Cody Yu-Ling Hsiao : Citation Profile

Are you Cody Yu-Ling Hsiao?

Macau University of Science and Technology (90% share)
Australian National University (10% share)

6

H index

4

i10 index

153

Citations

RESEARCH PRODUCTION:

14

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 13
   Journals where Cody Yu-Ling Hsiao has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 16 (9.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phs26
   Updated: 2023-01-28    RAS profile: 2022-06-10    
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Relations with other researchers

Works with:

Fry-McKibbin, Renee (10)

Greenwood-Nimmo, Matthew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Cody Yu-Ling Hsiao.

Is cited by:

Mahadeo, Scott (17)

Legrenzi, Gabriella (13)

Wong, Wing-Keung (8)

McAleer, Michael (7)

Chang, Chia-Lin (7)

Mitchell, James (6)

Chan, Joshua (6)

Koop, Gary (6)

Poon, Aubrey (6)

Mignon, Valérie (5)

Joëts, Marc (5)

Cites to:

Fry-McKibbin, Renee (65)

Bekaert, Geert (28)

Tang, Chrismin (27)

Martin, Vance (26)

Fratzscher, Marcel (24)

Reinhart, Carmen (20)

Harvey, Campbell (17)

Ehrmann, Michael (15)

Kaminsky, Graciela (15)

Diebold, Francis (15)

Mehl, Arnaud (14)

Main data

Where Cody Yu-Ling Hsiao has published?

Journals with more than one article published# docs
Renewable and Sustainable Energy Reviews2
Energy2

Recent works citing Cody Yu-Ling Hsiao (2022 and 2021)

YearTitle of citing document
2021Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021The Rise of a New Anchor Currency in RCEP? A Tale of Three Currencies. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/23.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2022Investigating the Nexus between Crude Oil Price and Stock Prices of Oil Exploration Companies. (2022). Bhagav, Shravan ; Shaikh, Saheem ; Hawaldar, Iqbal Thonse ; Pinto, Prakash ; Kumar, Abhaya K ; Padmanabha, B. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-5.

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2021The rise of a new anchor currency in RCEP? A tale of three currencies. (2021). Zhou, Peng ; Guo, Dong. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002364.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2021A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors. (2021). Zoia, Maria Grazia ; Vacca, Gianmarco ; Quatto, Piero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001443.

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2022Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios. (2022). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002229.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2022Research on the evaluation of Chinas photovoltaic policy driving ability under the background of carbon neutrality. (2022). Lu, Yunyuan ; Liu, Jicheng. In: Energy. RePEc:eee:energy:v:250:y:2022:i:c:s0360544222007125.

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2022Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x.

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2022Portfolio risk and stress across the business cycle. (2022). Chakraborty, Sandip ; Kakani, Ram Kumar ; Sampath, Aravind. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000993.

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2021The joint effects of economic policy uncertainty and firm characteristics on capital structure: Evidence from US firms. (2021). Li, Xiao-Ming ; Qiu, Mei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302357.

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2022Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?. (2022). Maghyereh, Aktham ; Awartani, Basel ; Abdoh, Hussein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000283.

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2021Anchoring of inflation expectations in large emerging economies. (2021). Alex, Dony. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000074.

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2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic. (2021). Singh, Vik ; Roca, Eduardo ; Li, Bin. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:2:p:253-277.

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2021Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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2022The implications of COVID-19: Bullwhip and ripple effects in global supply chains. (2022). Nakamura, Wilson Toshiro ; Krespi, Nayane Thais ; Scarpin, Jorge Eduardo ; Santiago, Marcia Regina. In: International Journal of Production Economics. RePEc:eee:proeco:v:251:y:2022:i:c:s0925527322001165.

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2021Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers. (2021). Mahadeo, Scott ; Legrenzi, Gabriella D ; Heinlein, Reinhold. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:223-229.

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2022Energy policy and green innovation: A quantile investigation into renewable energy. (2022). Chang, Chun-Ping ; Zheng, Mingbo ; Yang, Qi-Cheng. In: Renewable Energy. RePEc:eee:renene:v:189:y:2022:i:c:p:1166-1175.

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2022The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing. (2022). Yarovaya, Larisa ; Naqvi, Bushra ; Saba, Irum ; Abbas, Syed Kumail ; Mirza, Nawazish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:276-295.

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2022Reconciled Estimates of Monthly GDP in the US. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:93615.

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2021The Impact of Oil Price on Transition toward Renewable Energy Consumption? Evidence from Russia. (2021). Mukhtarov, Shahriyar ; Karacan, Ridvan ; Yardimci, Mehmet Emin ; Leyen, Aykut ; Bari, Smail. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:10:p:2947-:d:558024.

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2021Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk. (2021). Michalski, Marek ; Amasz, Bartosz ; Puka, Radosaw. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3308-:d:569136.

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2021Electricity Markets during the Liberalization: The Case of a European Union Country. (2021). Kriaj, Alan ; Bojnec, Tefan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4317-:d:596330.

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2021Systemic Risk Spillovers in the European Energy Sector. (2021). Zeldea, Cristina ; Lupu, Iulia ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6410-:d:651252.

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2021Energy Sector Risk and Cost of Capital Assessment—Companies and Investors Perspective. (2021). Milewska, Anna ; Mdra-Sawicka, Magdalena ; Franc-Dbrowska, Justyna. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1613-:d:516820.

