Hong Miao : Citation Profile

Colorado State University

15

H index

17

i10 index

687

Citations

RESEARCH PRODUCTION:

33

Articles

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 57
   Journals where Hong Miao has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 8 (1.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi643
   Updated: 2025-12-27    RAS profile: 2022-09-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Sévi, Benoît (15)

Rousse, Olivier (15)

GUPTA, RANGAN (13)

Wang, Yudong (10)

Zhang, Yaojie (10)

Sensoy, Ahmet (8)

Smales, Lee (8)

Saadaoui, Jamel (7)

Mignon, Valérie (7)

Wang, Tianyang (7)

Bouri, Elie (6)

Cites to:

Kilian, Lutz (30)

Bollerslev, Tim (15)

Andersen, Torben (15)

Campbell, John (14)

Diebold, Francis (13)

Hamilton, James (10)

Yang, Jian (9)

French, Kenneth (7)

barsky, robert (6)

Mayer, Christopher (6)

Yilmaz, Kamil (6)

Main data

Where Hong Miao has published?

Journals with more than one article published# docs
Journal of Futures Markets7
Energy Economics5
Journal of Financial Econometrics2
Quantitative Finance2
Journal of Banking & Finance2

Recent works citing Hong Miao (2025 and 2024)

YearTitle of citing document
2025Accounting statement analysis at industry level. A gentle introduction to the compositional approach. (2025). Serrat, N'Uria Arimany ; Coenders, Germa. In: Papers. RePEc:arx:papers:2305.16842.

Full description at Econpapers || Download paper

2024Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2024). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Papers. RePEc:arx:papers:2401.05784.

Full description at Econpapers || Download paper

2024On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures. (2024). Wang, Zian ; Li, Xinshu. In: Papers. RePEc:arx:papers:2409.08355.

Full description at Econpapers || Download paper

2024COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning. (2024). Wang, Zian ; Lu, Xinyi. In: Papers. RePEc:arx:papers:2409.08356.

Full description at Econpapers || Download paper

2025The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232.

Full description at Econpapers || Download paper

2025Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2503.07213.

Full description at Econpapers || Download paper

2025Intraday Functional PCA Forecasting of Cryptocurrency Returns. (2025). Zhong, Cheng ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2505.20508.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Corporate payout policy: are financial firms different?. (2024). Shin, Hyun Song ; Oliviero, Tommaso ; Gambacorta, Leonardo ; Caiazzo, Emmanuel. In: BIS Working Papers. RePEc:bis:biswps:1168.

Full description at Econpapers || Download paper

2024Low‐ frequency versus high‐frequency housing price spillovers in China. (2024). Yang, Jian ; Li, Zheng ; Yu, Ziliang. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3713-3749.

Full description at Econpapers || Download paper

2024Test of change point versus long‐range dependence in functional time series. (2024). Baek, Changryong ; Kokoszka, Piotr ; Meng, Xiangdong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:497-512.

Full description at Econpapers || Download paper

2025How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Park, Joon Y ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136.

Full description at Econpapers || Download paper

2025Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524.

Full description at Econpapers || Download paper

2024Trading Momentum in the U.S. Crude Oil Futures Market. (2024). Hamdan, Dalia ; Starkova, Olga ; Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-61.

Full description at Econpapers || Download paper

2024Agrivoltaics: Synergies and trade-offs in achieving the sustainable development goals at the global and local scale. (2024). Negash, Fikeremariam ; Rupp, David ; Higgins, Chad W ; Smith, Angelique Kidd ; Branscomb, Allan ; Ayalew, Abiyou Tilahun ; Cuppari, Rosa Isabella ; Najm, Majdi Abou ; Graham, Maggie ; Proctor, Kyle ; Tilaye, Gizaw Getaneh. In: Applied Energy. RePEc:eee:appene:v:362:y:2024:i:c:s0306261924003532.

Full description at Econpapers || Download paper

2024Agricultural friendly single-axis dynamic agrivoltaics: Simulations, experiments and a large-scale application for Chinese solar greenhouses. (2024). Liu, Wenjun ; Zhang, Wei ; Vitoshkin, Helena ; Ma, Haoyu ; Yue, Zonghan ; Kribus, Abraham ; Gao, Yang ; Meng, Xiangyu ; Huang, Xiangsheng. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924012741.

Full description at Econpapers || Download paper

2025Techno-economic and environmental optimization of agrivoltaics: A case study of Cornell University. (2025). You, Fengqi ; Kumdokrub, Tikumporn. In: Applied Energy. RePEc:eee:appene:v:384:y:2025:i:c:s0306261925001667.

