11
H index
12
i10 index
605
Citations
Monash University | 11 H index 12 i10 index 605 Citations RESEARCH PRODUCTION: 30 Articles 26 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xibin Zhang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 5 |
Computational Statistics & Data Analysis | 5 |
Journal of Time Series Analysis | 4 |
Econometric Reviews | 3 |
Working Papers Series with more than one paper published | # docs |
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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 26 |
Year ![]() | Title of citing document ![]() |
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2025 | . Full description at Econpapers || Download paper |
2024 | Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing. (2024). Manner, Hans ; Dovern, Jonas ; Bjerkander, Lena S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11027. Full description at Econpapers || Download paper |
2024 | A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity. (2024). Deng, Yaguo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43837. Full description at Econpapers || Download paper |
2024 | Time-Varying Income and Price Elasticities of Oil Demand in OECD Countries. (2024). Aatk, Abdurrahman Nazif ; Helmi, Mohamad Husam ; Akdeniz, Cokun ; Ball, Esra ; Bucak, Aala. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-30. Full description at Econpapers || Download paper |
2024 | Decarbonization by digits: How data factors drive nonlinear sustainable dynamics in manufacturing. (2024). Li, Shanhong ; Wu, Qingyang. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013503. Full description at Econpapers || Download paper |
2024 | Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933. Full description at Econpapers || Download paper |
2024 | The environmental and economic consequences of environmental centralization: Evidence from Chinas environmental vertical management reform. (2024). Xu, Hao ; Liu, Tianyi ; Tan, Jing. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000166. Full description at Econpapers || Download paper |
2024 | Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773. Full description at Econpapers || Download paper |
2024 | Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701. Full description at Econpapers || Download paper |
2024 | Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Bai, Dingchuan ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387. Full description at Econpapers || Download paper |
2024 | Exploring non-linear causal nexus between economic growth and energy consumption across various R&D regimes: Cross-country evidence from a PSTR model. (2024). Heshmati, Almas ; Mamkhezri, Jamal. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002275. Full description at Econpapers || Download paper |
2024 | Green supply chain management for carbon accountability. (2024). Liew, Millie ; Cao, June. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005486. Full description at Econpapers || Download paper |
2024 | The impact of environmental taxation on innovation: Evidence from Canada. (2024). Verleyen, Isabelle ; Roggeman, Annelies ; Matterne, Ilias. In: Energy Policy. RePEc:eee:enepol:v:187:y:2024:i:c:s0301421524000740. Full description at Econpapers || Download paper |
2024 | Green innovation and carbon emission performance: The role of digital economy. (2024). Shi, Xunpeng ; Zheng, LU ; Zhao, Yuhuan ; Fan, Shunan ; Zuo, Sumin. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524003641. Full description at Econpapers || Download paper |
2024 | What drives the high-risk spillover of benchmark oil prices into Chinas LNG market?. (2024). Pan, Yue ; Zhang, Xiaokong ; Tian, Lingyue ; Wang, Jiaoyan ; Chai, Jian. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s036054422402334x. Full description at Econpapers || Download paper |
2024 | Decoupling economic development from carbon emissions: Insights from Chinese provinces. (2024). Li, Pin ; Sun, Feihu ; Shu, Yalin ; Xie, Pinjie. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224027828. Full description at Econpapers || Download paper |
2024 | Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Yang, Xiao-Guang ; Ma, Chao-Qun ; Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179. Full description at Econpapers || Download paper |
2024 | Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563. Full description at Econpapers || Download paper |
2024 | The role of mineral resources, sustainable finance, and innovation in promoting sustainable development under the IRA 2022. (2024). Manta, Otilia ; Huang, Hongyu ; Pi, Saiqi ; Lu, Changyi ; Yue, Xiao-Guang. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000692. Full description at Econpapers || Download paper |
2024 | Non-linear effects of three core mineral resources, energy uncertainty, and inclusive digitalization on economic growth: A comparative analysis of US and China. (2024). Zhao, Ziming ; Chen, Jinyu. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006986. Full description at Econpapers || Download paper |
2024 | Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Moscone, Francesco ; Xia, Yingcun ; Kim, Namhyun ; Wongsa-Art, Pipat. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334. Full description at Econpapers || Download paper |
2024 | How does oil market volatility impact mutual fund performance?. (2024). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader Jawid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621. Full description at Econpapers || Download paper |
2024 | Do FDI inflows bring both capital and CO2 emissions? Evidence from non-parametric modelling for the G7 countries. (2024). Ren, Xiaohang ; Goodell, John W ; He, Feng ; An, Yaning. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s105905602400412x. Full description at Econpapers || Download paper |
2024 | How public education investment and advanced human capital structure affect regional innovation: A spatial econometric analysis from the perspective of innovation value chain. (2024). Tang, Tingting ; Chen, Sheng ; Liu, Zijun ; Guan, Qinghao ; Luo, Hang. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123003129. Full description at Econpapers || Download paper |
2024 | An analysis of the time-lag effect of global geopolitical risk on business cycle based on visibility graph technique. (2024). Shum, Wai Yan ; Xiao, Zhongyi ; Shang, Yunfeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524006218. Full description at Econpapers || Download paper |
2024 | Impact of International Oil Price Shocks and Inflation on Bank Efficiency and Financial Stability: Evidence from Saudi Arabian Banking Sector. (2024). Nefzi, Aida Arbi ; Bouzidi, Fathi Mohamed ; al Yousif, Mohammed. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:543-:d:1533269. Full description at Econpapers || Download paper |
