Hong Miao : Citation Profile


Are you Hong Miao?

Colorado State University

12

H index

14

i10 index

543

Citations

RESEARCH PRODUCTION:

33

Articles

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 45
   Journals where Hong Miao has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 8 (1.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi643
   Updated: 2024-01-16    RAS profile: 2022-09-01    
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Relations with other researchers


Works with:

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

Is cited by:

Sévi, Benoît (15)

Rousse, Olivier (15)

GUPTA, RANGAN (12)

Wang, Yudong (9)

Smales, Lee (8)

Wang, Tianyang (7)

Zhang, Yaojie (7)

Saadaoui, Jamel (6)

Mignon, Valérie (6)

Bouri, Elie (6)

Escobari, Diego (5)

Cites to:

Kilian, Lutz (30)

Andersen, Torben (15)

Bollerslev, Tim (15)

Campbell, John (14)

Diebold, Francis (13)

Hamilton, James (10)

Yang, Jian (9)

French, Kenneth (7)

Hilscher, Jens (6)

Elder, John (6)

Jackwerth, Jens (6)

Main data


Where Hong Miao has published?


Journals with more than one article published# docs
Journal of Futures Markets7
Energy Economics5
Journal of Banking & Finance2
The Journal of Financial Econometrics2
Quantitative Finance2

Recent works citing Hong Miao (2024 and 2023)


YearTitle of citing document
2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Accounting statement analysis at industry level. A gentle introduction to the compositional approach. (2023). Serrat, N'Uria Arimany ; Coenders, Germa. In: Papers. RePEc:arx:papers:2305.16842.

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2023.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Oil 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.

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2023Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Oil uncertainty and the price-cost markup: Evidence from U.S. data. (2023). Ma, Xiaohan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002268.

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2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

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2023Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533.

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2023Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

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2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

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2023Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

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2023Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211.

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2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

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2023Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China. (2023). Zhang, Xiaoyu ; Song, Yuegang ; Hu, Guoheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002660.

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2023Environmental, social and governance performance and credit risk: Moderating effect of corporate life cycle. (2023). Yang, Liuyong ; Wang, Liyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001762.

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2023Can the introduction of stock index futures stabilize the volatility of the stock market? Evidence from the Chinese stock market. (2023). Gu, Rongbao ; Yang, Linshan ; Liu, Shengnan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:44-58.

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2023Photothermal and Photovoltaic Utilization for Improving the Thermal Environment of Chinese Solar Greenhouses: A Review. (2023). Xu, Dan ; Li, Kun ; Zhang, YI ; Fang, Hui ; Wu, Gang. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:19:p:6816-:d:1247951.

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2023Energy Modeling and Techno-Economic Feasibility Analysis of Greenhouses for Tomato Cultivation Utilizing the Waste Heat of Cryptocurrency Miners. (2023). Pearce, Joshua M ; McDonald, Matthew T ; Asgari, Nima. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1331-:d:1048014.

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2023Multidimensional Role of Agrovoltaics in Era of EU Green Deal: Current Status and Analysis of Water–Energy–Food–Land Dependencies. (2023). Efstratiadis, Andreas ; Sakki, Georgia-Konstantina ; Zisos, Athanasios ; Roxani, Aikaterini. In: Land. RePEc:gam:jlands:v:12:y:2023:i:5:p:1069-:d:1146787.

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2023.

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2023Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China. (2023). Liu, Shuqin ; Lv, Benfu ; Ma, Diandian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1690-:d:1037103.

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2023Design and Development of a Symbiotic Agrivoltaic System for the Coexistence of Sustainable Solar Electricity Generation and Agriculture. (2023). Kar, Indira ; Barman, Jagadish ; Liu, Han-Chang ; Huang, Chao-Yang ; Su, Te-Li ; Kuo, Chung-Feng Jeffrey. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6011-:d:1111990.

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2023The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

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2023Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China. (2023). Yao, Yao ; Louhichi, Wael ; Liu, Zhenya ; Boubaker, Sabri. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10265-3.

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2023Does Information Spillover and Leverage Effect Exist in World Gold Markets?. (2023). Lazar, D ; Immanuvel, Maria S. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:3:p:475-487.

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2023Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model. (2023). Shi, Yanlin ; Chang, LE ; Jiang, Xiandeng. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02264-y.

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2023Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation. (2023). Machalova, Jitka ; Hron, Karel ; Menafoglio, Alessandra. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01359-z.

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2023Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations. (2023). Khan, Muhammad Fayaz ; Teng, Jianzhou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2436-2448.

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2023Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

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2023The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530.

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2023COVID?19 and tail risk contagion across commodity futures markets. (2023). Han, Liyan ; Qiao, Tongshuai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:242-272.

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2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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Works by Hong Miao:


YearTitleTypeCited
2013Jumps in Oil Prices: The Role of Economic News In: The Energy Journal.
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article39
2011Return and Volatility Transmission in U.S. Housing Markets In: Real Estate Economics.
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article51
2019Risk Analysis of Cumulative Intraday Return Curves In: Journal of Time Series Econometrics.
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article0
2017Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price In: Statistics & Risk Modeling.
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article0
2017The economic and social performance of integrated photovoltaic and agricultural greenhouses systems: Case study in China In: Applied Energy.
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article25
2017Risk-shifting, equity risk, and the distress puzzle In: Journal of Corporate Finance.
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article2
2018Default prediction models: The role of forward-looking measures of returns and volatility In: Journal of Empirical Finance.
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article3
2010A model for energy pricing with stochastic emission costs In: Energy Economics.
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article0
2014Crude oil moments and PNG stock returns In: Energy Economics.
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article0
2014Price discovery in crude oil futures In: Energy Economics.
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article32
2016An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments In: Energy Economics.
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article12
2017Influential factors in crude oil price forecasting In: Energy Economics.
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article71
2019Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting.
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article6
2012Impact of macroeconomic news on metal futures In: Journal of Banking & Finance.
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article95
2015Short-term options: Clienteles, market segmentation, and event trading In: Journal of Banking & Finance.
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article2
2014Currency jumps, cojumps and the role of macro news In: Journal of International Money and Finance.
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article41
2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal.
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article18
2009Risk-Hedging in Real Estate Markets In: Asia-Pacific Financial Markets.
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article0
2015Functional Dynamic Factor Model for Intraday Price Curves In: The Journal of Financial Econometrics.
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article6
2018Dynamic Functional Regression with Application to the Cross-section of Returns In: The Journal of Financial Econometrics.
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article5
2014The Response of Bond Prices to Insurer Ratings Changes In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article1
2012Viterbi-Based Estimation for Markov Switching GARCH Model In: Applied Mathematical Finance.
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article4
2013Fractional differencing in discrete time In: Quantitative Finance.
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article1
2009VaR and expected shortfall: a non-normal regime switching framework In: Quantitative Finance.
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article4
2015The Forecasting Efficacy of Risk?Neutral Moments for Crude Oil Volatility In: Journal of Forecasting.
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article15
2011Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper In: Journal of Futures Markets.
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article41
2012Does the price of crude oil respond to macroeconomic news? In: Journal of Futures Markets.
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article29
2014S&P 500 Index?Futures Price Jumps and Macroeconomic News In: Journal of Futures Markets.
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article15
2015Stock?Versus?Flow Distinctions, Information, and the Role of Inventory In: Journal of Futures Markets.
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article1
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
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article12
2019Losers and prospectors in the short?term options market In: Journal of Futures Markets.
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article0
2021Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets.
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article8
2009INVESTMENT TIMING UNDER REGIME SWITCHING In: International Journal of Theoretical and Applied Finance (IJTAF).
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article4

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