12
H index
14
i10 index
543
Citations
Colorado State University | 12 H index 14 i10 index 543 Citations RESEARCH PRODUCTION: 33 Articles RESEARCH ACTIVITY: 12 years (2009 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmi643 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 7 |
Energy Economics | 5 |
Journal of Banking & Finance | 2 |
The Journal of Financial Econometrics | 2 |
Quantitative Finance | 2 |
Year | Title of citing document |
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2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper |
2023 | Accounting 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Uncertainty 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. Full description at Econpapers || Download paper |
2023 | Asymmetries 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. Full description at Econpapers || Download paper |
2023 | Risk 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. Full description at Econpapers || Download paper |
2023 | Co-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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
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 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2023 | Oil 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Higher-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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Domestic 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. Full description at Econpapers || Download paper |
2023 | Macro 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. Full description at Econpapers || Download paper |
2023 | Informational 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. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Explaining 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. Full description at Econpapers || Download paper |
2023 | Correlations 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. Full description at Econpapers || Download paper |
2023 | Relationships 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. Full description at Econpapers || Download paper |
2023 | Environmental, 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Photothermal 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. Full description at Econpapers || Download paper |
2023 | Energy 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. Full description at Econpapers || Download paper |
2023 | Multidimensional 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Heterogeneous 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. Full description at Econpapers || Download paper |
2023 | Design 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Housing 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. Full description at Econpapers || Download paper |
2023 | Bivariate 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | COVID?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. Full description at Econpapers || Download paper |
2023 | Contemporaneous 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Jumps in Oil Prices: The Role of Economic News In: The Energy Journal. [Full Text][Citation analysis] | article | 39 |
2011 | Return and Volatility Transmission in U.S. Housing Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 51 |
2019 | Risk Analysis of Cumulative Intraday Return Curves In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
2017 | Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
2017 | The economic and social performance of integrated photovoltaic and agricultural greenhouses systems: Case study in China In: Applied Energy. [Full Text][Citation analysis] | article | 25 |
2017 | Risk-shifting, equity risk, and the distress puzzle In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 2 |
2018 | Default prediction models: The role of forward-looking measures of returns and volatility In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2010 | A model for energy pricing with stochastic emission costs In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2014 | Crude oil moments and PNG stock returns In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2014 | Price discovery in crude oil futures In: Energy Economics. [Full Text][Citation analysis] | article | 32 |
2016 | An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2017 | Influential factors in crude oil price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 71 |
2019 | Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
2012 | Impact of macroeconomic news on metal futures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 95 |
2015 | Short-term options: Clienteles, market segmentation, and event trading In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2014 | Currency jumps, cojumps and the role of macro news In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 41 |
2017 | Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 18 |
2009 | Risk-Hedging in Real Estate Markets In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 0 |
2015 | Functional Dynamic Factor Model for Intraday Price Curves In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
2018 | Dynamic Functional Regression with Application to the Cross-section of Returns In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
2014 | The Response of Bond Prices to Insurer Ratings Changes In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 1 |
2012 | Viterbi-Based Estimation for Markov Switching GARCH Model In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 4 |
2013 | Fractional differencing in discrete time In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2009 | VaR and expected shortfall: a non-normal regime switching framework In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
2015 | The Forecasting Efficacy of Risk?Neutral Moments for Crude Oil Volatility In: Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
2011 | Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 41 |
2012 | Does the price of crude oil respond to macroeconomic news? In: Journal of Futures Markets. [Citation analysis] | article | 29 |
2014 | S&P 500 Index?Futures Price Jumps and Macroeconomic News In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 15 |
2015 | Stock?Versus?Flow Distinctions, Information, and the Role of Inventory In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2018 | The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 12 |
2019 | Losers and prospectors in the short?term options market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2021 | Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
2009 | INVESTMENT TIMING UNDER REGIME SWITCHING In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 4 |
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