Lu Yang : Citation Profile

Shenzhen University

15

H index

20

i10 index

786

Citations

RESEARCH PRODUCTION:

48

Articles

1

Chapters

RESEARCH ACTIVITY:

   13 years (2013 - 2026). See details.
   Cites by year: 60
   Journals where Lu Yang has often published
   Relations with other researchers
   Recent citing documents: 143.    Total self citations: 24 (2.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya385
   Updated: 2026-10-17    RAS profile: 2026-10-14    
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Relations with other researchers

Works with:

Hamori, Shigeyuki (6)

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)

Esparcia, Carlos (7)

Vo, Xuan Vinh (6)

Shahzad, Syed Jawad Hussain (6)

lucey, brian (6)

Ji, Qiang (6)

Baek, Jungho (5)

Mokni, Khaled (5)

Lee, Chien-Chiang (5)

Cites to:

Hamori, Shigeyuki (53)

Nguyen, Duc Khuong (43)

Engle, Robert (26)

Yilmaz, Kamil (24)

Diebold, Francis (22)

Hammoudeh, Shawkat (19)

GUPTA, RANGAN (18)

Reboredo, Juan (17)

Aloui, Riadh (17)

Filis, George (16)

Ratti, Ronald (15)

Main data

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
International Review of Economics & Finance3
Emerging Markets Finance and Trade3
Energies3
Economic Modelling2
Journal of International Money and Finance2
Applied Financial Economics2

Recent works citing Lu Yang (2026 and 2025)

YearTitle of citing document
2024Examining Inflation Expectations within Asian Economies: Application of Wavelet Quantile Analysis towards Assessing Monetary Policy Credibility. (2024). Ul, Khaliq ; Ghouse, Ghulam. In: Journal of Economic Impact. RePEc:adx:journl:v:6:y:2024:i:1:p:70-80.

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2025Food Insecurity in Asia Pacific: Climate Change and Macroeconomic Dynamic. (2025). Hamidi, Ichsan ; Atiyatna, Dirta Pratama ; Marwa, Taufiq. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:355701.

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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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2026La vulnérabilité au changement climatique entrave‐t‐elle la stabilité financière des économies de lAfrique subsaharienne?. (2026). Boris, Kounagb Odilon ; Pilo, Mikmina ; Gbegnon, Komlan Olakossan. In: African Development Review. RePEc:bla:afrdev:v:38:y:2026:i:1:n:e70049.

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2025Measuring Sovereign Bond Market Integration in Asia: A Wavelet Perspective. (2025). Sehgal, Shivam ; Singh, Jaspal. In: Asian Economic Journal. RePEc:bla:asiaec:v:39:y:2025:i:2:p:155-186.

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2026The Dynamic Association of Economic Policy Uncertainty, Short-Term Cross-Border Capital Flows and Systemic Financial Risk. (2026). Xiaoli, Wang ; Lin, Shang ; Ziying, Zhao ; Yuting, Wang ; Lu, Wang. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:20:y:2026:i:1:p:13:n:1001.

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2026Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index. (2026). Nima, Nonejad. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:18:y:2026:i:1:p:1-47:n:1002.

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2026The Causality between Oil price, Financial Market Uncertainty and Economic Policy Uncertainty in the United States. (2026). Kalaitzi, Athanasia Stylianou ; Prabhakar, Saimanish. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:v:16:y:2026:i:2:id:22952.

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

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2025Registration system reform, information environment, and market manipulation. (2025). Wu, Weili ; Liu, Xiao ; Jiang, JI ; Chen, Yangfa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000653.

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2026Executive live streaming. (2026). Cheng, Zhewei ; Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:98:y:2026:i:c:s092911992600012x.

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2025ENGO geographical proximity and corporate environmental performance. (2025). Wang, Zhouyuanye ; Li, Qian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:576-589.

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2025The green shield: Intellectual property protection and corporate greenwashing in environmental, social, and governance. (2025). Zhang, Zixuan ; Jia, Shanming ; Liu, Pengzhen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:352-376.

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2025Research on the impact of extreme high temperature on the spatial correlation network of local government debt scales. (2025). Zhou, Yanli ; Li, Xing ; Ge, Xiangyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:611-638.

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2026Talent subsidy policy and low-carbon innovation: Evidence from China. (2026). Huang, Xiaoqiang ; Li, Yuan ; Wang, Ling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:90:y:2026:i:c:p:1128-1145.

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2024Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter. 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). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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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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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

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2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

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2025Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis. (2025). Qin, Yun ; Zhang, Zitao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000397.

