Lu Yang : Citation Profile


Are you Lu Yang?

Shenzhen University

8

H index

7

i10 index

215

Citations

RESEARCH PRODUCTION:

31

Articles

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 26
   Journals where Lu Yang has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 14 (6.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya385
   Updated: 2021-10-09    RAS profile: 2021-10-06    
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Relations with other researchers


Works with:

Hamori, Shigeyuki (14)

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

Is cited by:

Hamori, Shigeyuki (12)

Tiwari, Aviral (8)

Deisting, Florent (6)

Vo, Xuan Vinh (5)

Shahzad, Syed Jawad Hussain (4)

lucey, brian (3)

Yin, Libo (3)

Mokni, Khaled (3)

Albulescu, Claudiu (3)

Lin, Boqiang (3)

Ji, Qiang (3)

Cites to:

Hamori, Shigeyuki (35)

Nguyen, Duc Khuong (27)

Engle, Robert (17)

Reboredo, Juan (16)

Aloui, Riadh (15)

Ratti, Ronald (15)

GUPTA, RANGAN (15)

Hammoudeh, Shawkat (15)

Baruník, Jozef (14)

Filis, George (13)

Bollerslev, Tim (12)

Main data


Where Lu Yang has published?


Journals with more than one article published# docs
Journal of Reviews on Global Economics4
The North American Journal of Economics and Finance4
International Review of Financial Analysis3
Energies3
Economic Modelling2
Emerging Markets Finance and Trade2
International Review of Economics & Finance2
Applied Financial Economics2

Recent works citing Lu Yang (2021 and 2020)


YearTitle of citing document
2021Capital account liberalisation in India: Volatility of capital flows and selective policy issues. (2021). Kubendran, N ; Jaiswal, Shivangi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:201-218.

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2020Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.06184.

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2020Portfolio Risk Measurement Using a Mixture Simulation Approach. (2020). Sharifi, Azin ; Sina, Seyed Mohammad ; Arian, Hamidreza. In: Papers. RePEc:arx:papers:2011.07994.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2021On 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.

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2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

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2021Time–Frequency Regression. (2021). Yoshito, Funashima. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:21-32:n:1.

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2020Relationship between Oil and Stock Markets: Evidence from Pakistan Stock Exchange. (2020). Hanif, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-19.

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2020Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis. (2020). Hung, Ngo Thai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-37.

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2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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2021Do opinion polls on government preference influence stock returns?. (2021). Narayan, Seema. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s221463502100037x.

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2021Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Wang, Xunhong ; Li, Yiou ; Yuan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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2020A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection. (2020). Tong, Yongbo ; Xu, Qifa ; Ding, Xiaoyi ; Jiang, Cuixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300993.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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2020Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807.

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2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012.

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2021Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Qitong ; Hau, Liya ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000759.

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2021The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Yu, Minli ; Zhu, Zixiang ; Gu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930.

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2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

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2021Oil prices, policy uncertainty and travel and leisure stocks in China. (2021). Dong, Xuesong ; Chen, Jinyu ; Qin, Yun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000177.

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2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

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2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

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2021Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy. (2021). Arifli, Arif ; Yildirim, Zekeriya. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326347.

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2021News-based equity market uncertainty and crude oil volatility. (2021). Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001791.

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2021The effects of the oil price and oil price volatility on inflation in Turkey. (2021). Unal, Emre ; Kose, Nezir. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006411.

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2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

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2020Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x.

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2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. (2020). Sharif, Arshian ; Yarovaya, Larisa ; Aloui, Chaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030140x.

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2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496.

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2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

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2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. (2020). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461232031597x.

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2021A two-stage general approach to aggregate multiple bank risks. (2021). Li, Jian Ping ; Wei, LU ; Zhu, Xiaoqian. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030533x.

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2021The impact of corruption, economic freedom, regulation and transparency on bank profitability and bank stability: Evidence from the Eurozone area. (2021). Tomuleasa, Iuliana ; Pilbeam, Keith ; Asteriou, Dimitrios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:150-177.

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2020Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515.

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2021Oil price uncertainty and industrial production in oil-exporting countries. (2021). Payaslıoğlu, Cem ; PAYASLIOGLU, Cem ; Alao, Rasheed O. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309867.

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2021Analyzing the impacts of geopolitical risk and economic uncertainty on natural resources rents. (2021). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000738.

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2021The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach. (2021). Gallali, Mohamed Imen ; Kouki, Saoussen ; Atri, Hanen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000787.

