11
H index
11
i10 index
272
Citations
Australian National University (10% share) | 11 H index 11 i10 index 272 Citations RESEARCH PRODUCTION: 14 Articles 11 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cody Yu-Ling Hsiao. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Renewable and Sustainable Energy Reviews | 2 |
| Energy | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks. (2024). Yu, Marina. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:452-475. Full description at Econpapers || Download paper |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
| 2024 | Consumer spending during COVID-19 in a tourism city. (2024). Xu, Yang ; Ren, Mengyao ; Koh, Sun-Young ; Xia, Jizhe ; Sun, Mengqi ; Huang, Xiao ; Park, Sangwon. In: Annals of Tourism Research. RePEc:eee:anture:v:109:y:2024:i:c:s0160738324001075. Full description at Econpapers || Download paper |
| 2024 | A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper |
| 2025 | Empowering energy transition: Revisiting the dynamic impacts of Carbon emissions trading and the crude oil market. (2025). Stan, Sebastian-Emanuel ; Jin, Wenxin ; Wang, Xiaoqing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:988-1001. Full description at Econpapers || Download paper |
| 2024 | The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
| 2024 | Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Chang, Tsangyao ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912. Full description at Econpapers || Download paper |
| 2024 | Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis. (2024). Umutlu, Mehmet ; Harb, Hadi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400510x. Full description at Econpapers || Download paper |
| 2024 | Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153. Full description at Econpapers || Download paper |
| 2025 | Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724. Full description at Econpapers || Download paper |
| 2024 | Green finance, green technology innovation, and wind power development in China: Evidence from spatial quantile model. (2024). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001713. Full description at Econpapers || Download paper |
| 2025 | Does the European low-carbon policy impact price uncertainty in fossil energy markets?. (2025). Minlend, Jacques. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004712. Full description at Econpapers || Download paper |
| 2024 | Is the tone of the government-controlled media valuable for capital market? Evidence from Chinas new energy industry. (2024). Xu, Zhiwei ; Hua, Xia ; Ren, Pengyue ; Li, Jiaqi. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025. Full description at Econpapers || Download paper |
| 2025 | The impact mechanism of political risk on foreign renewable energy investment in developing countries: The mediating role of vulnerability. (2025). Zhang, Zhihao ; Martek, Igor ; Lu, Gan ; Jiang, Keyao ; Ruan, Congping. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004877. Full description at Econpapers || Download paper |
| 2024 | Can digital technology application promote energy saving and emission reduction practices in enterprise? An empirical study based on the awareness-motivation-capability perspective. (2024). Zhang, Yixiang ; Liu, Meiling ; Fu, Bowen. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s036054422303030x. Full description at Econpapers || Download paper |
| 2024 | The impact of new energy industry on environmental and economic benefits: Evidence from China. (2024). Zhang, Zhenjun ; Chen, Weiming ; Guo, Kaiyuan ; Huang, Chendan ; Diaz, Ana Yamileth. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224018851. Full description at Econpapers || Download paper |
| 2024 | Modern developments and analysis of household electricity utilization by applying smart meter and its findings. (2024). Zhu, Chungeng ; Mao, Yanfei. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224018905. Full description at Econpapers || Download paper |
| 2025 | The substitution of fossil fuels for renewables in the electricity mix of China: From the perspectives of generation, capacity, and demand. (2025). Zhao, Weigang ; Yan, Ying ; Wang, Xinye. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544225000064. Full description at Econpapers || Download paper |
| 2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
| 2024 | The impact of the Russia–Ukraine war on volatility spillovers. (2024). Lin, Yongjia ; Wang, Yizhi ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261. Full description at Econpapers || Download paper |
| 2024 | Nonlinear impact of climate risks on renewable energy stocks in China: A moderating effects study. (2024). Liu, Shuhao ; Chen, Haixin ; Rong, Xueyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005453. Full description at Econpapers || Download paper |
| 2024 | Asymmetric impact of energy prices on financial cycles based on interval time series modeling. (2024). Zhang, Jingjia ; Wu, Chaonan ; Yan, Zichun ; Wang, Zehan ; Laevac, Ivona. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005568. Full description at Econpapers || Download paper |
| 2024 | Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336. Full description at Econpapers || Download paper |
| 2024 | Executives’ green experience and corporate ESG performance: Do government subsidies matter?. (2024). Dong, Jie ; Song, Yingjie. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011838. Full description at Econpapers || Download paper |
| 2025 | Impact of COVID-19 pandemic on diversification: Evidence from microfinance. (2025). Suk, David Y ; Mo, Hyun ; Han, Ki C ; Lee, Sukhun. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001692. Full description at Econpapers || Download paper |
| 2025 | A generalized tail mean-variance model for optimal capital allocation. (2025). Xie, Hengyue ; Yao, Jing ; Wang, Guojing ; Yang, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:157-179. Full description at Econpapers || Download paper |
| 2024 | Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688. Full description at Econpapers || Download paper |
| 2025 | Regional financial risk and firms access to trade credit: Evidence from China. (2025). Zhang, Yun ; Shi, Luqing ; Yin, Zhujia ; Song, Linjia ; Yang, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003949. Full description at Econpapers || Download paper |
| 2024 | Mineral import demand-driven solar energy generation in China: A threshold estimation using the counterfactual shock approach. (2024). Sohag, Kazi ; Mariev, Oleg ; Islam, Md. Monirul. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016798. Full description at Econpapers || Download paper |
| 2024 | The impact of green finance on the development of the non-hydro renewable energy industry: An empirical study based on data from 30 provinces in China. (2024). Wang, Yutian ; Ma, YU ; Zhou, Xiangjun. In: Renewable Energy. RePEc:eee:renene:v:227:y:2024:i:c:s0960148124006086. Full description at Econpapers || Download paper |
