25
H index
36
i10 index
2243
Citations
Cornell University | 25 H index 36 i10 index 2243 Citations RESEARCH PRODUCTION: 61 Articles 17 Papers 1 Chapters EDITOR: Series edited 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 Yongmiao Hong. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2021 | . Full description at Econpapers || Download paper | |
2022 | “An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201. Full description at Econpapers || Download paper | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2021 | Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2022 | Fixed Effects Binary Choice Models with Three or More Periods. (2020). Mugnier, Martin ; D'Haultfoeuille, Xavier ; Davezies, Laurent. In: Papers. RePEc:arx:papers:2009.08108. Full description at Econpapers || Download paper | |
2021 | Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2010.03315. Full description at Econpapers || Download paper | |
2023 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper | |
2022 | Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255. Full description at Econpapers || Download paper | |
2021 | Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060. Full description at Econpapers || Download paper | |
2021 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper | |
2021 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper | |
2021 | Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2103.16908. Full description at Econpapers || Download paper | |
2021 | Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552. Full description at Econpapers || Download paper | |
2021 | Nonparametric Tests of Conditional Independence for Time Series. (2021). Wei, Haoyu ; Song, Xiaojun. In: Papers. RePEc:arx:papers:2110.04847. Full description at Econpapers || Download paper | |
2021 | On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450. Full description at Econpapers || Download paper | |
2021 | Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031. Full description at Econpapers || Download paper | |
2022 | Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2202.00141. Full description at Econpapers || Download paper | |
2022 | Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278. Full description at Econpapers || Download paper | |
2022 | The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538. Full description at Econpapers || Download paper | |
2023 | On Using The Two-Way Cluster-Robust Standard Errors. (2023). Sasaki, Yuya ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2301.13775. Full description at Econpapers || Download paper | |
2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper | |
2022 | Inflation, Inflation Instability and Nominal Uncertainty in Bulgarian Economy. (2022). Georgieva, Sonya ; Tsvetkov, Tsvetomir. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:8:p:41-64. Full description at Econpapers || Download paper | |
2021 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335. Full description at Econpapers || Download paper | |
2022 | A Theory of Equivalent Expectation Measures for Contingent Claim Returns. (2022). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2853-2906. Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2021 | Quantile?frequency analysis and spectral measures for diagnostic checks of time series with nonlinear dynamics. (2021). Li, Tahsin. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:2:p:270-290. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Does the high?speed rail network improve economic growth?. (2022). Liu, Tieying ; Ma, Junteng. In: Papers in Regional Science. RePEc:bla:presci:v:101:y:2022:i:1:p:183-208. Full description at Econpapers || Download paper | |
2021 | Nonparametric volatility change detection. (2021). Neumeyer, Natalie ; Mohr, Maria. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:529-548. Full description at Econpapers || Download paper | |
2021 | Testing for conditional independence: A groupwise dimension reduction?based adaptive?to?model approach. (2021). Zhu, Lixing ; Zhang, Jun ; Lu, Jun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:549-576. Full description at Econpapers || Download paper | |
2022 | Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334. Full description at Econpapers || Download paper | |
2021 | The Impact of Place-Based Policy: Evidence from a Multiple Synthetic Control Analysis of the Northeastern Revitalization Program in China. (2021). Peng, Linan ; Callais, Justin T. In: Working Papers. RePEc:dew:wpaper:2021-03. Full description at Econpapers || Download paper | |
2021 | The Integrated Copula Spectrum. (2021). Hallin, Marc ; Dette, Holger ; Volgushev, Stanislav ; van Hecke, Ria ; Kley, Tobias ; Goto, Yuichi. In: Working Papers ECARES. RePEc:eca:wpaper:2013/335426. Full description at Econpapers || Download paper | |
2022 | Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667. Full description at Econpapers || Download paper | |
2023 | Geometrically designed variable knot splines in generalized (non-)linear models. (2023). Verrall, Richard J ; Lattuada, Andrea ; Kaishev, Vladimir K ; Dimitrova, Dimitrina S. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:436:y:2023:i:c:s0096300322005677. Full description at Econpapers || Download paper | |
2022 | An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting. (2022). Wang, Shouyang ; Han, Jing ; Sun, Shaolong ; Guo, Ju-e, ; Yang, Dongchuan. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012952. Full description at Econpapers || Download paper | |
2022 | Dynamic real–time abnormal energy consumption detection and energy efficiency optimization analysis considering uncertainty. (2022). Liu, Guosheng ; Zhang, Shaqing ; Zhu, Chengjiu ; Xu, Kangkang ; Yang, Haidong ; Yin, Sihua. In: Applied Energy. RePEc:eee:appene:v:307:y:2022:i:c:s0306261921015701. Full description at Econpapers || Download paper | |
2022 | Deep learning combined wind speed forecasting with hybrid time series decomposition and multi-objective parameter optimization. (2022). Wang, Lin ; Lv, Sheng-Xiang. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922001404. Full description at Econpapers || Download paper | |
