Jian Yang : Citation Profile

Are you Jian Yang?

University of Colorado Denver

26

H index

48

i10 index

1845

Citations

RESEARCH PRODUCTION:

70

Articles

8

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 80
   Journals where Jian Yang has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 40 (2.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya30
   Updated: 2024-11-04    RAS profile: 2022-08-06    
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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 Jian Yang.

Is cited by:

Bessler, David (25)

GUPTA, RANGAN (23)

lucey, brian (16)

Masih, Abul (15)

Piljak, Vanja (13)

Asongu, Simplice (13)

Syriopoulos, Theodore (12)

Tiwari, Aviral (12)

SYRIOPOULOS, THEODOROS (11)

Hamori, Shigeyuki (11)

Miljkovic, Dragan (11)

Cites to:

Johansen, Soren (41)

Bessler, David (32)

Diebold, Francis (24)

Pesaran, Mohammad (21)

Stulz, René (17)

Li, Qi (17)

Sims, Christopher (17)

Engle, Robert (17)

Campbell, John (15)

Bollerslev, Tim (15)

Yilmaz, Kamil (14)

Main data

Where Jian Yang has published?

Journals with more than one article published# docs
Journal of Futures Markets11
Applied Financial Economics5
Applied Economics Letters4
The Financial Review4
Journal of Banking & Finance4
Journal of Empirical Finance3
Pacific-Basin Finance Journal3
Journal of Agricultural and Applied Economics2
The Journal of Real Estate Finance and Economics2
Agribusiness2
Journal of International Money and Finance2
Journal of Agricultural and Applied Economics2
Journal of Business Finance & Accounting2
European Journal of Operational Research2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis3
Staff Papers / University of Delaware, Department of Food and Resource Economics2

Recent works citing Jian Yang (2024 and 2023)

YearTitle of citing document
2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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2023Futures markets and price stabilisation: An analysis of soybeans markets in North America. (2023). Goetz, Cole ; Miljkovic, Dragan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:104-117.

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2024International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Schaffer, Matthew ; Rahman, Md Rashedur. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989.

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2023Government spending news and stock price index. (2023). Biswas, Nabaneeta ; Duan, YI ; Yemba, Boniface. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00406.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024Bad news travels fast: Network analysis of the Chinese housing market connectivity. (2024). Dong, Jichang ; Li, Xuerong ; Mi, Anran ; Xu, Xiaoyue. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000208.

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2023Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023Revisiting time series momentum in Chinas commodity futures market: Evidence on sources of momentum profits. (2023). Dong, Minyi ; Song, Wuqi ; Ming, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003346.

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2023Stock index futures price prediction using feature selection and deep learning. (2023). Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002029.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023Central bank swap arrangements and exchange rate volatility: Evidence from China. (2023). Li, Yang ; Liu, Zhuqing ; Yu, Ziliang. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000493.

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2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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2023Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments. (2023). Liu, Qianqiu ; Yang, Ping ; Ming, Lei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001068.

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

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2023Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475.

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2023Modeling extreme risk spillovers between crude oil and Chinese energy futures markets. (2023). Ren, Xiaohang ; JAWADI, Fredj ; Li, Yiying ; Bu, Ruijun ; Sun, Xianming. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005054.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2024Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Bai, Dingchuan ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387.

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2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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

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2023Oil supply expectations and corporate social responsibility. (2023). Miao, Xiao ; Zhang, Yun ; Wen, Fenghua ; Chen, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001540.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

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2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618.

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2023Real stock market returns and inflation: Evidence from uncertainty hypotheses. (2023). Chiang, Thomas C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007826.

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2023Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666.

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2023European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

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2023Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097.

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

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2023Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000872.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000884.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2023The long-run risk premium in the intertemporal CAPM: International evidence. (2023). Sakemoto, Ryuta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2023The network and own effects of global-systemically-important-bank designations. (2023). Egger, Peter ; Zhu, Jiaqing ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000803.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility. (2024). Janzen, Joseph P ; Bunek, Gabriel D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000011.

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2023The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

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2023The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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2023Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. (2023). Zhao, Yang ; Shao, Zhiquan ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:821-840.

