Cheng Peng : Citation Profile


Are you Cheng Peng?

2

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1

i10 index

20

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   1 years (2016 - 2017). See details.
   Cites by year: 20
   Journals where Cheng Peng has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe824
   Updated: 2020-03-21    RAS profile: 2017-05-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Cheng Peng.

Is cited by:

Shahbaz, Muhammad (4)

Tiwari, Aviral (3)

Martin, Franck (2)

miloudi, anthony (2)

Nguyen, Duc Khuong (1)

Lee, Chien-Chiang (1)

Pradhan, Ashis (1)

Pradhan, Ashis (1)

Shahzad, Syed Jawad Hussain (1)

Yoon, Seong-Min (1)

Smyth, Russell (1)

Cites to:

Engle, Robert (3)

Risse, Marian (3)

Pierdzioch, Christian (3)

Bassett, Gilbert (3)

lucey, brian (3)

Zhang, Dayong (2)

Lin, Hsin-Yi (2)

Siklos, Pierre (2)

Apergis, Nicholas (2)

Boubaker, Sabri (2)

Baur, Dirk (2)

Main data


Where Cheng Peng has published?


Recent works citing Cheng Peng (2018 and 2017)


YearTitle of citing document
2018Modelling stock correlations with expected returns from investors. (2018). Ren, Fei ; Zhong, Li-Xin ; Li, Sai-Ping ; Yang, Ming-Yuan. In: Papers. RePEc:arx:papers:1803.02019.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

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2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea. (2019). Yoon, Seong-Min ; Yun, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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2019Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Mensi, Walid ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed ; Hkiri, Besma ; Hammoudeh, Shawkat. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:101-110.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2019The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:66-76.

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2017Optimal pairs trading strategies in a cointegration framework. (2017). Martin, Franck ; Huang, Zhe. In: Working Papers. RePEc:hal:wpaper:halshs-01566803.

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2018New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: MPRA Paper. RePEc:pra:mprapa:84778.

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2019Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2.

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2017Optimal pairs trading strategies in a cointegration framework. (2017). Martin, Franck ; Huang, Zhe. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2017-08.

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Works by Cheng Peng:


YearTitleTypeCited
2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms In: Economic Modelling.
[Full Text][Citation analysis]
article12
2016Quantile behaviour of cointegration between silver and gold prices In: Finance Research Letters.
[Full Text][Citation analysis]
article8

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