Full description at Econpapers || Download paper

2024Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275.

Full description at Econpapers || Download paper

2024Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

Full description at Econpapers || Download paper

2024Financial shock transmission in Chinas banking and housing sectors: A network analysis. (2024). Yu, Ziliang ; Li, Yang ; Nong, Huifu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:701-723.

Full description at Econpapers || Download paper

2024The influence of deleveraging the excessive debt firms on investment efficiency. (2024). Teng, Shi ; Lin, Yu-En ; Hu, Chunyang ; Wang, Qianqian ; Cheng, Teng-Yuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2130-2149.

Full description at Econpapers || Download paper

2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

Full description at Econpapers || Download paper

2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

Full description at Econpapers || Download paper

2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

Full description at Econpapers || Download paper

2024Evaluation of volatility spillovers for asymmetric realized covariance. (2024). Maki, Daiki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001025.

Full description at Econpapers || Download paper

2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

Full description at Econpapers || Download paper

2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

Full description at Econpapers || Download paper

2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

Full description at Econpapers || Download paper

2024How do political tensions and geopolitical risks impact oil prices?. (2024). Saadaoui, Jamel ; Mignon, Valérie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300717x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

Full description at Econpapers || Download paper

2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

Full description at Econpapers || Download paper

2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

Full description at Econpapers || Download paper

2024U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

Full description at Econpapers || Download paper

2024Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

Full description at Econpapers || Download paper

2024A time-frequency-based interval decomposition ensemble method for forecasting gasoil prices under the trend of low-carbon development. (2024). Yan, Zichun ; Sun, Yuying ; Wang, Shouyang ; Tian, Fangzhu. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003177.

Full description at Econpapers || Download paper

2024Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759.

Full description at Econpapers || Download paper

2024Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x.

Full description at Econpapers || Download paper

2025The impact of climate attention on risk spillover effect in energy futures markets. (2025). Song, Min ; Hu, Lei ; Zhao, Yunning ; Zhang, Yun ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007539.

Full description at Econpapers || Download paper

2025Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144.

Full description at Econpapers || Download paper

2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189.

Full description at Econpapers || Download paper

2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

Full description at Econpapers || Download paper

2024A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Zhao, Zhengling ; Wang, Shouyang ; Sun, Shaolong. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341.

Full description at Econpapers || Download paper

2025Location selection for a photovoltaic agricultural with f-PIPRECIA and WASPAS methods: A case study. (2025). Maden, Aya ; Ycenur, Nilay G. In: Energy. RePEc:eee:energy:v:314:y:2025:i:c:s0360544224039574.

Full description at Econpapers || Download paper

2025Dynamic spillovers between Chinese oil futures market and global financial markets under geopolitical risks. (2025). Xu, Nan ; Zhang, Weiqian ; Li, Songsong ; Romanova, Valentina. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019164.

Full description at Econpapers || Download paper

2025Study on influencing factors and forecast of global crude oil prices based on the hybrid model. (2025). Fang, Tianhui ; Wang, Donghua. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225022467.

Full description at Econpapers || Download paper

2024Realized normal volatility and maximum outlying jumps in high frequency returns for Korean won–US Dollar. (2024). Chae-Deug, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s105752192400276x.

Full description at Econpapers || Download paper

2024Understanding climate policy uncertainty: Evidence from temporal and spatial domains. (2024). Yin, Libo ; Cao, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004149.

Full description at Econpapers || Download paper

2024How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186.

Full description at Econpapers || Download paper

2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

Full description at Econpapers || Download paper

2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

Full description at Econpapers || Download paper

2024Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Zou, MI ; Han, Lin. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819.

Full description at Econpapers || Download paper

2025Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?. (2025). Su, Xianfang ; Zhao, Yachao. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000031.

Full description at Econpapers || Download paper

2025Forecasting age distribution of deaths: Cumulative distribution function transformation. (2025). Shang, Han Lin ; Haberman, Steven. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:249-261.

Full description at Econpapers || Download paper

2025The effect of margin trading, stock index futures, and firm characteristics on stock price synchronicity: Evidence from China. (2025). Bei, Chengcheng ; Ma, Yulong ; Fonseka, Mohan ; Samarakoon, Lalith P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000551.

Full description at Econpapers || Download paper

2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

Full description at Econpapers || Download paper

2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

Full description at Econpapers || Download paper

2025From depegs to jumps: The role of stablecoin instabilities in crypto market dynamics. (2025). Gnabo, Jean-Yves ; Riaza, Baptiste Perez. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000749.

Full description at Econpapers || Download paper

2025Detection and localization of changes in a panel of densities. (2025). Jach, Agnieszka ; Kutta, Tim ; Wang, Haonan ; Kokoszka, Piotr ; Cardia, Michel Ferreira. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000812.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072.

