29
H index
52
i10 index
2548
Citations
Nanjing University of Science and Technology | 29 H index 52 i10 index 2548 Citations RESEARCH PRODUCTION: 98 Articles 2 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yudong Wang. | Is cited by: | Cites to: |
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Working Papers / Brandeis University, Department of Economics and International Businesss School | 2 |
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2021 | Is the Configuration of Indian Stock Market Weakly Efficient?. (2021). Sahoo, Aditya Prasad. In: ComFin Research. RePEc:acg:comfin:v:9:y:2021:i:3:p:1-6. Full description at Econpapers || Download paper | |
2022 | Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520. Full description at Econpapers || Download paper | |
2022 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper | |
2022 | Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204. Full description at Econpapers || Download paper | |
2021 | Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227. Full description at Econpapers || Download paper | |
2021 | Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403. Full description at Econpapers || Download paper | |
2021 | Pattern recognition in trading behaviors before stock price jumps: new method based on multivariate time series classification. (2020). Azencott, Robert ; Kong, AO ; Zhu, Hongliang. In: Papers. RePEc:arx:papers:2011.04939. Full description at Econpapers || Download paper | |
2021 | Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism. (2021). Li, BO ; Long, Wen ; Dai, Wei ; Shi, Yong. In: Papers. RePEc:arx:papers:2101.02736. Full description at Econpapers || Download paper | |
2022 | Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891. Full description at Econpapers || Download paper | |
2021 | On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707. Full description at Econpapers || Download paper | |
2021 | Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154. Full description at Econpapers || Download paper | |
2021 | Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective. (2021). Xiong, Luwei ; Wang, Shaofei ; Shiao, Han-Tai ; Mehta, Dhagash ; Pagliaro, Cynthia . In: Papers. RePEc:arx:papers:2107.05592. Full description at Econpapers || Download paper | |
2021 | New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2110.02693. Full description at Econpapers || Download paper | |
2021 | Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks. (2021). Nybo, Curtis. In: Papers. RePEc:arx:papers:2110.09489. Full description at Econpapers || Download paper | |
2022 | The short-term effect of COVID-19 pandemic on Chinas crude oil futures market: A study based on multifractal analysis. (2022). Yan-Hong, Yang ; Ying-Lin, Liu ; Ying-Hui, Shao. In: Papers. RePEc:arx:papers:2204.05199. Full description at Econpapers || Download paper | |
2021 | Can Oil Prices Predict Japanese Yen?. (2021). Devpura, Neluka. In: Asian Economics Letters. RePEc:ayb:jrnael:16. Full description at Econpapers || Download paper | |
2021 | Oil Price Shocks During the COVID-19 Pandemic - Evidence From United Kingdom Energy Stocks. (2021). Tekin, Hasan ; Dogan, Abdullah ; Polat, Ali Yavuz ; Mugaloglu, Erhan. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:1. Full description at Econpapers || Download paper | |
2022 | Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty exposure and earnings management: evidence from China. (2021). Wang, Hua ; Fang, Zhenming ; Yao, Shouyu ; Cui, Xin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3937-3976. Full description at Econpapers || Download paper | |
2021 | Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782. Full description at Econpapers || Download paper | |
2021 | On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728. Full description at Econpapers || Download paper | |
2021 | Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090. Full description at Econpapers || Download paper | |
2021 | Modelling Asymmetry and Leverage in Cryptocurrencies and Emerging Financial Markets. (2021). ALAGIDEDE, IMHOTEP ; Omaneadjepong, Maurice. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:2:p:152-166. Full description at Econpapers || Download paper | |
2021 | The profitability of trading on large Lévy jumps. (2021). Pan, Zheyao ; Gray, Phil ; Chan, Kam Fong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:627-635. Full description at Econpapers || Download paper | |
2021 | Corporate irresponsibility and stock price crash risk. (2021). Mahmood, Haroon ; Bahadar, Stephen ; Zaman, Rashid. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:786-820. Full description at Econpapers || Download paper | |
2021 | The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2022 | Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849. Full description at Econpapers || Download paper | |
2022 | The effect of climate change and energy shocks on food security in Irans provinces. (2022). Tarazkar, Mohammad Hassan ; Zibaei, Mansour ; Dehbidi, Navid Kargar. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:2:p:417-437. Full description at Econpapers || Download paper | |
2022 | Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185. Full description at Econpapers || Download paper | |
