Lu Yang : Citation Profile

Shenzhen University

14

H index

19

i10 index

628

Citations

RESEARCH PRODUCTION:

43

Articles

RESEARCH ACTIVITY:

   12 years (2013 - 2025). See details.
   Cites by year: 52
   Journals where Lu Yang has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 20 (3.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya385
   Updated: 2025-04-19    RAS profile: 2025-02-07    
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Relations with other researchers

Works with:

Hamori, Shigeyuki (8)

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

Is cited by:

Hamori, Shigeyuki (14)

Tiwari, Aviral (12)

Deisting, Florent (8)

Vo, Xuan Vinh (6)

lucey, brian (6)

Shahzad, Syed Jawad Hussain (6)

Mokni, Khaled (5)

Lee, Chien-Chiang (5)

Jeguirim, Khaled (4)

Baek, Jungho (4)

Rault, Christophe (4)

Cites to:

Hamori, Shigeyuki (48)

Nguyen, Duc Khuong (38)

Engle, Robert (25)

Yilmaz, Kamil (23)

Diebold, Francis (21)

Hammoudeh, Shawkat (19)

Aloui, Riadh (17)

Reboredo, Juan (17)

GUPTA, RANGAN (16)

Filis, George (16)

Ratti, Ronald (15)

Main data

Production by document typearticle201320142015201620172018201920202021202220232024202502.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20132014201520162017201820192020202120222023202420250204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents12345678910111213141516050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Lu Yang has published?

Journals with more than one article published# docs
International Review of Financial Analysis4
Journal of Reviews on Global Economics4
The North American Journal of Economics and Finance4
Energies3
Emerging Markets Finance and Trade3
International Review of Economics & Finance3
Applied Financial Economics2
Economic Modelling2

Recent works citing Lu Yang (2025 and 2024)

Year  ↓Title of citing document  ↓
2025A mixture transition distribution approach to portfolio optimization. (2025). Petroni, Filippo ; Galati, Luca ; de Blasis, Riccardo. In: Papers. RePEc:arx:papers:2501.04646.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Asymmetric Effect of Oil Prices on Kazakhstan€™s Stock Market Index and Exchange Rate. (2024). Azretbergenova, Gulmira ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-2.

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2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

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2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

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2024Public attention, sentiment and the default of Silicon Valley Bank. (2024). Burghof, Hans-Peter ; Bales, Stephan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

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2024Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x.

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2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024How does Employee Education Affect Employers Corporate Social Responsibility? Evidence from China. (2024). Li, Xiaokai. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005244.

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2024What makes environment-related technologies less effective? The role of uncertainty. (2024). Hoang, Dung Phuong ; Chu, Lan Khanh ; Pham, Hung Manh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s093936252400044x.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2024How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties. (2024). Guo, Kun ; Zhang, Dayong ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000628.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x.

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2024Oil market cyclical shocks and fiscal stance in OPEC+. (2024). Sohag, Kazi ; Samargandi, Nahla ; Kalina, Irina. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224007217.

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2024Energy imports in turbulent eras: Evidence from China. (2024). Bioiu, Teodora Ioana ; Yang, Shengyao ; Qin, Meng ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224023600.

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2024Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318.

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2024Climate change exposure, shareholder wealth, and the adoption of the Paris agreement: A text-based approach. (2024). Lee, Sang Mook ; Jiraporn, Pornsit ; Singh, Simran ; Chatjuthamard, Pattanaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400259x.

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2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

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2024Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290.

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2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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2024Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system. (2024). Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011376.

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2024The impact of bank credit corruption on firms carbon emission reduction innovations: Empirical evidence from China. (2024). Xu, Fangyuan ; Sun, Wenyan ; Rui, Linlin. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012564.

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2024Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty. (2024). Naifar, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013077.

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2024Analysis of the impact of managers psychological deviation on information disclosure and irrational overseas investment after IFRS convergence. (2024). Muhamad, Haslinah ; san Ong, Tze ; Ni, Wei ; Zhong, Bin ; He, Chunxi. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004768.

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2024Credit default risk, internal control and stock returns. (2024). Tian, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324007979.

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2024The dark side of digital transformation: Evidence from opportunistic insider selling. (2024). Yang, Xiaotong ; Xie, Rongrong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009322.

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2024Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence. (2024). Wei, YU ; Hu, Rui ; Wang, Qian ; Zhang, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009437.

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2024Exploring the mechanism of regional ecological legal governances impact on corporate bond credit spreads. (2024). Dai, Zheyu ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013679.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Yang, Xiao-Guang ; Ma, Chao-Qun ; Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179.

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2025The impact of digital CSR disclosure on customer trust and Engagement: The moderating role of consumer deontology and law obedience. (2025). Ioannidis, Alexis ; Alarfaj, Weam ; Leonidou, Leonidas C ; Alhumud, Abdullah Abdulaziz. In: Journal of Business Research. RePEc:eee:jbrese:v:186:y:2025:i:c:s0148296324005393.

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

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2024Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Shi, Huai-Long ; Chen, Huayi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

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2024Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Wang, Chuwen ; Msofe, Zulkifr Abdallah ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002162.

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2024Resource curse in OPEC with varied levels of financial regulations and constraints: The role of oil price shocks and digital finance. (2024). Sun, Tianmin ; Qi, Songqiao. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002216.

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2024Does economic and climate policy uncertainty matter the oil market?. (2024). Tao, Ran ; Lobon, Oana-Ramona ; Liu, Fangying ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005555.