Full description at Econpapers || Download paper

2024Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266.

Full description at Econpapers || Download paper

2024Oil jump tail risk as a driver of inflation dynamics. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Triantafyllou, Athanasios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000539.

Full description at Econpapers || Download paper

2024Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x.

Full description at Econpapers || Download paper

2024Forecasting the Crude Oil prices for last four decades using deep learning approach. (2024). Choudhury, Karabi Dutta ; Sen, Abhibasu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011492.

Full description at Econpapers || Download paper

2024Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

Full description at Econpapers || Download paper

2024Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Hu, Zhihao ; He, Xin-Jiang ; Yue, Jia ; Yang, Ben-Zhang. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230.

Full description at Econpapers || Download paper

2024Bupleurum chinense and Medicago sativa sustain their growth in agrophotovoltaic systems by regulating photosynthetic mechanisms. (2024). Li, Xiaobing ; Zhang, Weiyuan ; Song, Liangyuan ; Gong, Jirui ; Xiao, Cunde ; Hu, Yuxia ; Dong, Xuede ; Yang, Xiaofan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123008821.

Full description at Econpapers || Download paper

2024Application of photovoltaics on different types of land in China: Opportunities, status and challenges. (2024). Guo, Zhiling ; Liu, Zhengguang ; Hongyun, Zhang ; Zhang, Haoran ; Song, Chenchen. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123010043.

Full description at Econpapers || Download paper

2024Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215.

Full description at Econpapers || Download paper

2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Tamilselvan, M ; Kannadhasan, M ; Halder, Abhishek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

Full description at Econpapers || Download paper

2024Do loosened trading rules restore the stock index futures price discovery ability in China?. (2024). Wang, Ziqiao ; Zhao, Yuepeng ; Zhang, Xiaotao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:389-397.

Full description at Econpapers || Download paper

2024Urban air pollution and systemic risk of the real estate market in China. (2024). Yuan, Yan ; Zhang, Moyan ; Fang, YI ; Wang, Yanru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s105905602400618x.

Full description at Econpapers || Download paper

2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

Full description at Econpapers || Download paper

2024Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002666.

Full description at Econpapers || Download paper

2025How does macroeconomic uncertainty influence energy futures?: Evidence from extraordinary events. (2025). Chen, Fengwen ; Yin, Libo ; Lu, Man. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000716.

Full description at Econpapers || Download paper

2025Reconsidering the Soil–Water–Crops–Energy (SWCE) Nexus Under Climate Complexity—A Critical Review. (2025). Kourgialas, Nektarios N. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:17:p:1891-:d:1743418.

Full description at Econpapers || Download paper

2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

Full description at Econpapers || Download paper

2025Forecasting Crude Oil Prices Using the Binary RSI (bRSI) Indicator. (2025). Stasiak, Micha Dominik ; Staszak, Aneta ; Stawarz, Marcin. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3034-:d:1674355.

Full description at Econpapers || Download paper

2025Evaluating the Suitability of Ground-Mounted Photovoltaic System Selection and the Differences Between Expert Assessments and Firm Location Preferences: A Case Study of Tainan City. (2025). Chang, Chia-Chen ; Hu, Tai-Shan ; Li, Han-Yu ; Sho, Kojiro ; Chia, Ping-Ching. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:13:p:3559-:d:1695715.

Full description at Econpapers || Download paper

2025Optimization of Grid-Connected and Off-Grid Hybrid Energy Systems for a Greenhouse Facility. (2025). Caglayan, Nuri. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4712-:d:1742215.

Full description at Econpapers || Download paper

2024Impact of Geopolitical Risk on G7 Financial Markets: A Comparative Wavelet Analysis between 2014 and 2022. (2024). Panazan, Oana ; Gheorghe, Catalin. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:370-:d:1325296.

Full description at Econpapers || Download paper

2024How Market Transformation Policies Can Support Agrivoltaic Adoption. (2024). Legrande, Amy ; Yonnie, Brandon ; Kdr, Jzsef ; Bosman, Lisa. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:11172-:d:1548105.

Full description at Econpapers || Download paper

2025Current Status and Future Trends in China’s Photovoltaic Agriculture Development. (2025). Fu, Wenhui ; Liao, Bingzhen ; Qi, Yanbing ; Soothar, Mukesh Kumar. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8625-:d:1758248.

Full description at Econpapers || Download paper

2025How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Chang, Yoosoon ; Park, Joon. In: CAEPR Working Papers. RePEc:inu:caeprp:2025002.

