Yongmiao Hong : Citation Profile

Are you Yongmiao Hong?

University of Chinese Academy of Sciences

26

H index

39

i10 index

2461

Citations

RESEARCH PRODUCTION:

69

Articles

19

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 82
   Journals where Yongmiao Hong has often published
   Relations with other researchers
   Recent citing documents: 259.    Total self citations: 36 (1.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho691
   Updated: 2024-12-03    RAS profile: 2024-11-11    
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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 Yongmiao Hong.

Is cited by:

GUPTA, RANGAN (54)

LINTON, OLIVER (26)

Escanciano, Juan Carlos (26)

Zhu, Ke (24)

Çevik, Emrah (23)

Swanson, Norman (21)

Bouri, Elie (19)

Phillips, Peter (19)

GAO, Jiti (18)

van Dijk, Dick (18)

Wang, Gang-Jin (17)

Cites to:

Hansen, Bruce (41)

Diebold, Francis (39)

Bollerslev, Tim (37)

Engle, Robert (36)

Watson, Mark (26)

Singleton, Kenneth (20)

Andrews, Donald (19)

Tauchen, George (19)

Ait-Sahalia, Yacine (18)

Newey, Whitney (18)

Campbell, John (17)

Main data

Where Yongmiao Hong has published?

Journals with more than one article published# docs
Journal of Econometrics16
Econometric Theory9
Econometrica5
Econometric Reviews3
China Economic Review3
Energy Economics3
Journal of the Royal Statistical Society Series B2
Journal of Banking & Finance2
International Review of Financial Analysis2
Journal of Business & Economic Statistics2
The Review of Financial Studies2
Economics Letters2
Quantitative Finance2
The Review of Economics and Statistics2

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

Recent works citing Yongmiao Hong (2024 and 2023)

YearTitle of citing document
2024The Political Development Cycle: The Right and the Left in Peoples Republic of China from 1953. (2024). Guriev, Sergei ; Cheremukhin, Anton ; Tsyvinski, Aleh ; Golosov, Mikhail. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:4:p:1107-39.

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2023Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models. (2019). Kristensen, Dennis ; Lee, Young Jun. In: Papers. RePEc:arx:papers:1904.05209.

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

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

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

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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

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

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2023Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrencys Valuation and Trading Strategy. (2023). Zhang, Luyao ; Liu, Yulin ; Sun, Yutong ; Yu, Haoyang. In: Papers. RePEc:arx:papers:2308.00013.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575.

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2023When social assistance meets market power: A mixed duopoly view of health insurance in the United States. (2023). Su, Xuejuan ; Ranasinghe, Ashantha. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:851-869.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Do Chinas State‐Owned Enterprises Maximize Profit?. (2000). Yin, Xiangkang ; Choe, Chongwoo. In: The Economic Record. RePEc:bla:ecorec:v:76:y:2000:i:234:p:273-284.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Financial Sector Troubles and Energy Markets. (2023). Soytas, Ugur ; Gormus, Alper. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-40.

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2023Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39.

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2023Geometrically designed variable knot splines in generalized (non-)linear models. (2023). Verrall, Richard J ; Lattuada, Andrea ; Kaishev, Vladimir K ; Dimitrova, Dimitrina S. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:436:y:2023:i:c:s0096300322005677.

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2024Convergence of a exponential tamed method for a general interest rate model. (2024). Wang, Mengchao ; Lord, Gabriel. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:467:y:2024:i:c:s0096300323006720.

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2023A convolutional Transformer-based truncated Gaussian density network with data denoising for wind speed forecasting. (2023). Zhang, Fan ; Song, Mengmeng ; Xu, Houhua ; Wang, Yun ; Zhou, Shengchao ; Li, Yifen. In: Applied Energy. RePEc:eee:appene:v:333:y:2023:i:c:s030626192201858x.

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2023The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351.

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2024Prediction of wind fields in mountains at multiple elevations using deep learning models. (2024). Zhang, Dongqin ; Hu, Gang ; Gao, Huanxiang ; Chen, Wenli ; Ren, Hehe ; Jiang, Wenjun. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014630.