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2024Disentangled oil shocks and macroeconomic policy uncertainty in South Africa. (2024). Makanda, Samantha ; Fasanya, Ismail. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005622.

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2024Information disclosure, product market competition and payout policy. (2024). Lee, Shih-Cheng ; Pan, Lee-Hsien ; Ho, Kung-Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001872.

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2024Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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2024Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

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2024Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954.

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2024Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs. (2024). Chen, Wei ; Li, Jingyu ; Yao, Yinhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1217-1233.

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2024Extreme risk spillovers in RMB exchange rates: The role of categorical economic policy uncertainties. (2024). Wang, Xinya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003423.

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2024Institutional investors’ site visits and firms’ financial distress. (2024). Yue, Sishi ; Dong, Dayong ; Cao, Jiawei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002763.

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2024Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Dibooglu, Sel ; Bugan, Mehmet Fatih ; Kilic, Yunus ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758.

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2024Dispersion in news sentiment and M&As outcomes. (2024). Chen, Yugang ; Shahab, Yasir ; Ma, Weidong ; Kumar, Satish ; Lu, Jihua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002083.

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2024Socio-economic issues and bank stability: The moderating role of competition. (2024). Akbar, Syed Waqar ; Ijaz, Muhammad Shahzad ; Arshad, Imran ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002423.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan ; Guo, Wenjing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2024Sustainable Update Investment Strategy Under Overreaction Based on Hidden Markov Models: A Case Study of Chinese Low-Carbon Policies. (2024). Wang, Liwen ; Chen, Xirui ; Lu, Weixue. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10477-:d:1532886.

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2025Influence of Green Credit Policy on Corporate Risk-Taking: The Mediating Effect of Debt Maturity Mismatch and the Moderating Effect of Executive Compensation. (2025). Bian, Baocheng ; Wang, Zhongshuai. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:7:p:2862-:d:1619073.

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2024.

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2024Co-movement of Oil and Stock Markets During COVID-19: Evidence from the Gulf Corporation Council. (2024). Hanif, Muhammad. In: Contemporary Review of the Middle East. RePEc:sae:crmide:v:11:y:2024:i:3:p:338-359.

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2024Effect of green bonds, oil prices, and COVID-19 on industrial CO2 emissions in the USA: Evidence from novel wavelet local multiple correlation approach. (2024). Adebayo, Tomiwa Sunday ; Kartal, Mustafa Tevfik. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:6:p:3273-3296.

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2024The Differences in Spillover Effects of International Monetary Policy on Southeast Asian Economies. (2024). Thi, Oanh Kim ; Hong, Anh Viet. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241259025.

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2024Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach. (2024). Eita, Joel ; Tchuinkam, Charles Raoul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02482-y.

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2024Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?. (2024). Junior, Peterson Owusu ; Adam, Anokye M ; Woode, John Kingsley ; Idun, Anthony Adu-Asare. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:51:y:2024:i:4:d:10.1007_s40812-024-00315-2.

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2025Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China. (2025). Song, Lei ; Chen, YU. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00667-7.

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2025Safe havens for Bitcoin and Ethereum: evidence from high-frequency data. (2025). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00686-4.

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2024The Nexus Between Economic Policy Uncertainty and Stock Market Volatility in the CEE-3 Countries. (2024). Sami, Gngr Mahmut ; Arifenur, Gngr. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:2:p:60-81:n:1005.

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Works by Lu Yang:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach In: Journal of Asian Economics.
[Full Text][Citation analysis]		article10
2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article14
2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
[Full Text][Citation analysis]		article26
2016Interdependence of foreign exchange markets: A wavelet coherence analysis In: Economic Modelling.
[Full Text][Citation analysis]		article41
2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article14
2018What determines the long-term correlation between oil prices and exchange rates? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article27
2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article18
2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article50
2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective In: Energy Economics.
[Full Text][Citation analysis]		article90
2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2021The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
2023Modeling the global sovereign credit network under climate change In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2014Dependence structure between CEEC-3 and German government securities markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2022Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market In: Journal of Business Research.
[Full Text][Citation analysis]		article23
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2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis In: International Review of Economics & Finance.
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2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article9
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2019Determinants of the Long-Term Correlation between Crude Oil and Stock Markets In: Energies.
[Full Text][Citation analysis]		article10
2020Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach In: Energies.
[Full Text][Citation analysis]		article4
2020Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management In: Energies.
[Full Text][Citation analysis]		article9
2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach In: Sustainability.
[Full Text][Citation analysis]		article8
2013Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2014The Phillips Curve in the United States and Canada: A GARCHDCC Analysis In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2015Does Capital Account Liberalization Affect the Financial Stability: Evidence from China In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article1
2015This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2016Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries In: Emerging Markets Finance and Trade.
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2018Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds In: Emerging Markets Finance and Trade.
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2023Sovereign default network and currency risk premia In: Financial Innovation.
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2013EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets In: Transition Studies Review.
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2013Dependence structure among international stock markets: a GARCH--copula analysis In: Applied Financial Economics.
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2014Gold prices and exchange rates: a time-varying copula analysis In: Applied Financial Economics.
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2024Systemic risk and idiosyncratic networks among global systemically important banks In: International Journal of Finance & Economics.
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2025From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? In: Journal of Futures Markets.
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2018MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS In: Annals of Financial Economics (AFE).
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2024REVISITING THE €œPURE€ OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE In: The Singapore Economic Review (SER).
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