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2023Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859.

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2023Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45.

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2024Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428.

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2024Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China. (2024). Zhao, Huanyu ; Guo, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:446-457.

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2024Bitcoin market reactions to large price swings of international stock markets. (2024). Zhang, Wei ; Shen, Dehua ; Jia, Boxiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:72-88.

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2024Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). Zhu, Yiying ; Lucey, Brian ; Rao, Haicheng ; Feng, Lingbing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615.

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2024Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Jiang, Mingxuan ; Yuan, Ying ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301.

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2023.

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2023Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach. (2023). Tessmann, Mathias ; Carrasco-Gutierrez, Carlos ; Lima, Alexandre Vasconcelos. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:1:p:65.

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2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

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

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2023Spillover effect among independent carbon markets: evidence from China’s carbon markets. (2023). Liang, Weijuan ; Yan, Yaxue ; Zhang, Xiaoling ; Wang, Banban. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-022-09431-2.

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2024Integration and risk transmission across supply, demand, and prices in China’s housing market. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09713-x.

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2023Neural network predictions of the high-frequency CSI300 first distant futures trading volume. (2023). Zhang, Yun ; Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y.

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2023Do Preferred REITs Have Portfolio Enhancement Attributes? An Empirical Investigation. (2023). Guirguis, Hany ; Anderson, Randy I ; Loviscek, Anthony L. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09873-x.

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2023Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01161-4.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023Econometric connectedness as a measure of urban influence: evidence from Maine. (2023). Gabe, Todd ; Bharadwaj, Lakshya. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00353-9.

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2023Coking coal futures price index forecasting with the neural network. (2023). Zhang, Yun ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00311-9.

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2023Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1.

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2023COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries. (2023). Cardona-Arenas, Carlos David ; Morales-Zuluaga, Eliana ; Gomez-Gomez, Rafael. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:5:d:10.1007_s43546-023-00469-6.

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2023Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility. (2023). Inani, Sarveshwar Kumar ; Mohamad, Azhar. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:19:p:2749-2757.

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

Works by Jian Yang:

YearTitleTypeCited
2000THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article13
2000The Law of One Price: Developed and Developing Country Market Integration.(2000) In: Journal of Agricultural and Applied Economics.
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This paper has nother version. Agregated cites: 13		article
1999PRICE DISCOVERY IN WHEAT FUTURES MARKETS In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article22
1999Price Discovery in Wheat Futures Markets.(1999) In: Journal of Agricultural and Applied Economics.
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This paper has nother version. Agregated cites: 22		article
1999Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application In: 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada.
[Full Text][Citation analysis]		paper26
2001Agricultural liberalization policy and commodity price volatility: a GARCH application.(2001) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 26		article
2002ASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS In: Staff Papers.
[Full Text][Citation analysis]		paper18
2003Asset storability and hedging effectiveness in commodity futures markets.(2003) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 18		article
2002THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION In: Staff Papers.
[Full Text][Citation analysis]		paper47
2003The informational role of commodity prices in formulating monetary policy: a reexamination.(2003) In: Economics Letters.
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This paper has nother version. Agregated cites: 47		article
2018Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions In: Papers.
[Full Text][Citation analysis]		paper0
2001CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article5
2003Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis In: The Financial Review.
[Full Text][Citation analysis]		article41
2008U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look In: The Financial Review.
[Full Text][Citation analysis]		article4
2009Out-of-Sample Predictability in International Equity Markets: A Model Selection Approach In: The Financial Review.
[Full Text][Citation analysis]		article0
2012Extreme Correlation of Stock and Bond Futures Markets: International Evidence In: The Financial Review.
[Full Text][Citation analysis]		article12
2003European Stock Market Integration: Does EMU Matter? In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article45
2005Futures Trading Activity and Commodity Cash Price Volatility In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article45
2003Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs In: Journal of Regional Science.
[Full Text][Citation analysis]		article46
2012U.S. Monetary Policy Surprises and Mortgage Rates In: Real Estate Economics.
[Full Text][Citation analysis]		article1
2003Price and Volatility Transmission in International Wheat Futures In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article23
2009Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article26
2006Is value premium a proxy for time-varying investment opportunities: some time series evidence.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2013Fiscal deficits and mean reversion in real exchange rates In: Economics Letters.
[Full Text][Citation analysis]		article0
2008Fiscal policy and asset markets: A semiparametric analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
2008Contagion around the October 1987 stock market crash In: European Journal of Operational Research.
[Full Text][Citation analysis]		article35
2010Nonlinearity, data-snooping, and stock index ETF return predictability In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2005The relationship between stock returns and volatility in international stock markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article64
2018Conditional co-skewness and safe-haven currencies: A regime switching approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2021Housing market spillovers through the lens of transaction volume: A new spillover index approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article9
2010Nonlinearity and intraday efficiency tests on energy futures markets In: Energy Economics.
[Full Text][Citation analysis]		article29
2005International bond market linkages: a structural VAR analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article29
2006International transmission of inflation among G-7 countries: A data-determined VAR analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article31
2004International transmission of inflation among G-7 countries: a data-determined VAR analysis.(2004) In: Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2008Do Euro exchange rates follow a martingale? Some out-of-sample evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2009The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article87
2016Are there exploitable trends in commodity futures prices? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2003The structure of interdependence in international stock markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article191
2007Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article28
2004On the stability of long-run relationships between emerging and US stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article12
2014The differential impact of the bank–firm relationship on IPO underpricing: evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
2017Does corporate governance matter in competitive industries? Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article7
2019Chinas financial network with international spillovers: A first look In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article7
2005Information flows within and across sectors in Chinese stock markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article18
2018Housing price spillovers in China: A high-dimensional generalized VAR approach In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article21
2006Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence In: Management Science.
[Full Text][Citation analysis]		article21
2013Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence In: Management Science.
[Full Text][Citation analysis]		article40
2006The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article42
2005The Emerging Market Crisis and Stock Market Linkages: Further Evidence.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2006The emerging market crisis and stock market linkages: further evidence.(2006) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 42		article
2011Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article12
2011U.S. Monetary Policy Surprises and International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article19
2012Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article53
2013Time-Varying Risk-Return Trade-off in the Stock Market In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article12
2003Increasing Integration Between the United States and Other International Stock Markets? : A Recursive Cointegration Analysis In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article16
2004The International Price Transmission in Stock Index Futures Markets In: Economic Inquiry.
[Full Text][Citation analysis]		article18
2003Financial crisis and African stock market integration In: Applied Economics Letters.
[Full Text][Citation analysis]		article40
2004The informational role of open interest in futures markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2001Impact of interest rate swaps on corporate capital structure: an empirical investigation In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2003Stock market integration and financial crises: the case of Asia In: Applied Financial Economics.
[Full Text][Citation analysis]		article126
2005European public real estate market integration In: Applied Financial Economics.
[Full Text][Citation analysis]		article12
2005Government bond market linkages: evidence from Europe In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2006Information transmission between Eurocurrency and domestic interest rates: evidence from the UK In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2007Causal linkages between US and Eurodollar interest rates: further evidence In: Applied Economics.
[Full Text][Citation analysis]		article3
1998Market efficiency of US grain markets: Application of cointegration tests In: Agribusiness.
[Citation analysis]		article3
2000The wealth effect of swap usage in the food processing industry In: Agribusiness.
[Citation analysis]		article0
2001Asset storability and price discovery in commodity futures markets: A new look In: Journal of Futures Markets.
[Full Text][Citation analysis]		article106
2006Central bank communications and equity ETFs In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2008Realized volatility and correlation in energy futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article42
2009Do futures lead price discovery in electronic foreign exchange markets? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article48
2012Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China In: Journal of Futures Markets.
[Citation analysis]		article78
2016Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article16
2019Institutional quality and sovereign credit default swap spreads In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2020Return and volatility transmission between Chinas and international crude oil futures markets: A first look In: Journal of Futures Markets.
[Full Text][Citation analysis]		article36
2021Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article14
2021Price discovery in chinese agricultural futures markets: A comprehensive look In: Journal of Futures Markets.
[Full Text][Citation analysis]		article16

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