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2024Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Li, Mingchen ; Cheng, Zishu ; Yang, Kun ; Wei, Yunjie ; Wang, Shouyang. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666.

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2024An innovative interpretable combined learning model for wind speed forecasting. (2024). Li, Yanzhao ; Yang, Dongchuan ; Du, Pei ; Wang, Jianzhou. In: Applied Energy. RePEc:eee:appene:v:358:y:2024:i:c:s0306261923019177.

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2024Improving probabilistic wind speed forecasting using M-Rice distribution and spatial data integration. (2024). Muzy, Jean-Franois ; Baggio, Roberta. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s030626192400223x.

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2023Dams, cropland productivity, and economic development in China. (2023). He, XI. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23001311.

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2023When firms talk, do they act? The impact of environmental strategies and actions on executive promotion in China. (2023). Xu, SI ; Ling, Zixi. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001463.

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2023Bridging the gap: Assessing the effects of railway infrastructure investments in Northwest China. (2023). Tran, Trang ; Lee, Wang-Sheng ; Bo, Lamont ; My, Trang. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x2300161x.

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2023Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. (2023). Li, Muyi ; Wang, Xuqin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000555.

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2023A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008.

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2023Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China. (2023). Kalra, Akash ; Nasnodkar, Siddhesh Prabhu ; Elsherazy, Tarek Abbas ; Bagadeem, Salim ; Huo, Dongxia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1459-1474.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Does geographic proximity affect firms’ cross-regional development? Evidence from high-speed rail construction in China. (2023). Zhang, Meiyang ; Cheng, Ken. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002146.

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2023Does environment pay for politicians?. (2023). Combes, Jean-Louis ; Motel, Pascale Combes ; Boly, Mohamed. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003036.

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2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2023Lessons from crypto assets for the design of energy efficient digital currencies. (2023). Sandri, Damiano ; Tourpe, Herve ; Peria, Soledad Martinez ; Deodoro, Jose ; Bauer, German Villegas ; Lavayssiere, Xavier ; Agur, Itai. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001519.

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2023Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587.

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2023Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654.

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2023Model averaging prediction by K-fold cross-validation. (2023). Liu, Chu-An ; Zhang, Xinyu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:280-301.

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2023The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023Testing many restrictions under heteroskedasticity. (2023). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001677.

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2023Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556.

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2024Rank-based max-sum tests for mutual independence of high-dimensional random vectors. (2024). Feng, Long ; Liu, Binghui ; Wang, Hongfei ; Ma, Yanyuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002944.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2024A post-screening diagnostic study for ultrahigh dimensional data. (2024). Zhu, Liping ; Zhou, Yeqing ; Zhang, Yaowu. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001877.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Robust inference on correlation under general heterogeneity. (2024). , Peter ; Li, Yufei ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x.

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2024Maximum likelihood estimation of latent Markov models using closed-form approximations. (2024). Xu, Chen ; Li, Chenxu ; Ait-Sahalia, Yacine. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303389.

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2024Testing unconditional and conditional independence via mutual information. (2024). Zhu, Liping ; Zhang, Zheng ; Sun, Li-Hsien ; Ai, Chunrong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622001609.

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2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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2023China’s demographic transition: A quantitative analysis. (2023). Yin, Yongkun. In: European Economic Review. RePEc:eee:eecrev:v:160:y:2023:i:c:s0014292123002192.

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2023Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431.

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2023Does high-speed rail affect the agglomeration of banks in China?. (2023). Wu, JI ; Huang, Jun ; Dong, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000523.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Reforming the worlds largest heating system: Quasi-experimental evidence from China. (2023). Wei, Chu ; An, Zidong ; Huang, Ying ; Wang, Manyu. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005461.

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2023Blockchain market and green finance: The enablers of carbon neutrality in China. (2023). Badarcea, Roxana Maria ; Li, Yameng ; Zhang, Xiaojing ; Qin, Meng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006302.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

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2023A time-varying Granger causality analysis between water stock and green stocks using novel approaches. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Aikins, Emmanuel Joel ; Adeleke, Musefiu Adebowale ; Adewuyi, Adeolu O. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300508x.