2023 | A convolutional Transformer-based truncated Gaussian density network with data denoising for wind speed forecasting. (2023). Zhang, Fan ; Song, Mengmeng ; Xu, Houhua ; Wang, Yun ; Zhou, Shengchao ; Li, Yifen. In: Applied Energy. RePEc:eee:appene:v:333:y:2023:i:c:s030626192201858x. Full description at Econpapers || Download paper | |
2023 | The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351. Full description at Econpapers || Download paper | |
2021 | Transportation infrastructure and entrepreneurship: Evidence from high-speed railway in China. (2021). Sun, Weizeng ; Niu, Dongxiao ; Ma, Liya. In: China Economic Review. RePEc:eee:chieco:v:65:y:2021:i:c:s1043951x20301747. Full description at Econpapers || Download paper | |
2021 | Supply-induced demand for medical services under price regulation: Evidence from hospital expansion in China. (2021). Fu, Mingwei ; Zhao, Shaoyang ; Zhou, Mei. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x21000602. Full description at Econpapers || Download paper | |
2021 | Alleviating multi-dimensional poverty through land transfer: Evidence from poverty-stricken villages in China. (2021). Liu, Anran ; Sun, Tao ; Jiao, Yong. In: China Economic Review. RePEc:eee:chieco:v:69:y:2021:i:c:s1043951x21000882. Full description at Econpapers || Download paper | |
2021 | Need for speed: High-speed rail and firm performance. (2021). Liu, Zijie ; Kuang, Chun ; Zhu, Wenyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302741. Full description at Econpapers || Download paper | |
2021 | Evaluating multiplicative error models: A residual-based approach. (2021). Lu, Wanbo ; Ke, Rui ; Jia, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301778. Full description at Econpapers || Download paper | |
2022 | Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors. (2022). Zhang, Yanfen ; Li, Muyi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:165:y:2022:i:c:s0167947321001559. Full description at Econpapers || Download paper | |
2022 | Conditional independence test of failure and truncation times: Essential tool for method selection. (2022). Qin, Jing ; Zhu, Hong ; Pak, Daewoo ; Ning, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s016794732100236x. Full description at Econpapers || Download paper | |
2023 | Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. (2023). Li, Muyi ; Wang, Xuqin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000555. Full description at Econpapers || Download paper | |
2021 | Do hospital reform and ownership matter to Shenzhen hospitals in China? A productivity analysis. (2021). See, Kok Fong ; Ng, Ying Chu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:145-155. Full description at Econpapers || Download paper | |
2021 | Brent–Dubai oil spread: Basic drivers. (2021). Berument, Hakan M ; Sahin, Serkan ; Haliloglu, Ebru Yuksel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:492-505. Full description at Econpapers || Download paper | |
2022 | The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309. Full description at Econpapers || Download paper | |
2021 | Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406. Full description at Econpapers || Download paper | |
2022 | Does systematic risk change when markets close? An analysis using stocks’ beta. (2022). Insana, Alessandra. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000281. Full description at Econpapers || Download paper | |
2022 | The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419. Full description at Econpapers || Download paper | |
2022 | High-speed railway and the intercity transmission of epidemics: Evidence from COVID-19 in China. (2022). Wan, Qian. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001808. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2021 | High-speed rails and rural-urban migrants’ wages. (2021). Yang, Zhiqing ; Liu, Lihua ; Kong, Dongmin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1030-1042. Full description at Econpapers || Download paper | |
2021 | Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318. Full description at Econpapers || Download paper | |
2021 | Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach. (2021). GUPTA, RANGAN ; Ma, Shu-Jiao ; Bouri, Elie ; Zhang, Yue-Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868. Full description at Econpapers || Download paper | |
2021 | Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China. (2021). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302400. Full description at Econpapers || Download paper | |
2021 | Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796. Full description at Econpapers || Download paper | |
2021 | Identifying states of global financial market based on information flow network motifs. (2021). Yue, Peng ; Wei, NA ; Yong, Yang ; Xie, Wen-Jie ; Zhou, Wei-Xing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100084x. Full description at Econpapers || Download paper | |
2021 | Extreme risk spillovers between crude palm oil prices and exchange rates. (2021). Lau, Wee-Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001315. Full description at Econpapers || Download paper | |
2021 | The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327. Full description at Econpapers || Download paper | |
2022 | Determining hedges and safe havens for stocks using interval analysis. (2022). Hsueh, Shao-Chieh ; Liu, Yilei ; Ju, Peijie ; Chang, Meng-Shiuh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000274. Full description at Econpapers || Download paper | |
2022 | Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322. Full description at Econpapers || Download paper | |
2022 | Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033. Full description at Econpapers || Download paper | |
2022 | Adaptive testing using data-driven method selecting smoothing parameters. (2022). Wang, Luya. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001495. Full description at Econpapers || Download paper | |
