Ching-Wai (Jeremy) Chiu : Citation Profile

Are you Ching-Wai (Jeremy) Chiu?

8

H index

6

i10 index

347

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 49
   Journals where Ching-Wai (Jeremy) Chiu has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 6 (1.7 %)

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   Permalink: http://citec.repec.org/pch1449
   Updated: 2024-07-05    RAS profile: 2022-07-20    
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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 Ching-Wai (Jeremy) Chiu.

Is cited by:

GUPTA, RANGAN (24)

Marcellino, Massimiliano (17)

Koop, Gary (16)

Wohar, Mark (13)

Foroni, Claudia (11)

Poon, Aubrey (9)

Mitchell, James (9)

McIntyre, Stuart (9)

Clark, Todd (8)

Nguyen, Hoang (8)

Huber, Florian (8)

Cites to:

bloom, nicholas (17)

Giannone, Domenico (16)

Reichlin, Lucrezia (14)

mumtaz, haroon (12)

Waggoner, Daniel (12)

Sims, Christopher (12)

Zha, Tao (12)

Davis, Steven (11)

Rubio-Ramirez, Juan F (11)

Baker, Scott (11)

Banbura, Marta (10)

Main data

Where Ching-Wai (Jeremy) Chiu has published?

Recent works citing Ching-Wai (Jeremy) Chiu (2024 and 2023)

YearTitle of citing document
2023The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086.

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2023The relationship between interest rate volatility and the shadow economy in OECD countries: An asymmetric analysis. (2023). Hayes, Linda A ; Niroomand, Farhang ; Hajilee, Massomeh. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:3:p:539-566.

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2023.

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2023CBDC Policies in Open Economies. (2023). Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Sokol, Andrej ; Kumhof, Michael. In: Discussion Papers. RePEc:cfm:wpaper:2309.

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2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain. (2023). Manta, Alina Georgiana ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:748-763.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2023Geopolitical risk and M&A: The role of national governance institutions. (2023). Corbet, Shaen ; Aldhawyan, Sulaiman ; Koirala, Santosh ; Rao, Sandeep. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000873.

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2023Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2023Empirical performance of component GARCH models in pricing VIX term structure and VIX futures. (2023). Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling ; Chang, Li-Han ; Cheng, Hung-Wen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:122-142.

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2023Energy security and economic stability: The role of inflation and war. (2023). Chen, Xihui Haviour ; Alam, Ashraful ; Banna, Hasanul. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004474.

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2023The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

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2023Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023The calming effects of conflict: The impact of partisan conflict on market volatility. (2023). Fan, Zaifeng S ; Beyer, Deborah B. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004124.

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2023Does geopolitical risk affect firms idiosyncratic volatility? Evidence from China. (2023). Ren, Xiaohang ; Liu, Pei Jose ; Cao, Yuxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003599.

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2023Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979.

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2024Impact of geopolitical risk on target debt ratio. (2024). Shrestha, Keshab ; Khaw, Karren Lee-Hwei ; Suresh, Sheena Sara. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013363.

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2023Economic diversification in Saudi Arabia: Comparing the impact of oil prices, geopolitical risk, and government expenditures. (2023). Elbargathi, Khadiga ; Sweidan, Osama D. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:13-24.

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2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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2023Geopolitical risk and crowdfunding performance. (2023). Sewaid, Ahmed ; Davis, Justin G ; Cumming, Douglas J ; Alsagr, Naif. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000343.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735.

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2023The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023Natural resources extractions and carbon neutrality: The role of geopolitical risk. (2023). Strielkowski, Wadim ; Gapich, Alexander ; Niu, Yanfang ; Wang, Wen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300288x.

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2023The role of digitalization, sustainable environment, natural resources and political globalization towards economic well-being in China, Japan and South Korea. (2023). Jin, Xiaotong ; Xie, Chengyuan. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003938.

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2023Extraction of natural resources and geopolitical risk revisited: A novel perspective of research and development with financial development. (2023). Shi, Shaodong ; Zhang, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300510x.

