Lu Yang : Citation Profile

Are you Lu Yang?

Shenzhen University

13

H index

17

i10 index

532

Citations

RESEARCH PRODUCTION:

42

Articles

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 48
   Journals where Lu Yang has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 20 (3.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya385
   Updated: 2024-07-05    RAS profile: 2024-02-06    
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Relations with other researchers

Works with:

Hamori, Shigeyuki (9)

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

Is cited by:

Hamori, Shigeyuki (13)

Tiwari, Aviral (11)

Deisting, Florent (8)

Vo, Xuan Vinh (6)

Lee, Chien-Chiang (5)

Mokni, Khaled (5)

Shahzad, Syed Jawad Hussain (4)

Rault, Christophe (4)

lucey, brian (4)

Vuković, Darko (4)

Albulescu, Claudiu (4)

Cites to:

Hamori, Shigeyuki (48)

Nguyen, Duc Khuong (38)

Engle, Robert (25)

Yilmaz, Kamil (23)

Diebold, Francis (21)

Hammoudeh, Shawkat (19)

Reboredo, Juan (17)

Aloui, Riadh (17)

Filis, George (16)

GUPTA, RANGAN (16)

Ratti, Ronald (15)

Main data

Where Lu Yang has published?

Journals with more than one article published# docs
International Review of Financial Analysis4
Journal of Reviews on Global Economics4
The North American Journal of Economics and Finance4
International Review of Economics & Finance3
Emerging Markets Finance and Trade3
Energies3
Economic Modelling2
Applied Financial Economics2

Recent works citing Lu Yang (2024 and 2023)

YearTitle of citing document
2023Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185.

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2023On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01.

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2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

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2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

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2023Investor sentiment in the tourism stock market. (2023). Kou, Iokteng Esther ; Wu, Chih-Hung ; Peng, Kang-Lin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000624.

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2023Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335.

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2024Public attention, sentiment and the default of Silicon Valley Bank. (2024). Burghof, Hans-Peter ; Bales, Stephan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493.

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2024How does Employee Education Affect Employers Corporate Social Responsibility? Evidence from China. (2024). Li, Xiaokai. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005244.

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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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2023Copula sensitivity analysis for portfolio credit derivatives. (2023). Hu, Jian-Qiang ; Fu, Michael C ; Peng, Yijie ; Lei, Lei. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:455-466.

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2023The impact of institutional investors corporate site visits on corporate social responsibility. (2023). Hou, Canran ; Liu, Huan. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000929.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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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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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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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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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220.

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2023The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262.

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2023The risk spillover of high carbon enterprises in China: Evidence from the stock market. (2023). Yin, Hua ; Zhu, Pingheng ; Wu, Baohui ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004371.

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2023Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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2023The electric shock: Causes and consequences of electricity prices in the United Kingdom. (2023). Lee, Lillian ; Shubita, Moade ; Ganepola, Chanaka N. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005285.

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2023Dynamic volatility transfer in the European oil and gas industry. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005509.

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2023Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction. (2023). Brůna, Karel ; van Tran, Quang ; Bruna, Karel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300628x.

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2023Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930.

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2023The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303.

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2023Taxing bitcoin: Incentivizing the difficulty adjustment mechanism to reduce electricity usage. (2023). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000091.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2023Does powerful executive holding a dual post as the board secretary reduce nonpunitive regulation?. (2023). Zhu, Keying ; Yu, Wei ; Wang, Chenglong ; Huang, Huiqin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003137.

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2023Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains. (2023). Gao, Yang ; Zhao, Wandi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004234.

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2023A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362.

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2024Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318.

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2023Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19. (2023). Liu, Jiatong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000648.

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2023Can Chinas national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market. (2023). Shang, Yue ; Lu, Tuantuan ; Zhu, Pengfei ; Wei, YU ; Zhang, Zerong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006633.

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2023Unveiling the diversification capabilities of carbon markets in NFT portfolios. (2023). Esparcia, Carlos ; Diaz, Antonio ; Huelamo, Diego. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010048.

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2024Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system. (2024). Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011376.

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2024The impact of bank credit corruption on firms carbon emission reduction innovations: Empirical evidence from China. (2024). Xu, Fangyuan ; Sun, Wenyan ; Rui, Linlin. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012564.

