Libo Yin : Citation Profile


Are you Libo Yin?

Central University of Finance and Economics (CUFE)

14

H index

22

i10 index

639

Citations

RESEARCH PRODUCTION:

65

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 79
   Journals where Libo Yin has often published
   Relations with other researchers
   Recent citing documents: 248.    Total self citations: 15 (2.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyi113
   Updated: 2022-10-01    RAS profile: 2021-03-18    
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Relations with other researchers


Works with:

Wang, Yudong (4)

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

Is cited by:

GUPTA, RANGAN (42)

Zhang, Yaojie (24)

Wang, Yudong (15)

Bouri, Elie (15)

Salisu, Afees (13)

Ji, Qiang (11)

Demirer, Riza (9)

Shahzad, Syed Jawad Hussain (8)

Raheem, Ibrahim (7)

Tiwari, Aviral (7)

Nguyen, Duc Khuong (7)

Cites to:

Kilian, Lutz (87)

Rogoff, Kenneth (47)

Campbell, John (45)

Ratti, Ronald (42)

Sarno, Lucio (41)

GUPTA, RANGAN (34)

Rossi, Barbara (33)

Narayan, Paresh (27)

Hamilton, James (26)

bloom, nicholas (24)

Roubaud, David (23)

Main data


Where Libo Yin has published?


Journals with more than one article published# docs
Energy Economics8
Physica A: Statistical Mechanics and its Applications6
The North American Journal of Economics and Finance6
Journal of Futures Markets5
Applied Economics4
Quantitative Finance4
International Review of Economics & Finance4
Pacific-Basin Finance Journal3
International Review of Financial Analysis3
Economics Letters3
Journal of Empirical Finance2
Economic Modelling2
Finance Research Letters2
Applied Economics Letters2
Emerging Markets Finance and Trade2
Computational Economics2

Working Papers Series with more than one paper published# docs
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)2

Recent works citing Libo Yin (2022 and 2021)


YearTitle of citing document
2022Can Digital Currencies Serve as Safe Havens in the Post-Covid Era?. (2022). Adom, Dsir A. In: Business, Management and Economics Research. RePEc:arp:bmerar:2022:p:17-27.

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2021Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

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2022How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421.

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2021The link between Bitcoin and Google Trends attention. (2021). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; 'Oscar G. L'opez, . In: Papers. RePEc:arx:papers:2106.07104.

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2021New 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.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horv, Mat'Uvs ; Stavsek, Daniel ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2205.05985.

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2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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2021The 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.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2021Analyzing 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.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021Modeling 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.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022The 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.

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2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2021Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145.

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2021Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248.

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2022Effects 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.

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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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2021Disagreement 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.

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2021Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model. (2021). Jin, Xiu ; Jiang, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:298-306.

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2021Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x.

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2021The 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.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021The 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.

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2021Does 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.

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

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2021COVID-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.

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2021Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

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2021The dark side of stock market liberalization: Perspectives from corporate R&D activities in China. (2021). Zhou, Jia'Nan ; Jia, Qiaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001182.

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2021Forecasting 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.

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2021Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis. (2021). Wang, DA ; Liu, Lan ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001303.

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2021Economic 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.

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2021Investor 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.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”. (2022). GENG, Xueqing ; Guo, Kun ; Wang, Yijing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001911.

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2021Public Attention to Environmental Issues and Stock Market Returns. (2021). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919315617.

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2021Dynamic linkage between the Chinese and global stock markets: A normal mixture approach. (2021). Matousek, Roman ; Xu, Yang ; Han, Liyan ; Wan, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s156601411830298x.

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2021Unintended investor sentiment on bank financial products: Evidence from China. (2021). Wang, Shengnan ; Jin, Chenglu ; Wu, Ling ; Chen, Rongda. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s1566014120303435.

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2021What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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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). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2021Do oil-price shocks predict the realized variance of U.S. REITs?. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Epni, Ouzhan ; Bonato, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429.

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2022Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648.

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2022High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

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2022The evolution of day-of-the-week and the implications in crude oil market. (2022). Nor, Normaziah Mohd ; Wen, Fenghua ; Zhu, QI ; Li, Wenhui. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832200007x.

