5
H index
2
i10 index
77
Citations
Heriot-Watt University | 5 H index 2 i10 index 77 Citations RESEARCH PRODUCTION: 13 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bing Xu. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Review of Financial Analysis | 2 |
Applied Economics | 2 |
Energy Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2018 | Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01. Full description at Econpapers || Download paper |
2018 | How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1811.03820. Full description at Econpapers || Download paper |
2018 | Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto ; Fueki, Takuji. In: BIS Working Papers. RePEc:bis:biswps:725. Full description at Econpapers || Download paper |
2017 | Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: Documentos de Trabajo CIEF. RePEc:col:000122:015923. Full description at Econpapers || Download paper |
2019 | Is There a “Reverse Causality” from Nominal Financial Variables to Energy Prices?. (2019). Venegas-MartÃnez, Francisco ; Venegas-Martinez, Francisco ; Aali-Bujari, Ali ; Santillan-Salgado, Roberto J. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-26. Full description at Econpapers || Download paper |
2019 | Oil 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. Full description at Econpapers || Download paper |
2019 | Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Ãric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97. Full description at Econpapers || Download paper |
2018 | Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function. (2018). Zhang, Yue-Jun ; Chen, Ming-Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:64-78. Full description at Econpapers || Download paper |
2017 | Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333. Full description at Econpapers || Download paper |
2017 | Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267. Full description at Econpapers || Download paper |
2018 | Dynamic jumps in global oil price and its impacts on Chinas bulk commodities. (2018). Zhang, Chuanguo ; Yu, Danlin ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:297-306. Full description at Econpapers || Download paper |
2018 | The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386. Full description at Econpapers || Download paper |
2019 | Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969. Full description at Econpapers || Download paper |
2019 | On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432. Full description at Econpapers || Download paper |
2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649. Full description at Econpapers || Download paper |
2019 | Global overview of crude oil use: From source to sink through inter-regional trade. (2019). Chen, G Q ; Wu, X F. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:476-486. Full description at Econpapers || Download paper |
2019 | How oil prices affect East and Southeast Asian economies: Evidence from financial markets and implications for energy security. (2019). Thorbecke, Willem. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:628-638. Full description at Econpapers || Download paper |
2019 | Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach. (2019). Sek, Siok Kun. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:272-280. Full description at Econpapers || Download paper |
2018 | What 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. Full description at Econpapers || Download paper |
2018 | Business failure, efficiency, and volatility: Evidence from the European insurance industry. (2018). Eling, Martin ; Jia, Ruo. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:58-76. Full description at Econpapers || Download paper |
2018 | Forecasting crude oil price volatility. (2018). Herrera, Ana Maria ; Pastor, Daniel ; Hu, Liang. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:622-635. Full description at Econpapers || Download paper |
2017 | The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146. Full description at Econpapers || Download paper |
2018 | The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280. Full description at Econpapers || Download paper |
2019 | Generalised framework for multi-criteria method selection. (2019). Karczmarczyk, Artur ; Ziemba, Pawe ; Jankowski, Jarosaw ; Wtrobski, Jarosaw ; Zioo, Magdalena. In: Omega. RePEc:eee:jomega:v:86:y:2019:i:c:p:107-124. Full description at Econpapers || Download paper |
2017 | Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:257-265. Full description at Econpapers || Download paper |
2018 | Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045. Full description at Econpapers || Download paper |
2019 | Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96. Full description at Econpapers || Download paper |
2018 | Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Ãric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675. Full description at Econpapers || Download paper |
2018 | The Impact of Oil Prices on East and Southeast Asian Economies: Evidence from financial markets. (2018). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:18043. Full description at Econpapers || Download paper |
2018 | Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404. Full description at Econpapers || Download paper |
2019 | Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267. Full description at Econpapers || Download paper |
2019 | Determinants of Banks’ Net Interest Margin: Evidence from the Euro Area during the Crisis and Post-Crisis Period. (2019). Gallo, Manuela ; Aristei, David ; Angori, Gabriele. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3785-:d:247271. Full description at Econpapers || Download paper |
2017 | Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing. In: CEERP Working Paper Series. RePEc:hwc:wpaper:006. Full description at Econpapers || Download paper |
2019 | Predicting Corporate Financial Failure Using Macroeconomic Variables and Accounting Data. (2019). Acosta-Gonzalez, Eduardo ; Ganga, Hicham ; Fernandez-Rodriguez, Fernando. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9737-x. Full description at Econpapers || Download paper |
2019 | Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models. (2019). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2697. Full description at Econpapers || Download paper |
2017 | Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: MPRA Paper. RePEc:pra:mprapa:77324. Full description at Econpapers || Download paper |
2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: MPRA Paper. RePEc:pra:mprapa:96270. Full description at Econpapers || Download paper |
2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:96446. Full description at Econpapers || Download paper |
2018 | Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions. (2018). Mousavi, Mohammad Mahdi ; Ouenniche, Jamal. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2814-2. Full description at Econpapers || Download paper |
2019 | Uncertainty 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Oil Price Shocks and the Stock Market: Evidence from Japan In: The Energy Journal. [Full Text][Citation analysis] | article | 37 |
2019 | ECONOMIC POLICY UNCERTAINTY EFFECTS ON CREDIT AND STABILITY OF FINANCIAL INSTITUTIONS In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
2018 | The Impact of Uncertainty on Financial Institutions In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Assessing energy business cases implemented in the North Sea Region and strategy recommendations In: Applied Energy. [Full Text][Citation analysis] | article | 1 |
2014 | Allocation effects of uncertainty on resources in Japan In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2012 | A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices volatility forecasting models In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
2019 | Oil prices, fundamentals and expectations In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2015 | Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
2016 | Sentiment volatility and bank lending behavior In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2016 | Inflation volatility effects on the allocation of bank loans In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 5 |
2016 | Towards a common measure of greenhouse gas related logistics activity using data envelopment analysis In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 0 |
2013 | Allocation Effects of Uncertainty on Resources in Japan In: CFI Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2017 | Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2011 | A multidimensional framework for performance evaluation of forecasting models: context-dependent DEA In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2015 | Oil prices and UK industry-level stock returns In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2017 | IPOs’ signalling effects for speculative stock detection: evidence from the Stock Exchange of Thailand In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
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