Hong Miao : Citation Profile


Colorado State University

15

H index

17

i10 index

645

Citations

RESEARCH PRODUCTION:

33

Articles

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 53
   Journals where Hong Miao has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 8 (1.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi643
   Updated: 2025-04-12    RAS profile: 2022-09-01    
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Relations with other researchers


Works with:

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

Is cited by:

Rousse, Olivier (15)

Sévi, Benoît (15)

GUPTA, RANGAN (13)

Wang, Yudong (10)

Zhang, Yaojie (9)

Smales, Lee (8)

Sensoy, Ahmet (8)

Wang, Tianyang (7)

Mignon, Valérie (7)

Saadaoui, Jamel (7)

Bouri, Elie (6)

Cites to:

Kilian, Lutz (30)

Andersen, Torben (15)

Bollerslev, Tim (15)

Campbell, John (14)

Diebold, Francis (13)

Hamilton, James (10)

Yang, Jian (9)

French, Kenneth (7)

barsky, robert (6)

Elder, John (6)

Hilscher, Jens (6)

Main data


Production by document typearticle200920102011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2009201020112012201320142015201620172018201920202021010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2009201020112012201320142015201620172018201920202021050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents1234567891011121314151617050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250405101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Hong Miao has published?


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

Recent works citing Hong Miao (2025 and 2024)


Year  ↓Title of citing document  ↓
2025Accounting 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.

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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.

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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.

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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.

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2024.

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2024.

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2025How 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.

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2025.

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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.

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2024Agricultural 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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2024Anatomy 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.

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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.

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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.

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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.

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2024Role 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.

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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 ; 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.

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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.

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2024Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149.

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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.

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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.

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2024The 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.

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Works by Hong Miao:


Year  ↓Title  ↓Type  ↓Cited  ↓
2013Jumps in Oil Prices: The Role of Economic News In: The Energy Journal.
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article42
2011Return and Volatility Transmission in U.S. Housing Markets In: Real Estate Economics.
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article53
2019Risk Analysis of Cumulative Intraday Return Curves In: Journal of Time Series Econometrics.
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article1
2017Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price In: Statistics & Risk Modeling.
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article0
2017The economic and social performance of integrated photovoltaic and agricultural greenhouses systems: Case study in China In: Applied Energy.
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article30
2017Risk-shifting, equity risk, and the distress puzzle In: Journal of Corporate Finance.
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article3
2018Default prediction models: The role of forward-looking measures of returns and volatility In: Journal of Empirical Finance.
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article3
2010A model for energy pricing with stochastic emission costs In: Energy Economics.
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article0
2014Crude oil moments and PNG stock returns In: Energy Economics.
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article1
2014Price discovery in crude oil futures In: Energy Economics.
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article41
2016An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments In: Energy Economics.
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article15
2017Influential factors in crude oil price forecasting In: Energy Economics.
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article93
2019Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting.
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article7
2012Impact of macroeconomic news on metal futures In: Journal of Banking & Finance.
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article106
2015Short-term options: Clienteles, market segmentation, and event trading In: Journal of Banking & Finance.
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article2
2014Currency jumps, cojumps and the role of macro news In: Journal of International Money and Finance.
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article45
2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal.
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article20
2009Risk-Hedging in Real Estate Markets In: Asia-Pacific Financial Markets.
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article0
2015Functional Dynamic Factor Model for Intraday Price Curves In: Journal of Financial Econometrics.
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article13
2018Dynamic Functional Regression with Application to the Cross-section of Returns In: Journal of Financial Econometrics.
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article11
2014The Response of Bond Prices to Insurer Ratings Changes In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article1
2012Viterbi-Based Estimation for Markov Switching GARCH Model In: Applied Mathematical Finance.
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article4
2013Fractional differencing in discrete time In: Quantitative Finance.
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article1
2009VaR and expected shortfall: a non-normal regime switching framework In: Quantitative Finance.
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article4
2015The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility In: Journal of Forecasting.
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article15
2011Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper In: Journal of Futures Markets.
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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.
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article16
2015Stock‐Versus‐Flow Distinctions, Information, and the Role of Inventory In: Journal of Futures Markets.
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article1
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
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article17
2019Losers and prospectors in the short‐term options market In: Journal of Futures Markets.
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article0
2021Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets.
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article19
2009INVESTMENT TIMING UNDER REGIME SWITCHING In: International Journal of Theoretical and Applied Finance (IJTAF).
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article4

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