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2022Carbon prices forecasting in quantiles. (2022). Yan, Cheng ; Shi, Yukun ; Tao, Lizhu ; Duan, Kun ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000457.

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2022Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions. (2022). Zhong, Juandan ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000846.

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2022Oil uncertainty and firms risk-taking. (2022). Lu, Man ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001025.

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2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128.

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2022Forecasting crude oil volatility with uncertainty indicators: New evidence. (2022). Umar, Muhammad ; Chen, Zhonglu ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001141.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2021The role of oil price uncertainty shocks on oil-exporting countries. (2021). Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika ; Snarska, Magorzata. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303686.

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2021The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096.

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2021Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418.

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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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2021Asymmetric effects of oil shocks on carbon allowance price: Evidence from China. (2021). Wen, Fenghua ; Zhou, Min ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000888.

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2021Forecasting crude oil prices: A scaled PCA approach. (2021). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000943.

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2021Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109.

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2021Does online investor attention drive the co-movement of stock-, commodity-, and energy markets? Insights from Google searches. (2021). Prange, Philipp. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001870.

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2021Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882.

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2021Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085.

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2021Comparative life cycle cost analysis of low pressure fuel gas supply systems for LNG fueled ships. (2021). Fu, Yunzhun ; Ju, Yonglin ; Wang, Cheng. In: Energy. RePEc:eee:energy:v:218:y:2021:i:c:s0360544220326487.

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2021Probability density forecasts for steam coal prices in China: The role of high-frequency factors. (2021). Han, Meng ; Zhao, Zhongchao ; Ding, Lili. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544221000074.

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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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2021Integrated hydrogen liquefaction processes with LNG production by two-stage helium reverse Brayton cycles taking industrial by-products as feedstock gas. (2021). Lin, Wensheng ; Xu, Jingxuan. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221006927.

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2021Asymmetric volatility spillovers between crude oil and Chinas financial markets. (2021). Li, Shouwei ; Wang, HU. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s036054422101416x.

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2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

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2022Characterizing the dynamic evolutionary behavior of multivariate price movement fluctuation in the carbon-fuel energy markets system from complex network perspective. (2022). Chen, Quanyu ; Xiong, Shi. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021447.

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2022Analysis and efficiency enhancement for energy-saving re-liquefaction processes of boil-off gas without external refrigeration cycle on LNG carriers. (2022). Cao, Xuewen ; Li, Yuxing ; Liu, Yang ; Yang, Jian ; Bian, Jiang. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pb:s0360544221023306.

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2022Process optimization, exergy and economic analysis of boil-off gas re-liquefaction processes for LNG carriers. (2022). Bian, Jiang ; Gao, Song ; Zhang, Yue ; Yang, Jian ; Cao, Xuewen. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031960.

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2022Review on the design and optimization of BOG re-liquefaction process in LNG ship. (2022). Ju, Yonglin ; Yin, Liang. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pb:s0360544221033144.

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2022The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods. (2022). Chen, Yunfei ; Jiang, Wei. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002237.

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2022The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Li, Hailing ; Zhu, Xuehong ; Chen, Ying. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002687.

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2022How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Ye, Shuping ; Mou, Xinjie ; Zhang, Chuanguo. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084.

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2021What provides the micro-foundation of monetary policies in the absence of mature economic institutions?. (2021). Fu, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302581.

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2021Investor attention and global market returns during the COVID-19 crisis. (2021). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302593.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021Big is brilliant: Understanding the Chinese size effect through profitability shocks. (2021). Liao, Huiyi ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000478.

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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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2021The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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2021COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan. (2021). Kutan, Ali ; Kattumuri, Ruth ; Kaur, Rishman Jot ; Ahmad, Wasim. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002155.

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2021A comprehensive look at stock return predictability by oil prices using economic constraint approaches. (2021). Wahab, M. I. M., ; Lu, Xinjie ; Wang, Ruoxin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002258.

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2021The influence of qualified foreign institutional investors on internal control quality: Evidence from China. (2021). Zhou, Dan ; Wu, Tianlong ; Wang, BO ; Li, Zhe. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002428.