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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

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2024A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648.

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2023All roads lead to Rome? Carbon emissions, pollutant emissions and local officials’ political promotion in China. (2023). Tang, Pengcheng ; Jiang, Qisheng. In: Energy Policy. RePEc:eee:enepol:v:181:y:2023:i:c:s0301421523002859.

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2024Exploring phase-out path of Chinas coal power plants with its dynamic impact on electricity balance. (2024). Yu, Xianyu ; Wu, Qiuwei ; Tan, Jin ; Wang, Qunwei. In: Energy Policy. RePEc:eee:enepol:v:187:y:2024:i:c:s0301421524000417.

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2023Forecasting the crude oil prices with an EMD-ISBM-FNN model. (2023). Wang, Donghua ; Zheng, Chunling ; Fang, Tianhui. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222022897.

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2023Left-right brain interaction inspired bionic deep network for forecasting significant wave height. (2023). Gao, Xiao-Zhi ; Liang, Yan ; Wu, Han. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013890.

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2023Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets. (2023). Qiu, Feng ; Luckert, Martin ; Zhang, Wenbei. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018194.

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2023Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621.

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2023Transferable wind power probabilistic forecasting based on multi-domain adversarial networks. (2023). Dong, Lei ; Sun, Yingyun ; Di, Lei ; Li, Yan. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028906.

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2024Multistep short-term wind power forecasting model based on secondary decomposition, the kernel principal component analysis, an enhanced arithmetic optimization algorithm, and error correction. (2024). Fan, Yuzhen ; Wang, Junjie ; Hou, Guolian. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030347.

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2024Short-term wind speed forecasting based on recurrent neural networks and Levy crystal structure algorithm. (2024). Wang, Jianzhou ; Zheng, Jingwei. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003529.

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2024A novel dynamic spatio-temporal graph convolutional network for wind speed interval prediction. (2024). Meng, Anbo ; Du, Chenglong ; Zhang, Bin ; Chen, Zhengganzhe. In: Energy. RePEc:eee:energy:v:294:y:2024:i:c:s0360544224007023.

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2023Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212.

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2023Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

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2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

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2023Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321.

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

Yongmiao Hong is editor of

Journal
Advanced Studies in Theoretical and Applied Econometrics

Works by Yongmiao Hong:

