15
H index
17
i10 index
645
Citations
Colorado State University | 15 H index 17 i10 index 645 Citations RESEARCH PRODUCTION: 33 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 7 |
Energy Economics | 5 |
Journal of Banking & Finance | 2 |
Journal of Financial Econometrics | 2 |
Quantitative Finance | 2 |
Year ![]() | Title of citing document ![]() |
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2025 | Accounting 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 |
2025 | The 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 |
2025 | Nonlinear 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 |
2024 | Corporate 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 |
2024 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Park, Joon Y ; Kim, Soyoung ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | Agrivoltaics: 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 |
2024 | Agricultural friendly single-axis dynamic agrivoltaics: Simulations, experiments and a large-scale application for Chinese solar greenhouses. (2024). Zhang, Xinyu ; Meng, Xiangyu ; Huang, Xiangsheng ; Liu, Wen ; Vitoshkin, Helena ; Ma, Haoyu ; Yue, Zonghan ; Kribus, Abraham ; Gao, Yang. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924012741. Full description at Econpapers || Download paper |
2024 | Spillover 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 |
2024 | Ambiguity 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 |
2024 | Option 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 |
2024 | Green 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 |
2024 | Volatility 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 |
2024 | How 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 |
2024 | Connectivity 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 |
2024 | Can 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 |
2024 | Tail 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 |
2024 | The 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 |
2024 | The 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 |
2024 | A 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 |
2024 | Understanding 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 |
2024 | How 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 |
2024 | Impact 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 |
2024 | Impact 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 |
2024 | Price 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 |
2024 | Financial 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 |
2024 | Does 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 |
2024 | Forecasting 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 |
2024 | Equilibrium 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 |
2024 | Bupleurum 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 |
2024 | Application 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 |
2024 | Normal 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 |
2024 | Estimating 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 |
2024 | Return 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 |
2024 | Exploring 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 |
2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; 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 |
2024 | Volatility 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 |
2024 | How 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 |
2025 | How 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 |
2024 | Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach. (2024). Si, Kamel ; Tedeschi, Marco ; Rao, Amar ; Shahzad, Umer. 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 |
2024 | Unveiling 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 ; Ramzan, Muhammad ; Alvarado, Rafael ; Adebayo, Tomiwa Sunday ; 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 |
2025 | Robust 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 |
2024 | Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149. Full description at Econpapers || Download paper |
2024 | Inventory 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 |
2024 | Breaks 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 |
2024 | The convenience yield under commodity financialization. (2024). Photina, Evangelia K ; Milonas, Nikolaos T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:631-652. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | Jumps in Oil Prices: The Role of Economic News In: The Energy Journal. [Full Text][Citation analysis] | article | 42 |
2011 | Return and Volatility Transmission in U.S. Housing Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 53 |
2019 | Risk Analysis of Cumulative Intraday Return Curves In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
2017 | Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
2017 | The economic and social performance of integrated photovoltaic and agricultural greenhouses systems: Case study in China In: Applied Energy. [Full Text][Citation analysis] | article | 30 |
2017 | Risk-shifting, equity risk, and the distress puzzle In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 3 |
2018 | Default prediction models: The role of forward-looking measures of returns and volatility In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2010 | A model for energy pricing with stochastic emission costs In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2014 | Crude oil moments and PNG stock returns In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2014 | Price discovery in crude oil futures In: Energy Economics. [Full Text][Citation analysis] | article | 41 |
2016 | An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2017 | Influential factors in crude oil price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 93 |
2019 | Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2012 | Impact of macroeconomic news on metal futures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 106 |
2015 | Short-term options: Clienteles, market segmentation, and event trading In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2014 | Currency jumps, cojumps and the role of macro news In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 45 |
2017 | Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 20 |
2009 | Risk-Hedging in Real Estate Markets In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 0 |
2015 | Functional Dynamic Factor Model for Intraday Price Curves In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 13 |
2018 | Dynamic Functional Regression with Application to the Cross-section of Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 11 |
2014 | The Response of Bond Prices to Insurer Ratings Changes In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 1 |
2012 | Viterbi-Based Estimation for Markov Switching GARCH Model In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 4 |
2013 | Fractional differencing in discrete time In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2009 | VaR and expected shortfall: a non-normal regime switching framework In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
2015 | The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility In: Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
2011 | Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 46 |
2012 | Does the price of crude oil respond to macroeconomic news? In: Journal of Futures Markets. [Citation analysis] | article | 31 |
2014 | S&P 500 Index‐Futures Price Jumps and Macroeconomic News In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 16 |
2015 | Stock‐Versus‐Flow Distinctions, Information, and the Role of Inventory In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2018 | The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
2019 | Losers and prospectors in the short‐term options market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2021 | Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 19 |
2009 | INVESTMENT TIMING UNDER REGIME SWITCHING In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team