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2021The Impact of Oil Price Shocks on National Income: Evidence from Azerbaijan. (2021). Mukhtarov, Shahriyar ; Mammadli, Mubariz ; Humbatova, Sugra ; Hajiyev, Natig Gadimoglu. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1695-:d:519764.

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2022Evaluation of the Wind Power Industry Policy in China (2010–2021): A Quantitative Analysis Based on the PMC Index Model. (2022). Xing, Qiaoqiao ; Wang, Bangjun. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:21:p:8176-:d:960895.

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2022Opportunities and Barriers for FinTech in SAARC and ASEAN Countries. (2022). Colombage, Sisira ; McInnes, Angelique ; Imam, Tasadduq ; Grose, Robert. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:77-:d:748296.

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2021Technical Points of Water-Draw and Discharge Impact Analysis in Guidelines for Water Resource Assessment of Coastal Nuclear Power Plants. (2021). Dong, Xinsheng ; Hou, Baodeng ; Fan, Guohua ; Ding, Xiaowen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6308-:d:567680.

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2021Development of Sustainable Energy Use with Attention to Fruitful Policy. (2021). Mirjalili, Seyedali ; Rezaei, Mostafa ; Razmjoo, Armin ; Piras, Giuseppe ; Nezhad, Meysam Majidi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13840-:d:702709.

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2022The Impact of Firm Heterogeneity and External Factor Change on Innovation: Evidence from the Vehicle Industry Sector. (2022). Zhao, Lingdi ; Hu, Mingzhao ; Feng, Danlei ; Liu, Sha. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6507-:d:824661.

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2022A Review on Renewable Energy Transition under China’s Carbon Neutrality Target. (2022). Zhao, Fuquan ; Liu, Xinglong ; Bai, Fanlong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15006-:d:971468.

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2021Bayesian estimation of the stochastic volatility model with double exponential jumps. (2021). Li, Jinzhi. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:2:d:10.1007_s11147-020-09173-1.

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2021ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis. (2021). Patel, Ritesh. In: Capital Markets Review. RePEc:mfa:journl:v:29:y:2021:i:1:p:41-58.

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2022Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach. (2022). Davidson, Sharada Nia. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:4:d:10.1057_s41308-022-00174-8.

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2021Oil and US stock market shocks: implications for Canadian equities. (2021). Mahadeo, Scott ; Heinlein, Reinhold. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2021-07.

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2021High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2021). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202159.

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2022Multi-feature evaluation of financial contagion. (2022). Syrek, Robert ; Gurgul, Henryk ; Duda, Jarosaw. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:30:y:2022:i:4:d:10.1007_s10100-021-00756-3.

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2021Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient. (2021). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01806-1.

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2022Contagion or interdependence? Comparing spillover indices. (2022). Volkov, Vladimir ; Islam, Raisul. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02169-2.

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2022Sovereign contagion risk measure across financial markets in the eurozone: a bivariate copulas and Markov Regime Switching ARMA based approaches. (2022). Mansouri, Faysal ; Bouker, Sawsen. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:2:d:10.1007_s10290-021-00440-3.

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2021A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:49.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053.

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2021Macroeconomic and financial implications of multi?dimensional interdependencies between OECD countries. (2021). Flores, Edgar Mata ; Sevinc, Deniz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:741-776.

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2021The contagion phenomena of the Brexit process on main stock markets. (2021). Iiguez, Cristina ; Escribano, Ana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4462-4481.

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2021State?dependent evaluation of predictive ability. (2021). Wochner, Daniel S ; Siliverstovs, Boriss. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:547-574.

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2021Contagion effects on capital and forex markets around GFC and COVID-19 crises. A comparative study. (2021). Brania, Krzysztof ; Gurgul, Henryk. In: Operations Research and Decisions. RePEc:wut:journl:v:31:y:2021:i:2:p:41-59:id:1605.

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Works by Cody Yu-Ling Hsiao:

YearTitleTypeCited
2019A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2018Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2018The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China In: Energy.
[Full Text][Citation analysis]		article1
2022Evaluation of contagious effects of Chinas wind power industrial policies In: Energy.
[Full Text][Citation analysis]		article2
2022Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Measuring financial interdependence in asset markets with an application to eurozone equities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2021The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry In: Renewable Energy.
[Full Text][Citation analysis]		article3
2021A joint test of policy contagion with application to the solar sector In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article0
2022Effects of country risks and government subsidies on renewable energy firms’ performance: Evidence from China In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article1
2011Actually This Time Is Different In: CAMA Working Papers.
[Full Text][Citation analysis]		paper11
2013A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2013Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence In: CAMA Working Papers.
[Full Text][Citation analysis]		paper52
2014Extremal Dependence and Contagion In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2015Extremal dependence tests for contagion In: CAMA Working Papers.
[Full Text][Citation analysis]		paper26
2018Extremal dependence tests for contagion.(2018) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		article
2017Joint tests of contagion with applications to financial crises In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2017Joint tests of contagion with applications to financial crises.(2017) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2018Measuring financial interdependence in asset returns with an application to euro zone equities In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2019The Impact of International Oil Prices on the Stock Price Fluctuations of China’s Renewable Energy Enterprises In: Energies.
[Full Text][Citation analysis]		article8
2014Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review.
[Full Text][Citation analysis]		article24
2022Debt and financial market contagion In: Empirical Economics.
[Full Text][Citation analysis]		article1
2015Debt and Financial Market Contagion.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2019Joint tests of contagion with applications In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2022Financial relief policy and social distancing duringthe COVID-19 pandemic In: TUPD Discussion Papers.
[Full Text][Citation analysis]		paper0

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