Ching-Wai (Jeremy) Chiu : Citation Profile

8

H index

6

i10 index

391

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 55
   Journals where Ching-Wai (Jeremy) Chiu has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 6 (1.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1449
   Updated: 2026-01-10    RAS profile: 2022-07-20    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ching-Wai (Jeremy) Chiu.

Is cited by:

GUPTA, RANGAN (26)

Marcellino, Massimiliano (17)

Koop, Gary (16)

Wohar, Mark (14)

Foroni, Claudia (11)

Huber, Florian (10)

Poon, Aubrey (8)

Nguyen, Hoang (8)

Clark, Todd (8)

Mitchell, James (8)

Guérin, Pierre (7)

Cites to:

bloom, nicholas (17)

Giannone, Domenico (16)

Reichlin, Lucrezia (14)

Waggoner, Daniel (13)

mumtaz, haroon (12)

Rubio-Ramirez, Juan F (12)

Zha, Tao (12)

Sims, Christopher (12)

Baker, Scott (11)

Davis, Steven (11)

Banbura, Marta (10)

Main data

Where Ching-Wai (Jeremy) Chiu has published?

Working Papers Series with more than one paper published# docs
Bank of England working papers / Bank of England8

Recent works citing Ching-Wai (Jeremy) Chiu (2025 and 2024)

YearTitle of citing document
2024Geopolitical Risks and Agricultural Trade Diversification in Southern Africa: Port-level Evidence from the Russia-UkraineWar. (2024). Lim, Sunghun ; Oh, Saera. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343735.

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2024Geopolitical Risks and Agricultural Trade Diversification in Southern Africa: Port-level Evidence from the Russia-UkraineWar. (2024). Lim, Sunghun ; Oh, Saera. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343735.

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2025The impact of climate policy uncertainty on financial market resilience: Evidence from China. (2025). Zhou, Wei-Xing ; Wei, Si-Yao. In: Papers. RePEc:arx:papers:2409.18422.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2024Banks, Credit Reallocation, and Creative Destruction. (2024). Kogler, Michael ; Keuschnigg, Christian ; Matt, Johannes. In: Discussion Papers. RePEc:cfm:wpaper:2404.

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2024Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163.

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2025Reprint of: Political uncertainty, corporate social responsibility, and firm performance. (2025). Yin, Chao ; Hu, YI. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000162.

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2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

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2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. (2024). YILMAZKUDAY, HAKAN. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006935.

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2025The resilience dynamics of energy ETF accessibility and stock market sentiment in China during the post-pandemic era. (2025). Wen, Jun ; Yin, Hua-Tang ; Chang, Chun-Ping ; He, Yushuang ; Yang, Hongming. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007692.

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2025Does geopolitical risk increase carbon emissions and public health risk?. (2025). Soytas, Ugur ; Paramati, Sudharshan Reddy ; Safiullah, MD. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000581.

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2025The role of artificial intelligence in renewable energy development: Insights from less developed economies. (2025). Song, Yanwu ; Li, Runze ; Wu, Jie ; Zheng, Huanyu. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003755.

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2024Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wang, Xueting ; Wu, Haoran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674.

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2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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

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2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2025The dynamic nexus between economic policy uncertainty, geopolitical risk, and natural resource rents of ASEAN-5 countries: Insights from the novel Fourier augmented ARDL method (FAARDL). (2025). Fikru, Mahelet ; Kisswani, Khalid M. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s030142072400816x.

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

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2024Geopolitical risk and foreign subsidiary performance of emerging market multinationals. (2024). Tong, Yan ; Li, Xin ; Zhao, Wenyi ; Zhong, Kai ; Xu, Guoquan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2400001x.

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2025Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

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

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2025Central bank announcements and monitoring portfolio risks. (2025). Wang, Shu ; Herwartz, Helmut ; Duy, Huynh Tuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005908.

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2024Contagion between investor sentiment and green bonds in China during the global uncertainties. (2024). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bhuiyan, Faruk ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:469-484.

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2025Newly-constructed Chinese geopolitical risk index and trade stock returns. (2025). Gözgör, Giray ; Zeng, Qing ; Zhang, Jixiang ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004987.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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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 ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2024Robot race in geopolitically risky environment: Exploring the Nexus between AI-powered tech industrial outputs and energy consumption in Singapore. (2024). Shahbaz, Muhammad ; Islam, Md. Monirul ; Ahmed, Faroque. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524003196.

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2024Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2413.

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2025The Effects of Geopolitical Uncertainties on Growth: Econometric Analysis on Selected Turkic Republican Countries and Neighboring States. (2025). Cruntu, Genu Alexandru ; Blcescu, Aniela ; Aydin, Halil Brahim. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:83-:d:1616646.

