Yongmiao Hong : Citation Profile

Are you Yongmiao Hong?

Cornell University

25

H index

36

i10 index

2243

Citations

RESEARCH PRODUCTION:

61

Articles

17

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   28 years (1994 - 2022). See details.
   Cites by year: 80
   Journals where Yongmiao Hong has often published
   Relations with other researchers
   Recent citing documents: 331.    Total self citations: 30 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho691
   Updated: 2023-08-19    RAS profile: 2023-01-06    
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Relations with other researchers

Works with:

Lee, Tae Hwy (2)

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

Is cited by:

GUPTA, RANGAN (50)

LINTON, OLIVER (26)

Escanciano, Juan Carlos (26)

Zhu, Ke (24)

Çevik, Emrah (22)

Swanson, Norman (21)

Bouri, Elie (19)

GAO, Jiti (18)

van Dijk, Dick (18)

Panchenko, Valentyn (17)

Phillips, Peter (16)

Cites to:

Engle, Robert (40)

Bollerslev, Tim (36)

Hansen, Bruce (31)

Diebold, Francis (29)

Singleton, Kenneth (20)

Tauchen, George (19)

Andrews, Donald (18)

Wooldridge, Jeffrey (15)

Ait-Sahalia, Yacine (15)

Gallant, A. (15)

Hamilton, James (14)

Main data

Where Yongmiao Hong has published?

Journals with more than one article published# docs
Journal of Econometrics11
Econometric Theory8
Econometrica5
China Economic Review3
The Review of Economics and Statistics2
Review of Financial Studies2
Quantitative Finance2
Econometric Reviews2
Journal of Banking & Finance2
Journal of Time Series Analysis2
Journal of the Royal Statistical Society Series B2
Economics Letters2
Journal of Business & Economic Statistics2
Energy Economics2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Econometric Society 2004 Far Eastern Meetings / Econometric Society2
MPRA Paper / University Library of Munich, Germany2
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing Yongmiao Hong (2022 and 2021)

YearTitle of citing document
2021.

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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.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2021Tail 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.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2022Fixed Effects Binary Choice Models with Three or More Periods. (2020). Mugnier, Martin ; D'Haultfoeuille, Xavier ; Davezies, Laurent. In: Papers. RePEc:arx:papers:2009.08108.

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2021Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2010.03315.

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2023Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2022Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

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2021Simultaneous 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.

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2021Theory 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.

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2021Theory 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.

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2021Dimension 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.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2021Nonparametric Tests of Conditional Independence for Time Series. (2021). Wei, Haoyu ; Song, Xiaojun. In: Papers. RePEc:arx:papers:2110.04847.

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2021On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2022Partial 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.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022The 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.

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2023On Using The Two-Way Cluster-Robust Standard Errors. (2023). Sasaki, Yuya ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2301.13775.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2022Inflation, 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.

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2021Predicting 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.

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2022A 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.

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2023Pockets 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.

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2021Quantile?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.

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2021.

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2022Does 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.

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2021Nonparametric 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.

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2021Testing 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.

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2022Do 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.

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2022.

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2022Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334.

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2021The 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.

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2021The 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.

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2022Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667.

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2023Geometrically 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.

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2022An 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.

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2022Dynamic 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.

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2022Deep 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.

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2023A 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.

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2023The 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.

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2021Transportation 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.

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2021Supply-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.

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2021Alleviating 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.

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2021Need 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.

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2021Evaluating 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.

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2022Bootstrapping 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.

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2022Conditional 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.

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2023Bootstrapping 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.

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2021Do 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.

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2021Brent–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.

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2022The 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.

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2021Intersectoral 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.

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2022Does 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.

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2022The 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.

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2022High-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.

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2023Interconnectedness 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.

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2021High-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.

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2021Asymmetries 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.

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2021Risk 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.

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2021Analysis 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.

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2021Are 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.

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2021Identifying 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.

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2021Extreme 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.

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2021The 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.

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2022Determining 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.

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2022Modelling 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.

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2022Examining 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.

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2022Adaptive testing using data-driven method selecting smoothing parameters. (2022). Wang, Luya. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001495.

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2023Time-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.

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2023Nonparametric 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.

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2021New 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.

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2021Consistent 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.

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2021Boosting 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.

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2021Adaptive 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.

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2021Time-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.

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2022Volatility 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.

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2022Testing 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.

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2022Testing 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.

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2023Testing 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.

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2021On 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.

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2022Ownership 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.

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2021Quantitative 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.

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2022Blockchain 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.

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2022Model 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.

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2022Model 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.

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2022Risk 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.

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2022Do 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.

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2021Global 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.

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2022Oil 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.

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2022World 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.

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2022Time-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.

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2022Dynamic 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.

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2022Probability 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.

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2022The 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.

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2023Reforming 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.

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2023Blockchain 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.

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2023Multilayer 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.

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2021International 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.

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More than 100 citations found, this list is not complete...