| 2024 | How does the supply chain market respond to policy shocks? Evidence from solar photovoltaic sectors in China. (2024). Ou, Yinlin ; Hsiao, Cody Yu-Ling ; Chui, Chin Man. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011972. Full description at Econpapers || Download paper |
| 2025 | Would Russian solar energy projects be possible without state support?. (2025). Strielkowski, Wadim ; Smutka, Lubos ; Rausser, Gordon ; Chebotareva, Galina. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148124023620. Full description at Econpapers || Download paper |
| 2025 | Evaluating financial implications of renewable energy for climate action and sustainable development goals. (2025). Magazzino, Cosimo ; Solangi, Yasir Ahmed. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:212:y:2025:i:c:s1364032125000632. Full description at Econpapers || Download paper |
| 2025 | Does global geopolitical risk jeopardize the clean energy transition? New evidence from a global panel. (2025). TANG, Chor Foon ; Chen, You ; Saqib, Abdul ; Shittu, Ibrahim. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:223:y:2025:i:c:s1364032125006793. Full description at Econpapers || Download paper |
| 2024 | Modeling dynamic higher-order comoments for portfolio selection based on copula approach. (2024). Ke, Rui ; Yang, Dong ; Wang, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006609. Full description at Econpapers || Download paper |
| 2025 | Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002605. Full description at Econpapers || Download paper |
| 2024 | Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic. (2024). Yu, Marina. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240202:p:27-42. Full description at Econpapers || Download paper |
| 2024 | Analysis of the Impact of Policies and Meteorological Factors on Industrial Electricity Demand in Jiangsu Province. (2024). Wang, Zhe ; Shi, Hongyan ; Zhao, Hong ; Xu, Chengxi. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:9686-:d:1515585. Full description at Econpapers || Download paper |
| 2025 | A model of contagion without trading relations. (2025). Das, Pranab ; Rohit, Allena ; Basak, Gopal K. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00637-5. Full description at Econpapers || Download paper |
| 2024 | High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2024). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8. Full description at Econpapers || Download paper |
| 2025 | Volatility spillovers in the Russian stock market: Responses to exogenous shocks. (2025). Balash, V ; Faizliev, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:65-84. Full description at Econpapers || Download paper |
| 2025 | Financial risk and renewable energy: exploring the influence of urbanization and natural resource rents across 112 countries. (2025). Wang, Qiang ; Li, Rongrong ; Sun, Jiayi. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04481-z. Full description at Econpapers || Download paper |
| 2025 | Sovereign bond yield and cryptocurrency returns within the frontier West African monetary zone: a dynamic contagion analysis. (2025). Ofori-Boateng, Kenneth ; Amewu, Godfred ; Gyamfi, Emmanuel Numapau ; Adom-Dankwa, Akwasi ; Atsu, Francis. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04599-0. Full description at Econpapers || Download paper |
| 2025 | Driving effect of government environmental protection expenditure on green technology from the perspective of fiscal transparency. (2025). Zhao, Yunting ; Zhou, Chao ; Li, Min. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04791-2. Full description at Econpapers || Download paper |
| 2024 | Co-movement of Oil and Stock Markets During COVID-19: Evidence from the Gulf Corporation Council. (2024). Hanif, Muhammad. In: Contemporary Review of the Middle East. RePEc:sae:crmide:v:11:y:2024:i:3:p:338-359. Full description at Econpapers || Download paper |
| 2024 | Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. (2024). Loccisano, Debora ; Leccadito, Arturo ; de Giovanni, Domenico. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05059-7. Full description at Econpapers || Download paper |
| 2024 | Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives. (2024). Baba, Boubekeur. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09696-5. Full description at Econpapers || Download paper |
| 2024 | Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2018 | Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 14 |
| 2018 | The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China In: Energy. [Full Text][Citation analysis] | article | 2 |
| 2022 | Evaluation of contagious effects of Chinas wind power industrial policies In: Energy. [Full Text][Citation analysis] | article | 9 |
| 2022 | Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 14 |
| 2021 | Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Measuring financial interdependence in asset markets with an application to eurozone equities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2021 | The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry In: Renewable Energy. [Full Text][Citation analysis] | article | 6 |
| 2021 | A joint test of policy contagion with application to the solar sector In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 5 |
| 2022 | Effects of country risks and government subsidies on renewable energy firms’ performance: Evidence from China In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 22 |
| 2011 | Actually This Time Is Different In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2013 | A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 50 |
| 2014 | Extremal Dependence and Contagion In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Extremal dependence tests for contagion In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 2018 | Extremal dependence tests for contagion.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2017 | Joint Tests of Contagion with Applications to Financial Crises In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Joint Tests of Contagion with Applications to Financial Crises.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Impact of International Oil Prices on the Stock Price Fluctuations of China’s Renewable Energy Enterprises In: Energies. [Full Text][Citation analysis] | article | 14 |
| 2014 | Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review. [Full Text][Citation analysis] | article | 32 |
| 2022 | Debt and financial market contagion In: Empirical Economics. [Full Text][Citation analysis] | article | 11 |
| 2015 | Debt and Financial Market Contagion.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2019 | Joint tests of contagion with applications In: Quantitative Finance. [Full Text][Citation analysis] | article | 12 |
| 2022 | Financial relief policy and social distancing duringthe COVID-19 pandemic In: TUPD Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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