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2024Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Karmakar, Sayar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10452-w.

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2024Exploring unbalanced impacts of exchange rate volatility on the shadow economy: new evidence from BRICS nations. (2024). Sreenu, Nenavath. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:4:d:10.1007_s10644-024-09727-5.

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2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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2024Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics. (2024). Yan, Meng ; Shi, Kai. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:3:d:10.1007_s11079-023-09734-5.

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2024Unveiling the nexus: exploring the influence of terrorism on energy trade in China and the Belt and Road countries. (2024). Shi, Wentian ; Yang, Wenlong ; Chen, Dongcheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03619-9.

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2025Unraveling Financial Fragility of Global Markets Using Machine Learning. (2025). GUPTA, RANGAN ; Ji, Qiang ; Plakandaras, Vasilios. In: Working Papers. RePEc:pre:wpaper:202511.

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

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2024A multidimensional Bayesian model to test the impact of investor sentiment on equity premium. (2024). Teulon, Frédéric ; Hikkerova, Lubica ; Sahut, Jean Michel ; Mili, Mehdi. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-023-05165-0.

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2024Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach. (2024). Magerakis, Efstathios ; Gkillas, Konstantinos ; Galariotis, Emilios ; Floros, Christos ; Zopounidis, Constantin. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06176-1.

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2024A Bayes Analysis of Random Walk Model Under Different Error Assumptions. (2024). Agarwal, Manika ; Tripathi, Praveen Kumar. In: Annals of Data Science. RePEc:spr:aodasc:v:11:y:2024:i:5:d:10.1007_s40745-023-00465-5.

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2024The impact of climate policy uncertainty on ESG performance, carbon emission intensity and firm performance: evidence from Fortune 1000 firms. (2024). Persakis, Antonios. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:9:d:10.1007_s10668-023-03634-x.

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2024A TVP-VAR assessment of the spillover effects of geopolitical risk shocks on macroeconomic variability: a study of the Ghanaian economy. (2024). Uche, Emmanuel ; Hamayoon, Shah ; Asomaning, Kwame Ofori. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00341-5.

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2024Risk, Uncertainty and Exporting: Evidence from a Developing Economy. (2024). Sharma, Chandan ; Khanna, Rupika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00377-4.

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2024The Nexus Between Economic Policy Uncertainty and Stock Market Volatility in the CEE-3 Countries. (2024). Sami, Gngr Mahmut ; Arifenur, Gngr. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:2:p:60-81:n:1005.

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2025Economic policy uncertainty and credit risk in microfinance: A cross‐country analysis. (2025). Xie, Mufang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1969-1985.

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2024Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks. (2024). Huber, Florian ; Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1301-1320.

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2024Does Monetary Policy Affect Income Inequality in the Euro Area?. (2024). Samarina, Anna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:1:p:35-80.

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2025Are Geopolitical Risk and Economic Uncertainty Matter for Natural Resources Rents?. (2025). Ge, Pelin. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:2:p:2097-2110.

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Works by Ching-Wai (Jeremy) Chiu:

YearTitleTypeCited
2015Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers.
[Full Text][Citation analysis]		paper76
2017Forecasting with VAR models: Fat tails and stochastic volatility.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility.(2015) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2018The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation.(2018) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2016Financial market volatility, macroeconomic fundamentals and investor sentiment In: Bank of England working papers.
[Citation analysis]		paper42
2016Macroeconomic tail events with non-linear Bayesian VARs In: Bank of England working papers.
[Full Text][Citation analysis]		paper5
2016Nonlinearities of mortgage spreads over the business cycles In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2016Does partisan conflict impact the cash holdings of firms? A sign restrictions approach In: Bank of England working papers.
[Citation analysis]		paper2
2017A financial stress index for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper8
2018A new approach for detecting shifts in forecast accuracy In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2016VAR Models with Non-Gaussian Shocks In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2016VAR models with non-Gaussian shocks.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
0000VAR Models with Non-Gaussian Shocks.(0000) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018How important are global geopolitical risks to emerging countries? In: International Economics.
[Full Text][Citation analysis]		article93
2018How important are global geopolitical risks to emerging countries?.(2018) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		article
2016Does US partisan conflict matter for the Euro area? In: Economics Letters.
[Full Text][Citation analysis]		article35
2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article16
2011Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach In: Research Working Paper.
[Full Text][Citation analysis]		paper91
2015Bayesian Mixed Frequency VARs.(2015) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		article
2014Fat-tails in VAR Models In: Working Papers.
[Full Text][Citation analysis]		paper8
2014A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States In: Applied Economics Letters.
[Full Text][Citation analysis]		article1

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