (2023). Gong, Yujing ; Xue, Xiaohan ; Zhang, Ning.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1332-1372.

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5. Less disagreement, better forecasts: adjusted risk measures in the energy futures market. (2023). Gong, Yujing ; Xue, Xiaohan ; Zhang, Ning.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:118451.

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6. On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174.

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7. Futures contract collateralization and its implications. (2023). Jarrow, Robert ; Kwok, Simon S.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000890.

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8. Effects of the Covid‐19 pandemic on derivatives markets: Evidence from global futures and options exchanges. (2022). Ren, Honglin ; Ma, Han ; Gay, Gerald D ; Emm, Ekaterina E.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:5:p:823-851.

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9. Margin requirements based on a stochastic correlation model. (2022). Varadi, Kata ; Szabo, David Zoltan.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1797-1820.

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10. Guarantee requirements by European central counterparties and international volatility spillovers. (2022). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000174.

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11. Risk premia, asset price bubbles, and monetary policy. (2022). Lamichhane, Sujan ; Jarrow, Robert.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s157230892200033x.

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12. On the Choice of Central Counterparties in the EU. (2022). Demange, Gabrielle ; Piquard, Thibaut.
    In: Working papers.
    RePEc:bfr:banfra:868.

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13. Fundamental questions on central counterparties: A review of the literature. (2021). Berndsen, Ron.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:12:p:2009-2022.

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14. On the market structure of central counterparties in the EU. (2021). Demange, Gabrielle ; Piquard, Thibaut.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03107812.

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15. On the market structure of central counterparties in the EU. (2021). Demange, Gabrielle ; Piquard, Thibaut.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-03107812.

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16. Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks. (2021). Chen, Zhang-Hangjian ; Li, Sai-Ping ; Cai, Mei-Ling ; Zhong, Li-Xin ; Ren, Fei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000784.

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17. Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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18. Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron.
    In: Discussion Paper.
    RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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19. A parsimonious parametric model for generating margin requirements for futures. (2019). Alexander, Carol ; Kaeck, Andreas ; Sumawong, Anannit.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:273:y:2019:i:1:p:31-43.

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20. Does a central clearing counterparty reduce liquidity needs?. (2018). Hayakawa, Hitoshi.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0208-1.

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21. The (dis)advantages of clearinghouses before the Fed. (2018). Jaremski, Matthew.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:127:y:2018:i:3:p:435-458.

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22. Central Counterparties Help, But Do Not Assure Financial Stability. (2017). Saeidinezhad, Elham ; Lopez, Claude.
    In: MPRA Paper.
    RePEc:pra:mprapa:80358.

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23. On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172107.

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24. Predatory margins and the regulation and supervision of central counterparty clearing houses (CCPs). (2016). Pelizzon, Loriana ; Krahnen, Jan.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:41.

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25. Using Speed and Credit Limits to Address the Procyclicality of Initial Margin at Central Counterparties. (2016). Chande, Nikil ; Labelle, Nicholas.
    In: Discussion Papers.
    RePEc:bca:bocadp:16-18.

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