Full description at Econpapers || Download paper

2024Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach. (2024). Shahzad, Umer ; Si, Kamel ; Tedeschi, Marco ; Rao, Amar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10550-3.

Full description at Econpapers || Download paper

2024Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China. (2024). Hossain, Mohammad Razib ; Alvarado, Rafael ; Adebayo, Tomiwa Sunday ; Ramzan, Muhammad ; Abbasi, Kashif Raza. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09684-z.

Full description at Econpapers || Download paper

2024Spatial Market Inefficiency in Housing Market: A Spatial Quantile Regression Approach. (2024). Chae, Jiyoung ; Bera, Anil K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09923-y.

Full description at Econpapers || Download paper

2024Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets. (2024). Lian, YI ; Xiao, Chao ; Lou, YU. In: PLOS ONE. RePEc:plo:pone00:0296501.

Full description at Econpapers || Download paper

2025Forecasting oil commodity spot price in a data-rich environment. (2025). Liu, Zhenya ; Boubaker, Sabri ; Zhang, Yifan. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-05004-8.

Full description at Econpapers || Download paper

2025Cryptocurrency markets, macroeconomic news announcements and energy consumption. (2025). ben Omrane, Walid ; Qi, Qianru ; Saadi, Samir. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05500-5.

Full description at Econpapers || Download paper

2025Robust estimation of functional factor models with functional pairwise spatial signs. (2025). Ling, Nengxiang ; Yang, Shuquan. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01477-2.

Full description at Econpapers || Download paper

2024Macroeconomic attention and commodity market volatility. (2024). Skintzi, Vasiliki ; Stavroula, Fameliti. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02613-z.

Full description at Econpapers || Download paper

2025The ripple effects of energy price volatility on equity and debt markets: a Morlet wavelet analysis. (2025). Razi, Ummara ; Afshan, Sahar ; Sharif, Arshian. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00292-w.

Full description at Econpapers || Download paper

2025Is corn still king? Unravelling time-varying interactions among soft commodities. (2025). Auret, Christo ; Sayed, Ayesha. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00296-6.

Full description at Econpapers || Download paper

2024Financial ambiguity and oil prices. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00656-w.

Full description at Econpapers || Download paper

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

Works by Hong Miao:

YearTitleTypeCited
2013Jumps in Oil Prices: The Role of Economic News In: The Energy Journal.
[Full Text][Citation analysis]		article44
2011Return and Volatility Transmission in U.S. Housing Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article54
2019Risk Analysis of Cumulative Intraday Return Curves In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
2017Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article0
2017The economic and social performance of integrated photovoltaic and agricultural greenhouses systems: Case study in China In: Applied Energy.
[Full Text][Citation analysis]		article36
2017Risk-shifting, equity risk, and the distress puzzle In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article4
2018Default prediction models: The role of forward-looking measures of returns and volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2010A model for energy pricing with stochastic emission costs In: Energy Economics.
[Full Text][Citation analysis]		article0
2014Crude oil moments and PNG stock returns In: Energy Economics.
[Full Text][Citation analysis]		article2
2014Price discovery in crude oil futures In: Energy Economics.
[Full Text][Citation analysis]		article45
2016An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments In: Energy Economics.
[Full Text][Citation analysis]		article15
2017Influential factors in crude oil price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article103
2019Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2012Impact of macroeconomic news on metal futures In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article108
2015Short-term options: Clienteles, market segmentation, and event trading In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2014Currency jumps, cojumps and the role of macro news In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article47
2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article21
2009Risk-Hedging in Real Estate Markets In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article0
2015Functional Dynamic Factor Model for Intraday Price Curves In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article14
2018Dynamic Functional Regression with Application to the Cross-section of Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article11
2014The Response of Bond Prices to Insurer Ratings Changes In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article1
2012Viterbi-Based Estimation for Markov Switching GARCH Model In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article4
2013Fractional differencing in discrete time In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2009VaR and expected shortfall: a non-normal regime switching framework In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2015The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility In: Journal of Forecasting.
[Full Text][Citation analysis]		article15
2011Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper In: Journal of Futures Markets.
[Full Text][Citation analysis]		article46
2012Does the price of crude oil respond to macroeconomic news? In: Journal of Futures Markets.
[Citation analysis]		article31
2014S&P 500 Index‐Futures Price Jumps and Macroeconomic News In: Journal of Futures Markets.
[Full Text][Citation analysis]		article17
2015Stock‐Versus‐Flow Distinctions, Information, and the Role of Inventory In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article18
2019Losers and prospectors in the short‐term options market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2021Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article26
2009INVESTMENT TIMING UNDER REGIME SWITCHING In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team