2024 | Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?. (2024). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles ; Sullivan, Adam. In: Post-Print. RePEc:hal:journl:hal-04678758. Full description at Econpapers || Download paper |
2024 | Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x. Full description at Econpapers || Download paper |
2025 | Data-driven exploration of heterogeneous gasoline price elasticities using generalized random forests. (2025). Ren, Gang ; Li, Haojie ; Zhang, Yingheng. In: Transportation. RePEc:kap:transp:v:52:y:2025:i:1:d:10.1007_s11116-023-10417-w. Full description at Econpapers || Download paper |
2025 | Uncertainty and fluctuation in crude oil price: evidence from machine learning models. (2025). Zhu, BO ; Lu, Xinjie ; Ma, Feng. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05463-7. Full description at Econpapers || Download paper |
2024 | Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths. (2024). Beddek, Said ; Mamode, Naushad A ; Adjabi, Smail ; Kokonendji, Clestin C ; Som, Sobom M. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:2:d:10.1007_s00180-023-01327-7. Full description at Econpapers || Download paper |
2024 | Environmental quality and sustainability: exploring the role of environmental taxes, environment-related technologies, and R&D expenditure. (2024). Dahmani, Mounir. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:26:y:2024:i:2:d:10.1007_s10018-023-00387-9. Full description at Econpapers || Download paper |
2024 | Dutch Disease and Deindustrialization: Symmetrical and Asymmetrical Impact of Oil Rent on Value-Added Industry in China. (2024). Helali, Kamel ; Kalai, Maha ; Kouas, Meriem. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01866-4. Full description at Econpapers || Download paper |
2024 | Is the Relationship Between Clean/Non-clean Energy Consumption and Economic Growth Time-Varying? Non-parametric Evidence for MENA Region. (2024). Ghazouani, Tarek. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01906-z. Full description at Econpapers || Download paper |
2025 | Bayesian influence diagnostics for a multivariate GARCH model. (2025). Wang, Qingrui ; Yao, Zhao. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01649-8. Full description at Econpapers || Download paper |
2024 | Local influence analysis in the softplus INGARCH model. (2024). Liu, Shuangzhe ; Su, Zhonghao ; Zhu, Fukang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00930-0. Full description at Econpapers || Download paper |
2024 | Understanding and Addressing Energy Poverty in Romania. (2024). Robayo-Abril, Monica ; Karver, Jonathan ; Tomio, Ailin ; Rude, Britta ; Cadena, Kiyomi ; Silvestri, Alessandro. In: World Bank Publications - Reports. RePEc:wbk:wboper:42158. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2005 | Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 15 |
2002 | The Variance Ratio Test with Stable Paretian Errors In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
2004 | A small‐sample overlapping variance‐ratio test In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
2004 | Assessment of Local Influence in GARCH Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
2010 | Influence diagnostics for multivariate GARCH processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
2022 | Bayesian bandwidth estimation for local linear fitting in nonparametric regression models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2011 | A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 4 |
2010 | A Bayesian approach to parameter estimation for kernel density estimation via transformations.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2006 | A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 34 |
2006 | A class of nonlinear stochastic volatility models and its implications for pricing currency options In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 33 |
2002 | A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options.(2002) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2012 | Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
2010 | Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2014 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
2013 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2015 | Bayesian estimation of a discrete response model with double rules of sample selection In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
2021 | Bayesian estimation for a semiparametric nonlinear volatility model In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2009 | A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2007 | A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation..(2007) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2008 | Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
2004 | Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2017 | Nonparametric panel data model for crude oil and stock market prices in net oil importing countries In: Energy Economics. [Full Text][Citation analysis] | article | 88 |
2017 | A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
2019 | R&D intensity and carbon emissions in the G7: 1870–2014 In: Energy Economics. [Full Text][Citation analysis] | article | 102 |
2019 | Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model In: Energy Economics. [Full Text][Citation analysis] | article | 119 |
2020 | Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel In: Energy Economics. [Full Text][Citation analysis] | article | 35 |
2015 | A semiparametric panel approach to mortality modeling In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
2008 | The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 32 |
2016 | Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2013 | Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 4 |
2002 | Estimation of Hyperbolic Diffusion Using MCMC Method In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2002 | Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | A Monte Carlo Investigation of Some Tests for Stochastic Dominance In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 40 |
2004 | Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2013 | Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Semiparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2016 | Nonparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Nonparametric localized bandwidth selection for Kernel density estimation.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Hypothesis Testing Based on a Vector of Statistics In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | A new semiparametric test for superior predictive ability In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2021 | A panel data model of length of stay in hospitals for hip replacements In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
2007 | Country risk and the estimation of asset return distributions In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
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