2023 | Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587. Full description at Econpapers || Download paper | |
2023 | Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654. Full description at Econpapers || Download paper | |
2021 | New testing approaches for mean–variance predictability. (2021). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:516-538. Full description at Econpapers || Download paper | |
2021 | Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244. Full description at Econpapers || Download paper | |
2021 | Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87. Full description at Econpapers || Download paper | |
2021 | Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model. (2021). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:306-329. Full description at Econpapers || Download paper | |
2021 | Time-varying instrumental variable estimation. (2021). Marcellino, Massimiliano ; Kapetanios, George ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:394-415. Full description at Econpapers || Download paper | |
2022 | Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps. (2022). Zhang, Zhiyuan ; Liu, Guangying. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:422-451. Full description at Econpapers || Download paper | |
2022 | Testing for the presence of jump components in jump diffusion models. (2022). Zheng, XU ; Wang, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:483-509. Full description at Econpapers || Download paper | |
2022 | Testing for parameter instability and structural change in persistent predictive regressions. (2022). Varneskov, Rasmus T ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:361-386. Full description at Econpapers || Download paper | |
2023 | Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331. Full description at Econpapers || Download paper | |
2021 | On diagnostic checking in ARMA models with conditionally heteroscedastic martingale difference using wavelet methods. (2021). Liou, Chu Pheuil ; Duchesne, Pierre . In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:169-187. Full description at Econpapers || Download paper | |
2022 | Ownership structure and firm performance in emerging markets: A comparative meta-analysis of East European EU member states, Russia and China. (2022). Mizobata, Satoshi ; Ma, Xinxin ; Iwasaki, Ichiro. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000073. Full description at Econpapers || Download paper | |
2021 | Quantitative portfolio selection: Using density forecasting to find consistent portfolios. (2021). Beasley, John ; Meade, N ; Adcock, C J. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1053-1067. Full description at Econpapers || Download paper | |
2022 | Blockchain competition: The tradeoff between platform stability and efficiency. (2022). Zhao, Lin ; Wang, Shouyang ; Li, Yuze ; Jiang, Shangrong. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1084-1097. Full description at Econpapers || Download paper | |
2022 | Model risk in the over-the-counter market. (2022). Qi, Shuyuan ; Lazar, Emese. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:769-784. Full description at Econpapers || Download paper | |
2022 | Model averaging for interval-valued data. (2022). Wang, Shouyang ; Alan, ; Zhang, Xinyu ; Sun, Yuying. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:772-784. Full description at Econpapers || Download paper | |
2022 | Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x. Full description at Econpapers || Download paper | |
2022 | Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148. Full description at Econpapers || Download paper | |
2021 | Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study. (2021). Leong, Soon Heng. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100431x. Full description at Econpapers || Download paper | |
2022 | Oil and renewable energy stock markets: Unique role of extreme shocks. (2022). , Toan ; Lu, Xinjie ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001670. Full description at Econpapers || Download paper | |
2022 | World oil price impacts on country-specific fuel markets: Evidence of a muted global rebound effect. (2022). Shelby, Michael ; Gonzalez, Manuel ; Larson, Justin ; Jones, Jason ; Galperin, Diana ; Wood, Dallas. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001931. Full description at Econpapers || Download paper | |
2022 | Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test. (2022). Caporin, Massimiliano ; Costola, Michele. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002523. Full description at Econpapers || Download paper | |
2022 | Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730. Full description at Econpapers || Download paper | |
2022 | Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395. Full description at Econpapers || Download paper | |
2022 | The effects of corporate governance uncertainty on state-owned enterprises green innovation in China: Perspective from the participation of non-state-owned shareholders. (2022). Jiang, Shengjun ; Shen, Yiran ; Yu, Zhen. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s014098832200531x. Full description at Econpapers || Download paper | |
2023 | Reforming the worlds largest heating system: Quasi-experimental evidence from China. (2023). Wei, Chu ; An, Zidong ; Huang, Ying ; Wang, Manyu. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005461. Full description at Econpapers || Download paper | |
2023 | Blockchain market and green finance: The enablers of carbon neutrality in China. (2023). Badarcea, Roxana Maria ; Li, Yameng ; Zhang, Xiaojing ; Qin, Meng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006302. Full description at Econpapers || Download paper | |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
2021 | International crude oil price, regulation and asymmetric response of Chinas gasoline price. (2021). Sun, Zesheng ; Chen, Hao. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303893. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Advanced Studies in Theoretical and Applied Econometrics |
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