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2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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2021On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Adetokunbo, Abiodun M ; Adekoya, Oluwasegun B ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

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2021Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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2021How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001355.

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2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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2021Detecting lag linkage effect between economic policy uncertainty and crude oil price: A multi-scale perspective. (2021). Li, Xiuming ; Gao, Cuixia ; Sun, Mei ; He, Huizi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004192.

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2020The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

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2020The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains. (2020). Yan, Xing-Xing ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:750-768.

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2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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2020Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659.

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2021Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective. (2021). Lin, Boqiang ; Bai, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192030965x.

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2021COVID-19, stock market and sectoral contagion in US: a time-frequency analysis. (2021). da Silva, Cristiano ; Costa, Antonio ; Matos, Paulo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000210.

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2021The mechanism of credit risk contagion among internet P2P lending platforms based on a SEIR model with time-lag. (2021). Ma, Shujian ; Wang, Jun ; Li, Meng ; Zhao, Chengguo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000283.

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2021Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves. (2021). Ben Cheikh, Nidhaleddine ; Yousfi, Mohamed ; Bouzgarrou, Houssem ; ben Lahouel, Bechir ; ben Zaied, Younes . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001426.

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2021Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkeys monetary policy measures with selected determinants. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:170:y:2021:i:c:s0040162521003164.

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2020The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies. (2020). Daglis, Theodoros ; Pasiouras, Alexandros. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special2:p:352-361.

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2021The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Gouider, Abdessalem ; Mezghani, Imed ; ben Haddad, Hedi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:91-:d:575121.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2020Effect of Oil Prices on Exchange Rate Movements in Korea and Japan Using Markov Regime-Switching Models. (2020). Choi, Kyungmee ; Kim, So-Yeun. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4402-:d:404436.

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2020Multi-Time Scale Spillover Effect of International Oil Price Fluctuation on China’s Stock Markets. (2020). Streimikiene, Dalia ; Song, Qinghua ; Zhu, Jingran. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4641-:d:409933.

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2020Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach. (2020). Szafranek, Karol ; Szafrański, Grzegorz ; Woko, Zuzanna ; Szafraski, Grzegorz ; Kwas, Marek. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6327-:d:453941.

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2020Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index?. (2020). Hamori, Shigeyuki ; Liu, Guizhou. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1179-:d:328478.

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2020Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices. (2020). Toyoshima, Yuki ; Nakajima, Tadahiro. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1533-:d:336634.

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2020Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Zheng, Yuhang ; Peng, Jiaying ; Failler, Pierre ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651.

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2021Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil. (2021). Dong, Hao ; Yao, Yanyan ; Li, Zhenghui ; Liu, Yanqiong. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:4063-:d:589038.

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2021Systemic Risk Modeling with Lévy Copulas. (2021). Kim, Youngshin ; Djuri, Petar M ; Liu, Yuhao ; Glimm, James ; Rachev, Svetlozar T. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:251-:d:569413.

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2021Investigating the Causal Linkages among Inflation, Interest Rate, and Economic Growth in Pakistan under the Influence of COVID-19 Pandemic: A Wavelet Transformation Approach. (2021). Birau, Ramona ; Spulbar, Cristi ; Ejaz, Abdullah ; Naeem, Muhammad Zahid ; Batool, Maryam ; Ghulam, Huma ; Hayat, Muhammad Azmat. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:277-:d:577714.

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2020Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana. (2020). Adam, Anokye M ; Mensah, Prince Osei. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:55-:d:365570.

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2020Measurement of Systemic Risk in Global Financial Markets and Its Application in Forecasting Trading Decisions. (2020). Rahman, Sanzidur ; Sriboonchitta, Songsak ; Qi, Yang ; Song, Quanrui ; Liu, Jianxu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4000-:d:357862.

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2020The Effectiveness of Self-Sufficiency Policy: International Price Transmissions in Beef Markets. (2020). Tanaka, Tetsuji ; Guo, Jin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6073-:d:391141.

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2020Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

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2020Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach. (2020). Wong, Wing-Keung ; Sriboonchitta, Songsak ; Tang, Jiechen ; Yuan, Xinyu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:393-:d:305046.

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2020Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02507184.

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2021FOREIGN OWNERSHIP, STOCK PERFORMANCE-RISK, AND MACROECONOMIC FACTORS IN ASEAN COUNTRIES. (2021). Nuka, Wayan I ; Hanafi, Mamduh M ; Naufa, Ahmad Maulin. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:24:y:2021:i:1g:p:151-168.