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2023Investigating the relationship between geopolitical risks and economic security: Empirical evidence from central and Eastern European countries. (2023). Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005834.

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2023Ticking time bombs: The MENA and SSA regions geopolitical risks. (2023). Zhang, Justin Z ; Lopes, Joo M ; Gomes, Sofia ; Ferreira, Joo J. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006499.

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2023Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. (2023). Tedeschi, Marco ; Palomba, Giulio ; Foglia, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675.

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2024Natural resources volatility and geopolitical risk: A novel perspective of oil and mineral rents using quantile-quantile regression for China. (2024). Li, Jinshi ; Meng, Lingyan. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012102.

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2023Will geopolitical risks only inhibit corporate investment? Evidence from China. (2023). Zhu, Sha ; Xiong, Deping ; Lai, Fujun ; Tan, Yanzhi ; Li, Yunzhong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002056.

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2023Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387.

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2024Not all are alike: Assessing the effect of geopolitical risk on regional renewable energy development in China. (2024). Lee, Chi-Chuan. In: Renewable Energy. RePEc:eee:renene:v:222:y:2024:i:c:s0960148123016786.

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2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69.

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2023Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2023High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction?. (2020). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:88714.

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2023.

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2023The Nexus between Climate Change and Geopolitical Risk Index in Saudi Arabia Based on the Fourier-Domain Transfer Entropy Spectrum Method. (2023). Alqarni, Abulmajeed Abdallah ; Gasmi, Faicel ; Ncibi, Kaies ; Dhifaoui, Zouhaier. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13579-:d:1237646.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023CBDC Policies in Open Economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: PIER Discussion Papers. RePEc:pui:dpaper:205.

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2024Taxes, Innovation and Productivity. (2024). Surico, Paolo ; Mumtaz, Haroon ; Martinez, Joseba ; Cloyne, James. In: Working Papers. RePEc:qmw:qmwecw:979.

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2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

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2023The Effect of Geopolitical Risk on Income Inequality: Evidence from a Panel Analysis. (2023). Sweidan, Osama D. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:167:y:2023:i:1:d:10.1007_s11205-023-03093-x.

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2023Geopolitical Risk and Income Inequality: Evidence from the US Economy. (2023). Sweidan, Osama D. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03179-6.

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2023Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368.

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2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

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Works by Ching-Wai (Jeremy) Chiu:

YearTitleTypeCited
2015Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers.
[Full Text][Citation analysis]		paper70
2017Forecasting with VAR models: Fat tails and stochastic volatility.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		article
2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility.(2015) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2018The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation.(2018) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 9		article
2016Financial market volatility, macroeconomic fundamentals and investor sentiment In: Bank of England working papers.
[Full Text][Citation analysis]		paper33
2016Macroeconomic tail events with non-linear Bayesian VARs In: Bank of England working papers.
[Full Text][Citation analysis]		paper5
2016Nonlinearities of mortgage spreads over the business cycles In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2016Does partisan conflict impact the cash holdings of firms? A sign restrictions approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper2
2017A financial stress index for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper8
2018A new approach for detecting shifts in forecast accuracy In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2016VAR Models with Non-Gaussian Shocks In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2016VAR models with non-Gaussian shocks.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
0000VAR Models with Non-Gaussian Shocks.(0000) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018How important are global geopolitical risks to emerging countries? In: International Economics.
[Full Text][Citation analysis]		article70
2018How important are global geopolitical risks to emerging countries?.(2018) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		article
2016Does US partisan conflict matter for the Euro area? In: Economics Letters.
[Full Text][Citation analysis]		article33
2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article11
2011Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach In: Research Working Paper.
[Full Text][Citation analysis]		paper92
2015Bayesian Mixed Frequency VARs.(2015) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 92		article
2014Fat-tails in VAR Models In: Working Papers.
[Full Text][Citation analysis]		paper8
2014A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States In: Applied Economics Letters.
[Full Text][Citation analysis]		article1

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