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2022Do heterogeneous oil price shocks really have different effects on earnings management?. (2022). Lin, Boqiang ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003203.

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2022The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345.

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2022Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370.

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2022Accurate forecasts attract clients; Biased forecasts keep them happy. (2022). Wu, Yanran ; Han, Dun ; Shrider, David G ; Zhang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000424.

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2022The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941.

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2021COVID-19 and the United States financial markets’ volatility. (2021). Albulescu, Claudiu. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202.

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2021Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. (2021). Butt, Hassan Anjum ; Baig, Ahmed S ; Aun, Syed ; Haroon, Omair. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305821.

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2021The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms. (2021). Shan, Yuli ; Tian, Jinfang ; Linnenluecke, Martina ; Xue, Rui ; Wan, Daoxia. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000362.

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2021Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information. (2021). Liu, Hening ; Wang, Xinyu ; Xu, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000465.

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2021Short-term working allowance and firm risk in the post-COVID-19 period: Novel matching evidence from an emerging market. (2021). Atici, Rumeysa ; Konuk, Serhat ; Doruk, Omer Tusal. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001021.

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2022Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market. (2022). Liu, Xiaoxing ; Ma, Qianting. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002191.

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2022The cryptocurrency uncertainty index. (2022). Wang, Yizhi ; Yarovaya, Larisa ; Vigne, Samuel A ; Lucey, Brian M. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002282.

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2022COVID-19 impact on digital companies’ stock return: A dynamic data analysis. (2022). ben Hamad, Salah ; Ayadi, Imen ; Ben-Ahmed, Kais. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003524.

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More than 100 citations found, this list is not complete...

Works by Libo Yin:


YearTitleTypeCited
2018Does investor attention matter? The attention-return relationships in FX markets In: Economic Modelling.
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article14
2019Our currency, your attention: Contagion spillovers of investor attention on currency returns In: Economic Modelling.
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article6
2019Understanding stock market volatility: What is the role of U.S. uncertainty? In: The North American Journal of Economics and Finance.
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article23
2019Can skewness predict currency excess returns? In: The North American Journal of Economics and Finance.
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article3
2019Uncertainty and currency performance: A quantile-on-quantile approach In: The North American Journal of Economics and Finance.
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article9
2019Can investors attention on oil markets predict stock returns? In: The North American Journal of Economics and Finance.
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article5
2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets In: The North American Journal of Economics and Finance.
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article3
2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market In: The North American Journal of Economics and Finance.
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article19
2015Co-movements in commodity prices: Global, sectoral and commodity-specific factors In: Economics Letters.
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article12
2015Do foreign institutional investors stabilize the capital market? In: Economics Letters.
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article6
2017The role of news-based implied volatility among US financial markets In: Economics Letters.
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article21
2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model In: Journal of Empirical Finance.
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article57
2018Oil and the short-term predictability of stock return volatility In: Journal of Empirical Finance.
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article45
2015Exogenous impacts on the links between energy and agricultural commodity markets In: Energy Economics.
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article23
2016Exogenous shocks and the spillover effects between uncertainty and oil price In: Energy Economics.
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article29
2016Predicting the oil prices: Do technical indicators help? In: Energy Economics.
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article37
2017Can investor attention predict oil prices? In: Energy Economics.
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article42
2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries In: Energy Economics.
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article20
2018Oil prices and news-based uncertainty: Novel evidence In: Energy Economics.
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article13
2019Oil market uncertainty and international business cycle dynamics In: Energy Economics.
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article3
2019Dynamic link between oil prices and exchange rates: A non-linear approach In: Energy Economics.
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article12
2019Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships In: Energy.
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article11
2019News implied volatility and long-term foreign exchange market volatility In: International Review of Financial Analysis.
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article1
2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility In: International Review of Financial Analysis.
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article6
2021Adjusted dividend-price ratios and stock return predictability: Evidence from China In: International Review of Financial Analysis.
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article1
2020Can the intermediary capital risk predict foreign exchange rates? In: Finance Research Letters.
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article2
2021The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China In: Finance Research Letters.
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article3
2018Optimistic bias of analysts earnings forecasts: Does investor sentiment matter in China? In: Pacific-Basin Finance Journal.
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article11
2018Forecasting the CNY-CNH pricing differential: The role of investor attention In: Pacific-Basin Finance Journal.
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article3
2020Aggregate profit instability and time variations in momentum returns: Evidence from China In: Pacific-Basin Finance Journal.
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article1
2018Does NVIX matter for market volatility? Evidence from Asia-Pacific markets In: Physica A: Statistical Mechanics and its Applications.
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article0
2018The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China In: Physica A: Statistical Mechanics and its Applications.
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article1
2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach In: Physica A: Statistical Mechanics and its Applications.
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article7
2019Currency strategies based on momentum, carry trade and skewness In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2019The effect of oil returns on the stock markets network In: Physica A: Statistical Mechanics and its Applications.
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article4
2019Forecasting the oil prices: What is the role of skewness risk? In: Physica A: Statistical Mechanics and its Applications.
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article3
2019Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2020Firm’s quality increases and the cross-section of stock returns: Evidence from China In: International Review of Economics & Finance.
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article2
2021Systemic risk in international stock markets: Role of the oil market In: International Review of Economics & Finance.
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article0
2021Understanding cryptocurrency volatility: The role of oil market shocks In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article3
2020Firms profit instability and the cross-section of stock returns: Evidence from China In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2016Environmental Efficiency and Its Determinants for Manufacturing in China In: Sustainability.
[Full Text][Citation analysis]
article2
2015Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance In: Computational Economics.
[Full Text][Citation analysis]
article0
2020International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming In: Computational Economics.
[Full Text][Citation analysis]
article1
2018Investor Attention and Stock Returns: International Evidence In: Emerging Markets Finance and Trade.
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article4
2019Chinese Stock Returns and the Role of News-Based Uncertainty In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article3
2013Options strategies for international portfolios with overall risk management via multi-stage stochastic programming In: Annals of Operations Research.
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article1
2016Does oil price respond to macroeconomic uncertainty? New evidence In: Empirical Economics.
[Full Text][Citation analysis]
article18
2014Macroeconomic uncertainty: does it matter for commodity prices? In: Applied Economics Letters.
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article20
2014Spillovers of macroeconomic uncertainty among major economies In: Applied Economics Letters.
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article39
2016Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis In: Applied Economics.
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article15
2018Investor attention and currency performance: international evidence In: Applied Economics.
[Full Text][Citation analysis]
article2
2018Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty In: Applied Economics.
[Full Text][Citation analysis]
article3
2020Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach In: Applied Economics.
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article3
2016Macroeconomic impacts on commodity prices: China vs. the United States In: Quantitative Finance.
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article5
2017Predictability of structural co-movement in commodity prices: the role of technical indicators In: Quantitative Finance.
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article7
2017Systemic risk and dynamics of contagion: a duplex inter-bank network In: Quantitative Finance.
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article5
2019The predictive performance of the currency futures basis for spot returns In: Quantitative Finance.
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article1
2019Common idiosyncratic volatility and returns: From an investment horizon perspective In: International Journal of Finance & Economics.
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article0
2013Exogenous Shocks and Information Transmission in Global Copper Futures Markets In: Journal of Futures Markets.
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article7
2017The effects of investor attention on commodity futures markets In: Journal of Futures Markets.
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article14
2018Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non?energy sectors In: Journal of Futures Markets.
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article11
2019Can skewness of the futures?spot basis predict currency spot returns? In: Journal of Futures Markets.
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article4
2020Intermediary asset pricing in commodity futures returns In: Journal of Futures Markets.
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article2
2016What drives long-term oil market volatility? Fundamentals versus Speculation In: Economics Discussion Papers.
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paper7
2016What drives long-term oil market volatility? Fundamentals versus speculation.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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This paper has another version. Agregated cites: 7
article
2017Does investor attention matter? The attention-return relation in gold futures market In: Economics Discussion Papers.
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paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team