Jian Yang : Citation Profile

University of Colorado Denver

27

H index

50

i10 index

2021

Citations

RESEARCH PRODUCTION:

71

Articles

8

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 87
   Journals where Jian Yang has often published
   Relations with other researchers
   Recent citing documents: 149.    Total self citations: 40 (1.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya30
   Updated: 2026-01-10    RAS profile: 2022-08-06    
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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 Jian Yang.

Is cited by:

Bessler, David (25)

GUPTA, RANGAN (23)

lucey, brian (16)

Masih, Abul (15)

Piljak, Vanja (13)

Asongu, Simplice (13)

Tiwari, Aviral (13)

Syriopoulos, Theodore (12)

SYRIOPOULOS, THEODOROS (11)

Hamori, Shigeyuki (11)

Miljkovic, Dragan (11)

Cites to:

Johansen, Soren (41)

Bessler, David (32)

Diebold, Francis (24)

Pesaran, Mohammad (21)

Sims, Christopher (17)

Engle, Robert (17)

Li, Qi (17)

Stulz, René (17)

Bollerslev, Tim (15)

Campbell, John (15)

shin, yongcheol (14)

Main data

Where Jian Yang has published?

Journals with more than one article published# docs
Journal of Futures Markets11
Applied Financial Economics5
The Financial Review4
Applied Economics Letters4
Journal of Banking & Finance4
Journal of Empirical Finance3
Pacific-Basin Finance Journal3
Agribusiness2
Journal of Business Finance & Accounting2
Journal of International Money and Finance2
Economics Letters2
The Journal of Real Estate Finance and Economics2
European Journal of Operational Research2
Journal of Agricultural and Applied Economics2
Journal of Agricultural and Applied Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis3
Staff Papers / University of Delaware, Department of Food and Resource Economics2

Recent works citing Jian Yang (2025 and 2024)

YearTitle of citing document
2025The Impact of Financial Indicators and Stock Market Volatility on Stock Returns in Nigeria: Evidence from Panel Analysis. (2025). Ayinuola, Tunde Folorunso ; Otonne, Adewumi. In: African Journal of Economic Review. RePEc:ags:afjecr:362950.

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2024Inflation Expectations, U.S. Categorical Equity Market Uncertainty and Real Stock Returns – Evidence from Global Markets. (2024). Chiang, Thomas C. In: Financial Economics Letters. RePEc:bba:j00007:v:3:y:2024:i:4:p:13-35:d:373.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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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.

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2024International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Rahman, Md Rashedur ; Schaffer, Matthew. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100.

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2024A systematic review on price volatility in agriculture. (2024). Canavari, Maurizio ; Huffaker, Ray ; Vitali, Giuliano ; Mustafa, Zeeshan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:268-294.

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2024Segmentation of the Chinese stock market: A review. (2024). Yang, Yahui ; Xiong, Kainan ; Peng, Zhe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1156-1198.

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2024Financial Contagion in China, Real Estate Markets, and Regulatory Intervention. (2024). McNelis, Paul ; Lai, Jennifer ; Cao, Shiyun. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1083.

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2024Food Price Inflation in the United States as a Complex Dynamic Economic System. (2024). Senarath, Dharmasena ; Faith, Parum. In: Journal of Agricultural & Food Industrial Organization. RePEc:bpj:bjafio:v:22:y:2024:i:2:p:113-132:n:1002.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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2025Spillover Effects between Financial and Physical Copper Markets. (2025). Capliez-Wahart, Romain. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-40.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024Bad news travels fast: Network analysis of the Chinese housing market connectivity. (2024). Li, Xuerong ; Xu, Xiaoyue ; Dong, Jichang ; Mi, Anran. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000208.

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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.

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2025Does the work experience of regulatory leaders at local companies affect the productivity of state-owned enterprises? Evidence from China. (2025). Gong, Guangming ; Xiao, Liang. In: Economic Modelling. RePEc:eee:ecmode:v:145:y:2025:i:c:s0264999325000021.

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2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

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2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

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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.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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2025Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213.

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2025Asymmetric impact of global crude oil on Chinese sectors and optimal portfolio strategies: An analysis of the higher-order moment tail risk spillovers. (2025). Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000737.

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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.

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2025Robust estimation for dynamic spatial autoregression models with nearly optimal rates. (2025). Lu, Yin ; Tao, Chunbai ; Uddin, Gazi Salah ; Wang, DI ; Wu, Libo ; Zhu, Xuening. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001198.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2025Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2025Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China. (2025). Chen, Jing ; Zhao, Chengzhi ; Han, Qian ; Guo, Qian. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000561.