Yongmiao Hong is editor of

Journal
Advanced Studies in Theoretical and Applied Econometrics

Works by Yongmiao Hong:

YearTitleTypeCited
2005Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach In: 2005 Annual meeting, July 24-27, Providence, RI.
[Full Text][Citation analysis]		paper4
1999A New Test for ARCH Effects and Its Finite-Sample Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article15
2004Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article39
1998Testing for pairwise serial independence via the empirical distribution function In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article15
2000Generalized spectral tests for serial dependence In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article35
1997One?sided testing for conditional heteroskedasticity in time series models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2011Detecting misspecifications in autoregressive conditional duration models and non?negative time?series processes In: Journal of Time Series Analysis.
[Citation analysis]		article5
1999M-Testing Using Finite and Infinite Dimensional Parameter Estimators In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper3
2002Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper0
2001Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article2
2001TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS In: Econometric Theory.
[Full Text][Citation analysis]		article23
2001ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS In: Econometric Theory.
[Full Text][Citation analysis]		article13
2003DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article31
2007AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM In: Econometric Theory.
[Full Text][Citation analysis]		article5
2010CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article12
2012TESTING FOR THE MARKOV PROPERTY IN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article6
2016DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article8
2018CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH In: Econometric Theory.
[Full Text][Citation analysis]		article7
1995Consistent Specification Testing via Nonparametric Series Regression. In: Econometrica.
[Full Text][Citation analysis]		article118
1996Consistent Testing for Serial Correlation of Unknown Form. In: Econometrica.
[Full Text][Citation analysis]		article95
2004Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models In: Econometrica.
[Full Text][Citation analysis]		article36
2000Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models.(2000) In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2005Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence In: Econometrica.
[Full Text][Citation analysis]		article57
2012Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression In: Econometrica.
[Full Text][Citation analysis]		article73
2004Specification Testing for Multivariate Time Series Volatility Models In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper0
2004Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper0
2004Are the directions of stock price changes predictable? A generalized cross-spectral approach In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2004Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2000Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper6
2022Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information In: Applied Energy.
[Full Text][Citation analysis]		article4
2013Productivity spillovers among linked sectors In: China Economic Review.
[Full Text][Citation analysis]		article1
2016Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city In: China Economic Review.
[Full Text][Citation analysis]		article9
2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach In: China Economic Review.
[Full Text][Citation analysis]		article61
2017Adaptive penalized splines for data smoothing In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2022A score statistic for testing the presence of a stochastic trend in conditional variances In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Adjusted-range self-normalized confidence interval construction for censored dependent data In: Economics Letters.
[Full Text][Citation analysis]		article0
2001A test for volatility spillover with application to exchange rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article241
2006Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? In: Journal of Econometrics.
[Full Text][Citation analysis]		article29
2007Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article42
2009Guest editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2009Granger causality in risk and detection of extreme risk spillover between financial markets In: Journal of Econometrics.
[Full Text][Citation analysis]		article169
2011Generalized spectral testing for multivariate continuous-time models In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2014A unified approach to validating univariate and multivariate conditional distribution models in time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2018Threshold autoregressive models for interval-valued time series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2019A model-free consistent test for structural change in regression possibly with endogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Solving Euler equations via two-stage nonparametric penalized splines In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Time-varying model averaging In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2017Time-varying Model Averaging.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2014Time-varying Granger causality tests for applications in global crude oil markets In: Energy Economics.
[Full Text][Citation analysis]		article58
2019Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling In: Energy Economics.
[Full Text][Citation analysis]		article13
2011Financial volatility forecasting with range-based autoregressive volatility model In: Finance Research Letters.
[Full Text][Citation analysis]		article34
2010Modeling the dynamics of Chinese spot interest rates In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2012Are corporate bond market returns predictable? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2013How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article22
2008An empirical study on information spillover effects between the Chinese copper futures market and spot market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article16
2016A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter5
2001Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper11
1994Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series. In: Cornell - Department of Economics.
[Citation analysis]		paper0
2011TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH In: International Economic Review.
[Full Text][Citation analysis]		article3
2007Detecting Misspecifications in Autoregressive Conditional Duration Models In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2007Model-free evaluation of directional predictability in foreign exchange markets In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article27
2021Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China In: Nature Communications.
[Full Text][Citation analysis]		article29
1994Autonomy and Incentives in Chinese State Enterprises In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article274
2005Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form In: Review of Economic Studies.
[Full Text][Citation analysis]		article53
2005Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates In: Review of Financial Studies.
[Full Text][Citation analysis]		article144
2006Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation In: Review of Financial Studies.
[Full Text][Citation analysis]		article35
1996Testing for independence between two covariance stationary time series In: MPRA Paper.
[Full Text][Citation analysis]		paper30
2007Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2017An efficient integrated nonparametric entropy estimator of serial dependence In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2021Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2008Central limit theorems for generalized -statistics with applications in nonparametric specification In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]		article3
2016Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2022Forecasting interval-valued crude oil prices using asymmetric interval models In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2003Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article83
2004ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
1995Chinas Evolving Managerial Labor Market. In: Journal of Political Economy.
[Full Text][Citation analysis]		article131
2017TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES In: International Economic Review.
[Full Text][Citation analysis]		article4
2002Nonparametric specification testing for continuous-time models with application to spot interest rates In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper28
2003Nonparametric Methods in Continuous-Time Finance: A Selective Review In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper7

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