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2020Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach Abstract: This study investigates both the constant and time-varying conditional dependency between crude oil a. (2020). Hung, Ngo Thai. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:62-86.

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2020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

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2021Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach. (2021). Bakari, Sayef ; Benzid, Lamia. In: MPRA Paper. RePEc:pra:mprapa:105566.

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2021Spillover effects from China and the US to global emerging markets: a dynamic analysis. (2021). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: MPRA Paper. RePEc:pra:mprapa:109349.

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2020.

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2021Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model. (2021). Hung, Ngo Thai. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:1:p:36-56.

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2020.

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2021What is the optimal weight for gold in a portfolio?. (2021). Peat, Maurice ; Lucey, Brian M ; Vigne, Samuel A ; Evi, Aleksandar. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03496-5.

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2020Co-movements in commodity markets and implications in diversification benefits. (2020). Hamori, Shigeyuki ; Tian, Shuairu ; Chang, Youngho ; Fang, Zheng ; Cai, Xiao Jing. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1551-3.

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2020Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios. (2020). Unal, Gazanfer ; Demirel, Mustafa. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00203-3.

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2021Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00245-1.

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2020Dynamic structural impacts of oil shocks on exchange rates: lessons to learn. (2020). Bouri, Elie ; Suleman, Muhammad Tahir ; Hussain, Syed Jawad ; Ji, Qiang. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00194-5.

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2021Asymmetric interdependence between currency markets volatilities across frequencies and time scales. (2021). Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2436-2457.

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2021Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2021). Nguyen, Duc Khuong ; Ji, Qiang ; Fan, Ying ; Liu, Bingyue. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2612-2636.

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2021A large constrained time?varying portfolio selection model with DCC?MIDAS: Evidence from Chinese stock market. (2021). He, Yaoyao ; Jiang, Cuixia ; Zuo, Junqing ; Xu, Qifa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3417-3435.

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2020Dependence Structure Analysis and VaR Estimation Based on China’s and International Gold Price: A Copula Approach. (2020). Lai, Kin Keung ; Wang, Junwei ; Liang, Zhicheng. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:19:y:2020:i:01:n:s0219622019500445.

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Works by Lu Yang:


YearTitleTypeCited
2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach In: Journal of Asian Economics.
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article2
2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market In: Economic Analysis and Policy.
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article0
2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
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article19
2016Interdependence of foreign exchange markets: A wavelet coherence analysis In: Economic Modelling.
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article17
2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis In: The North American Journal of Economics and Finance.
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article10
2018What determines the long-term correlation between oil prices and exchange rates? In: The North American Journal of Economics and Finance.
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article8
2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach In: The North American Journal of Economics and Finance.
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article7
2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis In: The North American Journal of Economics and Finance.
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article8
2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective In: Energy Economics.
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article23
2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries In: International Review of Financial Analysis.
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2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market In: International Review of Financial Analysis.
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article1
2021The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? In: International Review of Financial Analysis.
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article0
2014Dependence structure between CEEC-3 and German government securities markets In: Journal of International Financial Markets, Institutions and Money.
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article7
2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis In: International Review of Economics & Finance.
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2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate In: International Review of Economics & Finance.
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article3
2019Determinants of the Long-Term Correlation between Crude Oil and Stock Markets In: Energies.
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article2
2020Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach In: Energies.
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article2
2020Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management In: Energies.
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article4
2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach In: Sustainability.
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article5
2013Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises In: Journal of Reviews on Global Economics.
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2014The Phillips Curve in the United States and Canada: A GARCHDCC Analysis In: Journal of Reviews on Global Economics.
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2015Does Capital Account Liberalization Affect the Financial Stability: Evidence from China In: Journal of Reviews on Global Economics.
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2015This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market In: Journal of Reviews on Global Economics.
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2016Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries In: Emerging Markets Finance and Trade.
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article3
2018Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds In: Emerging Markets Finance and Trade.
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article2
2013EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets In: Transition Studies Review.
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article4
2013Dependence structure among international stock markets: a GARCH--copula analysis In: Applied Financial Economics.
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article18
2014Gold prices and exchange rates: a time-varying copula analysis In: Applied Financial Economics.
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article11
2019Do anticorruption efforts affect banking system stability? In: The Journal of International Trade & Economic Development.
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article1
2018MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS In: Annals of Financial Economics (AFE).
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