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2024The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537.

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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 ; Zhang, Dongyang ; Bai, Dingchuan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387.

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2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective. (2024). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006856.

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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.

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2025Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China. (2025). Shang, Junyan ; Zhao, Xiaojun ; Wang, Yiding. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001240.

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2025Market efficiency across intra-daily sampling frequencies for Brent crude oil futures. (2025). Ewald, Christian-Oliver ; Haugom, Erik ; Smith-Meyer, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005113.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618.

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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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2024The spillover and comovement of downside and upside tail risks among crude oil futures markets. (2024). Yang, Hao ; Feng, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005106.

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2024Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x.

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2024The role of central bank communication in the long-term stock-bond correlations: Evidence from China. (2024). Wang, Yanning. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009231.

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2025Uncovering the risk-return trade-off through ridge regressions. (2025). Arag, Vicent ; Alemany, Nuria ; Salvador, Enrique. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014491.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2024Tail risk intersection between tech-tokens and tech-stocks. (2024). Tiwari, Aviral ; Sarker, Provash ; Abakah, Emmanuel ; Rehman, Mohd Ziaur ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000619.

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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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.

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2025Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341.

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2025Institutions and the sovereign-bank nexus in the MENA. (2025). Saad, Khaled ; Faour, Mohamad. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000560.

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2025An intertemporal international asset pricing model: Theory and evidence. (2025). Jacoby, Gady ; Liao, Rose C ; Wang, Yan ; Wu, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000526.

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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.

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2024Green bond issuance and credit risk: International evidence. (2024). Shen, Long ; Ballester, Laura ; Gonzalez-Urteaga, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000799.

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2024The profitability of lead–lag arbitrage at high frequency. (2024). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1002-1021.

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2025Demographic trends, the rent-to-price ratio, and housing market returns. (2025). Wang, Yuansheng ; Yang, Haoxi ; Chen, Zhizhen ; Feng, Yun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000573.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2024Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century. (2024). Yamamoto, Shuhei ; Janzen, Joseph P ; Serra, Teresa. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001283.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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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.

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2024Managing the oil market under misinformation: A reasonable quest?. (2024). Smith, James ; Pierru, Axel ; Almutairi, Hossa. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000229.

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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.

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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.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2024Is there a time-series momentum effect in the Asian crude oil futures market?. (2024). Li, Yuqi ; He, Xiaoxiao ; Zhong, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002245.

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2025Managerial successions and family firms access to trade credit financing: Evidence from China. (2025). Ling, Yun ; Chen, Yuyang ; Pei, Changshuai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001271.

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2024Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict. (2024). Stenvall, David ; Lindahl, Robert ; Aizenman, Joshua ; Uddin, Gazi Salah. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000764.

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2025How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict. (2025). Xiong, Xiong ; Jia, Kai-Wen ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006860.

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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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2024Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China. (2024). Guo, Yanfeng ; Zhao, Huanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:446-457.

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2024Bitcoin market reactions to large price swings of international stock markets. (2024). Shen, Dehua ; Zhang, Wei ; Jia, Boxiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:72-88.

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2024Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). lucey, brian ; Zhu, Yiying ; Feng, Lingbing ; Rao, Haicheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615.

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2024Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Yuan, Ying ; Jiang, Mingxuan ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301.

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2024Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments. (2024). Noori, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:529-551.

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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.

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2024Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

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2024Government decisions and macroeconomic stability: Fiscal policies and financial market fluctuations. (2024). Pacicco, Fausto ; Centinaio, Alessandra ; Venegoni, Andrea ; Serati, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005914.

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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.

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2024Common investor coverage and excess return comovement: Evidence from Seeking Alpha. (2024). Long, Huaigang ; Zaremba, Adam ; Zhou, Hang ; Zhang, Hanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006853.

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2025Exploring dynamic extreme dependence of oil and agricultural markets. (2025). Fikru, Mahelet ; Lahiani, Amine ; Kisswani, Khalid M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001959.

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2025Share pledging and non-financial corporations’ systemic risk contribution: Evidence from China. (2025). Gu, Qinen ; Tian, Sihua ; Li, Shaofang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003970.

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2025China futures market and world container shipping economy: An exploratory analysis based on deep learning. (2025). Su, Zhenqing ; Li, Jiankun ; Pang, Qiwei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001266.

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2025Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001618.

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2025How do housing markets comove with the financial system? Evidence from dynamic risk spillovers. (2025). Shan, Shuwen ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002430.

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2024Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy. (2024). Nong, Huifu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:567-580.