2021 | The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. (2021). Ziyi, Zhang ; Jie, LI ; Ping, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:469-497:n:2. Full description at Econpapers || Download paper | |
2021 | Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322. Full description at Econpapers || Download paper | |
2021 | Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31. Full description at Econpapers || Download paper | |
2021 | Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35. Full description at Econpapers || Download paper | |
2021 | Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6. Full description at Econpapers || Download paper | |
2021 | Indonesia’s Bank Response of Interest Rates to the Prices of World Crude Oil and Foreign Rates of Interest. (2021). Sinambela, Elizar ; Hani, Syafrida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-65. Full description at Econpapers || Download paper | |
2021 | Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17. Full description at Econpapers || Download paper | |
2021 | Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds. (2021). Senjyu, Tomonobu ; Lisin, Anton. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-23. Full description at Econpapers || Download paper | |
2021 | Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5. Full description at Econpapers || Download paper | |
2021 | Brent and Urals Oil Price Control Mechanisms. (2021). Vladimirovna, Nezhnikova Ekaterina ; Chernyaev, Maxim Vasilyevich ; Solovieva, Yuliana Vladimirovna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-69. Full description at Econpapers || Download paper | |
2021 | Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries. (2021). Massadikov, Khairulla. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-16. Full description at Econpapers || Download paper | |
2021 | The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach. (2021). Pruchnicka-Grabias, Izabela. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-34. Full description at Econpapers || Download paper | |
2022 | Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46. Full description at Econpapers || Download paper | |
2022 | Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-21. Full description at Econpapers || Download paper | |
2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper | |
2021 | Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x. Full description at Econpapers || Download paper | |
2021 | A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489. Full description at Econpapers || Download paper | |
2022 | The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162. Full description at Econpapers || Download paper | |
2022 | Optimal sizing and operations of shared energy storage systems in distribution networks: A bi-level programming approach. (2022). Chen, Jie ; Zhang, Zhe ; Pea-Mora, Feniosky ; Song, Xiaoling ; Huang, Huijun ; Ma, Mingtao. In: Applied Energy. RePEc:eee:appene:v:307:y:2022:i:c:s0306261921014410. Full description at Econpapers || Download paper | |
2022 | Dynamic energy flow analysis of integrated gas and electricity systems using the holomorphic embedding method. (2022). Wu, Q H ; Pan, Shixian ; Li, Zhigang ; Zhang, Tong. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921015920. Full description at Econpapers || Download paper | |
2022 | Consumer-centric decarbonization framework using Stackelberg game and Blockchain. (2022). Strbac, Goran ; Teng, Fei ; Sun, Hongjian ; Jiang, Jing ; Hua, Weiqi. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921016226. Full description at Econpapers || Download paper | |
2022 | Coordinated management of centralized and distributed generation in an integrated energy system using a multi-agent approach. (2022). Zhou, Bin ; Sokolov, Dmitry ; Mayorov, Gleb ; Barakhtenko, Evgeny ; Stennikov, Valery. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921017086. Full description at Econpapers || Download paper | |
2021 | Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329. Full description at Econpapers || Download paper | |
2021 | Bond intraday momentum. (2021). Li, YI ; Wang, Pengfei ; Zhang, Wei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000599. Full description at Econpapers || Download paper | |
2021 | Cross-correlations between price and volume in Chinas crude oil futures market: A study based on multifractal approaches. (2021). Zhang, Hongwei ; Cheng, Hui ; Guo, Yaoqi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792031033x. Full description at Econpapers || Download paper | |
2021 | Detrended multifractal characterization of Indian rainfall records. (2021). Mali, Provash ; Sarker, Alivia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921006512. Full description at Econpapers || Download paper | |
2022 | Detecting multifractality and exposing distributions of local fluctuations: Detrended fluctuation analysis with descriptive statistics pooling. (2022). Zhao, Xufeng ; Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010328. Full description at Econpapers || Download paper | |
2022 | Sources of multifractality of the brain rs-fMRI signal. (2022). Biswal, Bharat ; Yang, Yanmiao ; Wan, Dongyu ; Guan, Sihai. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004325. Full description at Econpapers || Download paper | |
2022 | A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489. Full description at Econpapers || Download paper | |
