Hong Miao : Citation Profile

Are you Hong Miao?

Colorado State University

13

H index

13

i10 index

583

Citations

RESEARCH PRODUCTION:

29

Articles

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 48
   Journals where Hong Miao has often published
   Relations with other researchers
   Recent citing documents: 108.    Total self citations: 8 (1.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi643
   Updated: 2024-12-03    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:

Rousse, Olivier (15)

Sévi, Benoît (15)

GUPTA, RANGAN (9)

Zhang, Yaojie (9)

Wang, Tianyang (7)

Smales, Lee (7)

Saadaoui, Jamel (7)

Wang, Yudong (7)

Mignon, Valérie (7)

Sensoy, Ahmet (6)

Horvath, Lajos (5)

Cites to:

Kilian, Lutz (30)

Andersen, Torben (15)

Bollerslev, Tim (15)

Diebold, Francis (13)

Campbell, John (12)

Hamilton, James (10)

Yang, Jian (9)

French, Kenneth (7)

Hilscher, Jens (6)

Yilmaz, Kamil (6)

barsky, robert (6)

Main data

Where Hong Miao has published?

Journals with more than one article published# docs
Energy Economics5
Journal of Futures Markets4
Quantitative Finance2
Journal of Banking & Finance2
Journal of Financial Econometrics2

Recent works citing Hong Miao (2024 and 2023)

YearTitle of citing document
2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

Full description at Econpapers || Download paper

2024Accounting statement analysis at industry level. A gentle introduction to the compositional approach. (2023). Serrat, N'Uria Arimany ; Coenders, Germa. In: Papers. RePEc:arx:papers:2305.16842.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

Full description at Econpapers || Download paper

2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

Full description at Econpapers || Download paper

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

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

2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. 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

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

Full description at Econpapers || Download paper

2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

Full description at Econpapers || Download paper

2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

Full description at Econpapers || Download paper

2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

Full description at Econpapers || Download paper

2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

Full description at Econpapers || Download paper

2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

Full description at Econpapers || Download paper

2023Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019.

Full description at Econpapers || Download paper

2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

Full description at Econpapers || Download paper

2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

Full description at Econpapers || Download paper

2023Oil uncertainty and the price-cost markup: Evidence from U.S. data. (2023). Ma, Xiaohan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002268.

Full description at Econpapers || Download paper

2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

Full description at Econpapers || Download paper

2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

Full description at Econpapers || Download paper

2023Europes energy crisis: Are geopolitical risks in source countries of fossil fuels accelerating the transition to renewable energy?. (2023). Hille, Erik. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005595.

Full description at Econpapers || Download paper

2023Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Soo-Wah, Low ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327.

Full description at Econpapers || Download paper

2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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 ; Bai, Dingchuan ; Zhang, Dongyang. 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 ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. 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 ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. 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 ; Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Functional classification and dynamic prediction of cumulative intraday returns in crude oil futures. (2023). Liu, Xiaoxing. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223027494.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

Full description at Econpapers || Download paper

2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

Full description at Econpapers || Download paper

2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

Full description at Econpapers || Download paper

2023Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533.

Full description at Econpapers || Download paper

2023Intraday volatility predictability in china gold futures market: The case of last half-hour realized volatility forecasting. (2023). Xue, Yinsong ; Lv, Jiamin ; Ye, Chuxin ; Luo, Xingguo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300394x.

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 ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. 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 ; Han, Lin ; Zou, MI. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819.

Full description at Econpapers || Download paper

2023Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

Full description at Econpapers || Download paper

2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

Full description at Econpapers || Download paper

2023Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

Full description at Econpapers || Download paper

2023Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China. (2023). Zhang, Xiaoyu ; Song, Yuegang ; Hu, Guoheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002660.

Full description at Econpapers || Download paper

2023Impact of geopolitical risks on oil price fluctuations: Based on GARCH-MIDAS model. (2023). Zhou, Xuewei ; Sun, Jiasen ; Zhao, Ruizeng ; Wu, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006931.

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

2024Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Yue, Jia ; He, Xin-Jiang ; Yang, Ben-Zhang ; Hu, Zhihao. 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

2023Environmental, social and governance performance and credit risk: Moderating effect of corporate life cycle. (2023). Yang, Liuyong ; Wang, Liyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001762.

Full description at Econpapers || Download paper

2024Bupleurum chinense and Medicago sativa sustain their growth in agrophotovoltaic systems by regulating photosynthetic mechanisms. (2024). Xiao, Cunde ; Gong, Jirui ; Zhang, Siqi ; Hu, Yuxia ; Dong, Xuede ; Song, Liangyuan ; Li, Xiaobing ; 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). Liu, Zhengguang ; Guo, Zhiling ; Song, Chenchen ; Zhang, Haoran ; Hongyun, Zhang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123010043.