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2025The Impact of Federal Reserve Monetary Policy on Commodity Prices: Evidence from the U.S. Dollar Index and International Grain Futures and Spot Markets. (2025). Zhong, YU ; Wang, Xizhao ; Ba, Xuezhen. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:9:p:923-:d:1640820.

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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.

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2024Lessons from the Demise of the Brent Crude Oil Futures Contract on the Singapore Exchange. (2024). Lim, Wui Boon ; Ding, David K. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:6:p:252-:d:1417893.

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2025Rural Transformation in the Philippines and the Role of Institutions, Policies, and Investments. (2025). Sombilla, Mercedita A ; Custodio, Karen Q. In: Land. RePEc:gam:jlands:v:14:y:2025:i:2:p:253-:d:1577197.

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2025Valuation of Euro-Convertible Bonds in a Markov-Modulated, Cox–Ingersoll–Ross Economy. (2025). Lian, Yu-Min ; Liao, Szu-Lang ; Chen, Jun-Home. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2075-:d:1685657.

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2024Identifying Interest Rate Transmission Mechanism under a Bayesian Network. (2024). Jo, Byoung. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:5840-:d:1431624.

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2025Modeling the Ningbo Container Freight Index Through Deep Learning: Toward Sustainable Shipping and Regional Economic Resilience. (2025). Gong, Chi ; Wu, Haochuan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4655-:d:1659101.

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2025State-Varying Model Averaging Prediction. (2025). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202507.

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2025Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK. (2025). Bhat, Suhail Ahmad ; Gulam, Younis Ahmed ; Lone, Umer Mushtaq. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09464-9.

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2024Integration and risk transmission across supply, demand, and prices in China’s housing market. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09713-x.

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2024Responsible Business Conduct in Commodity Trading—A Multidisciplinary Review. (2024). Wettstein, Florian ; Dey, Pascal ; Ebert, Isabel ; Kimotho, Wangui ; Dorfmller, Henrietta. In: Journal of Business Ethics. RePEc:kap:jbuset:v:195:y:2024:i:3:d:10.1007_s10551-024-05635-w.

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2024REITs’ Stock Return Volatility: Property Market Risk Versus Equity Market Risk. (2024). Zhu, Bing ; Li, Lingxiao. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09901-4.

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2025Do Higher House Prices Crowd-Out or Crowd-In Manufacturing? A Spatial Econometrics Approach. (2025). Feng, Ping ; Yasar, Mahmut ; Cohen, Jeffrey P. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:3:d:10.1007_s11146-023-09956-x.

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2024The Impact of Individual Loss Aversion on Market Risk-Return Trade-off: A Non-linear Approach. (2024). Hayaki, Shoka. In: Discussion Paper Series. RePEc:kob:dpaper:dp2024-05.

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2024A Study of Market Efficiency and Volatility of Jeera Future Trading. (2024). Grima, Simon ; Sharma, Puja. In: Economic Alternatives. RePEc:nwe:eajour:y:2024:i:4:p:796-809.

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

Works by Jian Yang:

YearTitleTypeCited
2000THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article15
2000The Law of One Price: Developed and Developing Country Market Integration.(2000) In: Journal of Agricultural and Applied Economics.
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This paper has nother version. Agregated cites: 15		article
1999PRICE DISCOVERY IN WHEAT FUTURES MARKETS In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]		article23
1999Price Discovery in Wheat Futures Markets.(1999) In: Journal of Agricultural and Applied Economics.
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This paper has nother version. Agregated cites: 23		article
1999Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application In: 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada.
[Full Text][Citation analysis]		paper31
2001Agricultural liberalization policy and commodity price volatility: a GARCH application.(2001) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 31		article
2002ASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS In: Staff Papers.
[Full Text][Citation analysis]		paper18
2003Asset storability and hedging effectiveness in commodity futures markets.(2003) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2002THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION In: Staff Papers.
[Full Text][Citation analysis]		paper52
2003The informational role of commodity prices in formulating monetary policy: a reexamination.(2003) In: Economics Letters.
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This paper has nother version. Agregated cites: 52		article
2018Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions In: Papers.
[Full Text][Citation analysis]		paper0
2001CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article5
2003Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis In: The Financial Review.
[Full Text][Citation analysis]		article43
2008U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look In: The Financial Review.
[Full Text][Citation analysis]		article4
2009Out‐of‐Sample Predictability in International Equity Markets: A Model Selection Approach In: The Financial Review.
[Full Text][Citation analysis]		article0
2012Extreme Correlation of Stock and Bond Futures Markets: International Evidence In: The Financial Review.
[Full Text][Citation analysis]		article14
2003European Stock Market Integration: Does EMU Matter? In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article46
2005Futures Trading Activity and Commodity Cash Price Volatility In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article49
2003Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs In: Journal of Regional Science.
[Full Text][Citation analysis]		article50
2012U.S. Monetary Policy Surprises and Mortgage Rates In: Real Estate Economics.
[Full Text][Citation analysis]		article1
2003Price and Volatility Transmission in International Wheat Futures In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article25
2009Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article27
2006Is value premium a proxy for time-varying investment opportunities: some time series evidence.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2013Fiscal deficits and mean reversion in real exchange rates In: Economics Letters.
[Full Text][Citation analysis]		article0
2008Fiscal policy and asset markets: A semiparametric analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
2008Contagion around the October 1987 stock market crash In: European Journal of Operational Research.
[Full Text][Citation analysis]		article35
2010Nonlinearity, data-snooping, and stock index ETF return predictability In: European Journal of Operational Research.
[Full Text][Citation analysis]		article13
2005The relationship between stock returns and volatility in international stock markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article67
2018Conditional co-skewness and safe-haven currencies: A regime switching approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article19
2021Housing market spillovers through the lens of transaction volume: A new spillover index approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2010Nonlinearity and intraday efficiency tests on energy futures markets In: Energy Economics.
[Full Text][Citation analysis]		article33
2005International bond market linkages: a structural VAR analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article30
2006International transmission of inflation among G-7 countries: A data-determined VAR analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article32
2004International transmission of inflation among G-7 countries: a data-determined VAR analysis.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2008Do Euro exchange rates follow a martingale? Some out-of-sample evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2009The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article92
2016Are there exploitable trends in commodity futures prices? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2003The structure of interdependence in international stock markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article198
2007Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article30
2004On the stability of long-run relationships between emerging and US stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article13
2014The differential impact of the bank–firm relationship on IPO underpricing: evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
2017Does corporate governance matter in competitive industries? Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article8
2019Chinas financial network with international spillovers: A first look In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article11
2005Information flows within and across sectors in Chinese stock markets In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article20
2018Housing price spillovers in China: A high-dimensional generalized VAR approach In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article28
2006Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence In: Management Science.
[Full Text][Citation analysis]		article26
2013Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence In: Management Science.
[Full Text][Citation analysis]		article48
2006The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article43
2005The Emerging Market Crisis and Stock Market Linkages: Further Evidence.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2006The emerging market crisis and stock market linkages: further evidence.(2006) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2011Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article13
2011U.S. Monetary Policy Surprises and International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article19
2012Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article57
2013Time-Varying Risk-Return Trade-off in the Stock Market In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article15
2013Time‐Varying Risk–Return Trade‐off in the Stock Market.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2003Increasing Integration Between the United States and Other International Stock Markets? : A Recursive Cointegration Analysis In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article17
2004The International Price Transmission in Stock Index Futures Markets In: Economic Inquiry.
[Full Text][Citation analysis]		article19
2003Financial crisis and African stock market integration In: Applied Economics Letters.
[Full Text][Citation analysis]		article44
2004The informational role of open interest in futures markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2001Impact of interest rate swaps on corporate capital structure: an empirical investigation In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2003Stock market integration and financial crises: the case of Asia In: Applied Financial Economics.
[Full Text][Citation analysis]		article128
2005European public real estate market integration In: Applied Financial Economics.
[Full Text][Citation analysis]		article14
2005Government bond market linkages: evidence from Europe In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2006Information transmission between Eurocurrency and domestic interest rates: evidence from the UK In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2007Causal linkages between US and Eurodollar interest rates: further evidence In: Applied Economics.
[Full Text][Citation analysis]		article3
1998Market efficiency of US grain markets: Application of cointegration tests In: Agribusiness.
[Citation analysis]		article5
2000The wealth effect of swap usage in the food processing industry In: Agribusiness.
[Citation analysis]		article0
2001Asset storability and price discovery in commodity futures markets: A new look In: Journal of Futures Markets.
[Full Text][Citation analysis]		article110
2006Central bank communications and equity ETFs In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2008Realized volatility and correlation in energy futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article44
2009Do futures lead price discovery in electronic foreign exchange markets? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article53
2012Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China In: Journal of Futures Markets.
[Citation analysis]		article85
2016Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article17
2019Institutional quality and sovereign credit default swap spreads In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2020Return and volatility transmission between Chinas and international crude oil futures markets: A first look In: Journal of Futures Markets.
[Full Text][Citation analysis]		article48
2021Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article26
2021Price discovery in chinese agricultural futures markets: A comprehensive look In: Journal of Futures Markets.
[Full Text][Citation analysis]		article26

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