2021 | Policy uncertainty and sectoral stock market volatility in China. (2021). Ding, Hui ; Li, Xiao-Lin ; Zhao, Bing ; Si, Deng-Kui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:557-573. Full description at Econpapers || Download paper | |
2021 | Analyzing causality between epidemics and oil prices: Role of the stock market. (2021). Gong, Qiang ; Jang, Chyi-Lu ; Chang, Chun-Ping ; Sui, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:148-158. Full description at Econpapers || Download paper | |
2021 | Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419. Full description at Econpapers || Download paper | |
2022 | Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344. Full description at Econpapers || Download paper | |
2022 | The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715. Full description at Econpapers || Download paper | |
2022 | The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China. (2022). Zhang, Rui ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:789-805. Full description at Econpapers || Download paper | |
2022 | Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:548-562. Full description at Econpapers || Download paper | |
2021 | Social media sentiment, model uncertainty, and volatility forecasting. (2021). Lehrer, Steven ; Zhang, Xinyu ; Xie, Tian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001450. Full description at Econpapers || Download paper | |
2021 | Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772. Full description at Econpapers || Download paper | |
2021 | Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784. Full description at Econpapers || Download paper | |
2021 | Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). Yang, MO ; Wei, YU ; Yi, Heling ; Lyu, Yongjian. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002054. Full description at Econpapers || Download paper | |
2021 | Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013. Full description at Econpapers || Download paper | |
2022 | Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250. Full description at Econpapers || Download paper | |
2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
2021 | Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183. Full description at Econpapers || Download paper | |
2021 | Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994. Full description at Econpapers || Download paper | |
2021 | Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384. Full description at Econpapers || Download paper | |
2021 | Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:385-393. Full description at Econpapers || Download paper | |
2021 | Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:362-370. Full description at Econpapers || Download paper | |
2021 | The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984. Full description at Econpapers || Download paper | |
2021 | The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047. Full description at Econpapers || Download paper | |
2021 | Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278. Full description at Econpapers || Download paper | |
2021 | The effects of oil price shocks on inflation in the G7 countries. (2021). Zhang, Keli ; Wen, Fenghua ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000279. Full description at Econpapers || Download paper | |
2021 | Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280. Full description at Econpapers || Download paper | |
2021 | Indicator selection and stock return predictability. (2021). Zhu, Huan ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000309. Full description at Econpapers || Download paper | |
2021 | Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322. Full description at Econpapers || Download paper | |
2021 | Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334. Full description at Econpapers || Download paper | |
2021 | Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks. (2021). Jiang, LE ; Zhang, Guangyong ; Fu, Min ; Tian, Lixin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000668. Full description at Econpapers || Download paper | |
2021 | Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x. Full description at Econpapers || Download paper | |
2021 | Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747. Full description at Econpapers || Download paper | |
2021 | Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905. Full description at Econpapers || Download paper | |
2021 | COVID-19 and asymmetric volatility spillovers across global stock markets. (2021). Li, Wenqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000954. Full description at Econpapers || Download paper | |
2021 | What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133. Full description at Econpapers || Download paper | |
2021 | Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Chang, Xiaoming ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001297. Full description at Econpapers || Download paper | |
2021 | A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001352. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418. Full description at Econpapers || Download paper | |
2021 | Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market. (2021). Wang, Xinyi ; Su, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001583. Full description at Econpapers || Download paper | |
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