YearTitleTypeCited
2005Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach In: 2005 Annual meeting, July 24-27, Providence, RI.
[Full Text][Citation analysis]		paper4
1999A New Test for ARCH Effects and Its Finite-Sample Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article15
2004Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article42
1998Testing for pairwise serial independence via the empirical distribution function In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article17
2000Generalized spectral tests for serial dependence In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article39
2023Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
.() In: .
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This paper has nother version. Agregated cites: 0		paper
2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach.(2024) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
1999M-Testing Using Finite and Infinite Dimensional Parameter Estimators In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper3
2002Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper0
2001Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article2
2001TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS In: Econometric Theory.
[Full Text][Citation analysis]		article24
2001ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS In: Econometric Theory.
[Full Text][Citation analysis]		article13
2003DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article32
2007AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM In: Econometric Theory.
[Full Text][Citation analysis]		article6
2010CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article12
2012TESTING FOR THE MARKOV PROPERTY IN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article7
2016DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article13
2018CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH In: Econometric Theory.
[Full Text][Citation analysis]		article11
2023ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH In: Econometric Theory.
[Full Text][Citation analysis]		article0
1995Consistent Specification Testing via Nonparametric Series Regression. In: Econometrica.
[Full Text][Citation analysis]		article122
1996Consistent Testing for Serial Correlation of Unknown Form. In: Econometrica.
[Full Text][Citation analysis]		article98
2004Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models In: Econometrica.
[Full Text][Citation analysis]		article38
2000Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models.(2000) In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2005Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence In: Econometrica.
[Full Text][Citation analysis]		article61
2012Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression In: Econometrica.
[Full Text][Citation analysis]		article91
2004Specification Testing for Multivariate Time Series Volatility Models In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper0
2004Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper0
2004Are the directions of stock price changes predictable? A generalized cross-spectral approach In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2004Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2000Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper7
2022Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information In: Applied Energy.
[Full Text][Citation analysis]		article15
2013Productivity spillovers among linked sectors In: China Economic Review.
[Full Text][Citation analysis]		article1
2016Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city In: China Economic Review.
[Full Text][Citation analysis]		article9
2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach In: China Economic Review.
[Full Text][Citation analysis]		article72
2017Adaptive penalized splines for data smoothing In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2023Fast estimation of a large TVP-VAR model with score-driven volatilities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2022A score statistic for testing the presence of a stochastic trend in conditional variances In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Adjusted-range self-normalized confidence interval construction for censored dependent data In: Economics Letters.
[Full Text][Citation analysis]		article1
2001A test for volatility spillover with application to exchange rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article259
2006Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2007Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article43
2009Guest editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2009Granger causality in risk and detection of extreme risk spillover between financial markets In: Journal of Econometrics.
[Full Text][Citation analysis]		article195
2011Generalized spectral testing for multivariate continuous-time models In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2014A unified approach to validating univariate and multivariate conditional distribution models in time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2018Threshold autoregressive models for interval-valued time series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2019A model-free consistent test for structural change in regression possibly with endogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Solving Euler equations via two-stage nonparametric penalized splines In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Time-varying model averaging In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2017Time-varying Model Averaging.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2023Testing for structural changes in large dimensional factor models via discrete Fourier transform In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2023Penalized time-varying model averaging In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2023Specification tests for time-varying coefficient models In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2024Climate change and crude oil prices: An interval forecast model with interval-valued textual data In: Energy Economics.
[Full Text][Citation analysis]		article0
2014Time-varying Granger causality tests for applications in global crude oil markets In: Energy Economics.
[Full Text][Citation analysis]		article70
2019Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling In: Energy Economics.
[Full Text][Citation analysis]		article19
2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2024The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2011Financial volatility forecasting with range-based autoregressive volatility model In: Finance Research Letters.
[Full Text][Citation analysis]		article36
2010Modeling the dynamics of Chinese spot interest rates In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2012Are corporate bond market returns predictable? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2013How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article23
2008An empirical study on information spillover effects between the Chinese copper futures market and spot market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article16
2009Some recent developments in nonparametric finance In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2016A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter6
2001Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper11
1994Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series. In: Cornell - Department of Economics.
[Citation analysis]		paper0
2007Detecting Misspecifications in Autoregressive Conditional Duration Models In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2007Model-free evaluation of directional predictability in foreign exchange markets In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article28
2021Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China In: Nature Communications.
[Full Text][Citation analysis]		article50
1994Autonomy and Incentives in Chinese State Enterprises In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article289
2005Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form In: The Review of Economic Studies.
[Full Text][Citation analysis]		article57
2005Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates In: The Review of Financial Studies.
[Full Text][Citation analysis]		article150
2006Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article35
1996Testing for independence between two covariance stationary time series In: MPRA Paper.
[Citation analysis]		paper32
2007Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2017An efficient integrated nonparametric entropy estimator of serial dependence In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2021Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models In: Econometric Reviews.
[Full Text][Citation analysis]		article7
2024Post-averaging inference for optimal model averaging estimator in generalized linear models In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2008Central limit theorems for generalized -statistics with applications in nonparametric specification In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]		article3
2016Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling In: Quantitative Finance.
[Full Text][Citation analysis]		article8
2022Forecasting interval-valued crude oil prices using asymmetric interval models In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2003Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article84
2004ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
1995Chinas Evolving Managerial Labor Market. In: Journal of Political Economy.
[Full Text][Citation analysis]		article132
2017TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES In: International Economic Review.
[Full Text][Citation analysis]		article5
2002Nonparametric specification testing for continuous-time models with application to spot interest rates In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper28
2003Nonparametric Methods in Continuous-Time Finance: A Selective Review In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper7

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