4
H index
2
i10 index
118
Citations
University of North Carolina-Charlotte | 4 H index 2 i10 index 118 Citations RESEARCH PRODUCTION: 6 Articles RESEARCH ACTIVITY: 8 years (2012 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch1951 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with I-Hsuan Ethan Chiang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Asset Pricing Studies | 2 |
Year | Title of citing document |
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2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper |
2023 | Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502. Full description at Econpapers || Download paper |
2023 | The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319. Full description at Econpapers || Download paper |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper |
2023 | Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129. Full description at Econpapers || Download paper |
2023 | A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50. Full description at Econpapers || Download paper |
2023 | The role of the past long-run oil price changes in stock market. (2023). Wu, Shue-Jen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:274-291. Full description at Econpapers || Download paper |
2023 | Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04. Full description at Econpapers || Download paper |
2023 | Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5. Full description at Econpapers || Download paper |
2023 | Global connectivity between commodity prices and national stock markets: A time?varying MIDAS analysis. (2023). Fazio, Giorgio ; Ghoshray, Atanu ; Enilov, Martin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2607-2619. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 59 |
2016 | SKEWNESS AND COSKEWNESS IN BOND RETURNS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 9 |
2015 | Modern portfolio management with conditioning information In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
2017 | Do oil futures prices predict stock returns? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 40 |
2020 | Real Exchange Rates and Currency Risk Premiums In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 4 |
2012 | A Simple Test of the Affine Class of Term Structure Models In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 2 |
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