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2023Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments. (2023). Hanif, Waqas ; Duc, Toan Luu ; Pham, Linh. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000868.

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2023Frequency interdependence and portfolio management between gold, oil and sustainability stock markets. (2023). Mensi, Walid ; Ziadat, Salem Adel ; Nekhili, Ramzi. In: International Economics. RePEc:eee:inteco:v:176:y:2023:i:c:s2110701723000732.

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2023Cross-listing and predation risk in product markets. (2023). Li, Yunshen ; Kong, Weimin ; Zhou, Lu Jolly. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001282.

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2023Leveraging user behavior and data science technologies for management: An overview. (2023). Reyes-Menendez, Ana ; Alcaiz, Mariano ; Kastanakis, Minas N ; Blasco-Arcas, Lorena. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322007809.

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2023The interactive CNY-CNH relationship: A wavelet analysis. (2023). Cai, Xiaojing ; Gao, Xiang ; Tian, Shuairu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s026156062300030x.

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2023Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290.

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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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2023Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000387.

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2023Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Alomari, Mohammad ; Mensi, Walid ; Kang, Sang Hoon. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397.

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

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2023Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2023Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?. (2023). Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000144.

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2023An empirical approach to the nexus between natural resources and environmental pollution: Do economic policy and environmental-related technologies make any difference?. (2023). Baloch, Muhammad Awais ; Ulucak, Recep. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000697.

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2023Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Longsheng, Cheng ; Qureshi, Fiza ; Hkiri, Besma. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952.

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2023Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040. (2023). Ozkan, Oktay ; Alola, Andrew Adewale ; Obekpa, Hephzibah Onyeje. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002222.

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2023Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659.

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2023Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787.

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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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2023Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x.

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2023Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash. (2023). Tedeschi, Marco ; Zhang, Anqi ; Tarczyska-Uniewska, Magorzata ; Mallek, Sabrine ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005093.

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2023Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis. (2023). Mishra, Sibanjan ; Bhattacherjee, Purba ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008413.

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2023How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis. (2023). Li, Xinran ; Cheng, Sheng ; Cao, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007973.

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2023Financial stress in Russia: Exploring the impact of oil market shocks. (2023). Sohag, Kazi ; Elsayed, Ahmed ; Kalina, Irina. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008619.

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2023Climate risk and bank stability: International evidence. (2023). Mishra, Anil ; Tran, Thao Phuong ; Le, Anh-Tuan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:70-71:y:2023:i::s1042444x23000439.

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2023Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139.

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2023Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. (2023). Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s037843712300136x.

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2023Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis. (2023). Fernandez Bariviera, Aurelio ; Bejaoui, Azza ; Jeribi, Ahmed ; Frikha, Wajdi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002753.

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2023The Mixture Transition Distribution approach to networks: Evidence from stock markets. (2023). Petroni, Filippo ; de Blasis, Riccardo ; Damico, Guglielmo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123008907.

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2023Consequences of Thailand’s 2006 military coup: Evidence from the synthetic control method. (2023). Suwanprasert, Wisarut. In: European Journal of Political Economy. RePEc:eee:poleco:v:80:y:2023:i:c:s0176268023001192.

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2023Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30.

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2024Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954.

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2023Investor sentiment and the Chinese new energy stock market: A risk–return perspective. (2023). Guo, Kun ; Sun, Xiaolei ; Liu, Chang ; Shen, Yiran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:395-408.

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2023Crypto currency and green investment impact on global environment: A time series analysis. (2023). Wong, Wing-Keung ; Ye, Wang ; Faiz, Muhammad Fauzinudin ; Haffar, Mohamed ; Nassani, Abdelmohsen A ; Arnone, Gioia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:155-169.

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2023Blockchain: A carbon-neutral facilitator or an environmental destroyer?. (2023). Su, Chi-Wei ; Qin, Meng ; Umar, Muhammad ; Lobon, Oana-Ramona. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:604-615.

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2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243.

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2023Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis. (2023). Lee, Chi-Chuan ; Zhang, Jian ; Yu, Chin-Hsien. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:99-109.

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2024Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs. (2024). Chen, Wei ; Li, Jingyu ; Yao, Yinhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1217-1233.

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2023Sustainable finance and blockchain: A systematic review and research agenda. (2023). Wang, Yi-Ran ; Lei, Yu-Tian ; Chen, Xun-Qi ; Ma, Chao-Qun ; Ren, Yi-Shuai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002574.