Full description at Econpapers || Download paper

2023Can the introduction of stock index futures stabilize the volatility of the stock market? Evidence from the Chinese stock market. (2023). Gu, Rongbao ; Yang, Linshan ; Liu, Shengnan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:44-58.

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). Wei, YU ; Zhang, Yifeng ; Wang, Zhuo. 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). Kannadhasan, M ; Halder, Abhishek ; Tamilselvan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

Full description at Econpapers || Download paper

2023Photothermal and Photovoltaic Utilization for Improving the Thermal Environment of Chinese Solar Greenhouses: A Review. (2023). Xu, Dan ; Li, Kun ; Zhang, YI ; Fang, Hui ; Wu, Gang. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:19:p:6816-:d:1247951.

Full description at Econpapers || Download paper

2023Energy Modeling and Techno-Economic Feasibility Analysis of Greenhouses for Tomato Cultivation Utilizing the Waste Heat of Cryptocurrency Miners. (2023). Pearce, Joshua M ; McDonald, Matthew T ; Asgari, Nima. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1331-:d:1048014.

Full description at Econpapers || Download paper

2023Multidimensional Role of Agrovoltaics in Era of EU Green Deal: Current Status and Analysis of Water–Energy–Food–Land Dependencies. (2023). Efstratiadis, Andreas ; Sakki, Georgia-Konstantina ; Zisos, Athanasios ; Roxani, Aikaterini. In: Land. RePEc:gam:jlands:v:12:y:2023:i:5:p:1069-:d:1146787.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China. (2023). Liu, Shuqin ; Lv, Benfu ; Ma, Diandian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1690-:d:1037103.

Full description at Econpapers || Download paper

2023Design and Development of a Symbiotic Agrivoltaic System for the Coexistence of Sustainable Solar Electricity Generation and Agriculture. (2023). Kar, Indira ; Barman, Jagadish ; Liu, Han-Chang ; Huang, Chao-Yang ; Su, Te-Li ; Kuo, Chung-Feng Jeffrey. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6011-:d:1111990.

Full description at Econpapers || Download paper

2023The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

Full description at Econpapers || Download paper

2023Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China. (2023). Yao, Yao ; Louhichi, Wael ; Liu, Zhenya ; Boubaker, Sabri. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10265-3.

Full description at Econpapers || Download paper

2023Empirical Asset Pricing with Functional Factors*. (2023). Sancetta, Alessio ; Nadler, Philip. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:4:p:1258-1281..

Full description at Econpapers || Download paper

2023Does Information Spillover and Leverage Effect Exist in World Gold Markets?. (2023). Lazar, D ; Immanuvel, Maria S. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:3:p:475-487.

Full description at Econpapers || Download paper

2023Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model. (2023). Shi, Yanlin ; Chang, LE ; Jiang, Xiandeng. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02264-y.

Full description at Econpapers || Download paper

2023Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation. (2023). Machalova, Jitka ; Hron, Karel ; Menafoglio, Alessandra. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01359-z.

Full description at Econpapers || Download paper

2023Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations. (2023). Khan, Muhammad Fayaz ; Teng, Jianzhou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2436-2448.

Full description at Econpapers || Download paper

2024Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533.

Full description at Econpapers || Download paper

2024Breaks in term structures: Evidence from the oil futures markets. (2024). Miller, Curtis ; Liu, Zhenya ; Horvath, Lajos ; Tang, Weiqing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341.

Full description at Econpapers || Download paper

2023Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

Full description at Econpapers || Download paper

2023The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530.

Full description at Econpapers || Download paper

2023COVID?19 and tail risk contagion across commodity futures markets. (2023). Han, Liyan ; Qiao, Tongshuai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:242-272.

Full description at Econpapers || Download paper

2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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]		article41
2011Return and Volatility Transmission in U.S. Housing Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article53
2019Risk Analysis of Cumulative Intraday Return Curves In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
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]		article28
2017Risk-shifting, equity risk, and the distress puzzle In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article3
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]		article1
2014Price discovery in crude oil futures In: Energy Economics.
[Full Text][Citation analysis]		article40
2016An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments In: Energy Economics.
[Full Text][Citation analysis]		article14
2017Influential factors in crude oil price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article87
2019Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2012Impact of macroeconomic news on metal futures In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article101
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]		article44
2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article19
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]		article9
2018Dynamic Functional Regression with Application to the Cross-section of Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article7
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
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
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article17
2021Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article17
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 November, 3 2024. Contact: CitEc Team