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2023Measurement and prediction of systemic risk in China’s banking industry. (2023). Zhao, Yue ; Lee, Chien-Chiang ; Zhang, Xinsong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002604.

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2023What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis. (2023). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; Bouzgarrou, Houssam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000028.

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2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

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2023Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

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2023European systemic credit risk transmission using Bayesian networks. (2023). Pavia, Jose M ; Lopez, Jesua ; Ballester, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000405.

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2023Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks. (2023). Hitz, Lukas ; Burghof, Hans-Peter ; Burghartz, Kaspar ; Bales, Stephan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000533.

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2024Institutional investors’ site visits and firms’ financial distress. (2024). Yue, Sishi ; Dong, Dayong ; Cao, Jiawei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002763.

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2023Influence of green innovation on disclosure quality: Mediating role of media attention. (2023). Hu, Xiang ; Yan, Cheng ; Shen, Xixi ; Ho, Kung-Cheng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162522008356.

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

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2023.

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2023Prediction of Regional Carbon Price in China Based on Secondary Decomposition and Nonlinear Error Correction. (2023). Cheng, Yunhe ; Hu, Beibei. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4444-:d:1160515.

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2023Dynamic Spillovers between Carbon Price and Power Sector Returns in China: A Network-Based Analysis before and after Launching National Carbon Emissions Trading Market. (2023). Pan, Huanxue ; Liu, Cheng ; Zhang, Yun ; Zheng, Yujie ; Deng, Jing. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5578-:d:1201058.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023Does Environmental Regulation Promote Eco-Innovation Performance of Manufacturing Firms?—Empirical Evidence from China. (2023). Zhang, Ziyi ; Hu, Shichao ; Wang, Jie Qiong . In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2899-:d:1103310.

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2023.

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

Works by Lu Yang:

YearTitleTypeCited
2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach In: Journal of Asian Economics.
[Full Text][Citation analysis]		article10
2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article9
2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
[Full Text][Citation analysis]		article25
2016Interdependence of foreign exchange markets: A wavelet coherence analysis In: Economic Modelling.
[Full Text][Citation analysis]		article37
2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article14
2018What determines the long-term correlation between oil prices and exchange rates? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article23
2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article17
2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article43
2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective In: Energy Economics.
[Full Text][Citation analysis]		article72
2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article15
2021The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article24
2023Modeling the global sovereign credit network under climate change In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2014Dependence structure between CEEC-3 and German government securities markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2022Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market In: Journal of Business Research.
[Full Text][Citation analysis]		article13
2022Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article9
2023Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk In: Resources Policy.
[Full Text][Citation analysis]		article0
2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article10
2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article89
2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2021Last hour momentum in the Chinese stock market In: China Finance Review International.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2019Determinants of the Long-Term Correlation between Crude Oil and Stock Markets In: Energies.
[Full Text][Citation analysis]		article10
2020Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach In: Energies.
[Full Text][Citation analysis]		article4
2020Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management In: Energies.
[Full Text][Citation analysis]		article8
2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach In: Sustainability.
[Full Text][Citation analysis]		article7
2013Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2014The Phillips Curve in the United States and Canada: A GARCHDCC Analysis In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2015Does Capital Account Liberalization Affect the Financial Stability: Evidence from China In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article1
2015This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2016Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2018Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2023A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2023Sovereign default network and currency risk premia In: Financial Innovation.
[Full Text][Citation analysis]		article1
2023Analyzing the Role of High-Tech Industrial Agglomeration in Green Transformation and Upgrading of Manufacturing Industry: the Case of China In: Journal of the Knowledge Economy.
[Full Text][Citation analysis]		article0
2013EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets In: Transition Studies Review.
[Full Text][Citation analysis]		article4
2013Dependence structure among international stock markets: a GARCH--copula analysis In: Applied Financial Economics.
[Full Text][Citation analysis]		article21
2014Gold prices and exchange rates: a time-varying copula analysis In: Applied Financial Economics.
[Full Text][Citation analysis]		article13
2019Do anticorruption efforts affect banking system stability? In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article5
2024Systemic risk and idiosyncratic networks among global systemically important banks In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2018MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team