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2026How do climate and economic policy uncertainties relate to global fossil fuel price dynamics?. (2026). Khan, Shaher Yar ; Su, Chi Wei ; Nawaz, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:83:y:2026:i:c:s1062940826000148.

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2026When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis. (2026). Gheorghe, Catalin ; Braiek, Sana ; Nammouri, Hela ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:85:y:2026:i:c:s1062940826000987.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2025Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482.

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2025Does the source of oil shocks matter to exchange rate dynamics? Insights from Indonesias dual role as an oil exporter and importer. (2025). Baek, Jungho. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000615.

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2025Dynamic volatility spillovers among commodities, bitcoin, and emerging markets. (2025). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jess. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001244.

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2026Asymmetric impact of compliance management reform on opportunistic insider trading: Evidence from Chinese state-owned enterprises. (2026). Yang, Joey Wenling ; Shan, Yuan George ; Cao, Wencheng. In: Emerging Markets Review. RePEc:eee:ememar:v:72:y:2026:i:c:s1566014126000026.

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

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2025Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis. (2025). Huang, Wucaihong ; Maneejuk, Paravee ; Yamaka, Woraphon. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002543.

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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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2025Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?. (2025). Li, Huiru ; Yu, Hui. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s036054422500831x.

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2025Hedging financial risks with a climate index based on EU ETS firms. (2025). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009193.

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2025Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework. (2025). Jiang, Yuanying ; Yi, Qing. In: Energy. RePEc:eee:energy:v:323:y:2025:i:c:s0360544225013799.

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2025Multiscale dependence and risk contagion between European carbon market, energy, and financial markets. (2025). Cao, Yuan ; Wang, Jia ; Xiong, Xiong. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039106.

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2025In the shadows of opacity: Firm information quality and latent factor model performance. (2025). Zhang, Guanglong ; Wang, Chuyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000572.

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2025How does top management team recomposition affect corporate trade credit financing. (2025). Cheng, Chen ; Zhang, Suge ; Xu, Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001954.

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2025Quantifying uncertainty in economics policy predictions: A Bayesian & Monte Carlo based data-driven approach. (2025). Abdul, Mahe Jabeen ; Ur, Shafeeq. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002443.

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2025Climate change and the rise of shadow banking: A global analysis. (2025). Morris, Diego ; Deku, Solomon Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500362x.

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2025Financial uncertainties drive extreme risks in China. (2025). Huang, Shupei ; Lucey, Brian M ; Wang, Xinya. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s105752192500434x.

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2025Effects of chief economists in financial institutions on capital market development. (2025). Geng, Xiaoxu ; He, Chengying ; Han, Yutong ; Chen, Aizhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004909.

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2025Enhancing firm resilience: A dual focus on value creation and risk mitigation. (2025). Li, Xiaobo ; Fung, Hung-Gay ; Jin, Hongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006490.

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2025News topic attention and crude oil price predictability. (2025). Dai, Xingyu ; Wang, Jiqian ; Chen, Chuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007835.

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2026Assessing the systemic risk and resilience of digital industrial clusters: A financial network perspective. (2026). Chen, Yan ; Luo, Qiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008270.

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2026The contagion effect of natural disasters in the Sovereign CDS market: Which causes?. (2026). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:111:y:2026:i:c:s1057521926000293.

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2026Never waste a crisis: Do stock market manipulators exploit geopolitical risks?. (2026). Chen, Zhenshan ; Ye, Yajing ; Liu, Jie ; Lin, Gengyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:111:y:2026:i:c:s105752192600030x.

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2026Climate disaster risks, response capacities and sovereign bond yield spreads. (2026). Zhao, Chao ; Wang, Jiaqi ; Chen, Wenpeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:113:y:2026:i:c:s1057521926000773.

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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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2025Risk contagion between commodity and Chinas stock markets under the impact of major events. (2025). Hu, Shichao ; Luo, Jiaying ; Pu, Ganlin ; Wang, Xueping ; Xue, Shengxi. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004751.

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2025Tail risk spillovers between international agricultural commodity and Chinas financial markets: based on quantile time-frequency perspective. (2025). Pu, Yuqi ; Jiang, Heng ; Huang, Xianming ; Liu, Luying. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004829.

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2025Global risk contagion and financial assets security: evidence from quantile connectedness approach. (2025). Chen, Zhi ; Wu, Wei ; Yang, Shaoze ; Yin, Dian. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pd:s1544612325018744.

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2026Financial stress and idiosyncratic risk spillovers in global carbon-energy-green finance markets. (2026). Li, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:89:y:2026:i:c:s154461232502611x.

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2026Does greenwashing promote investment inefficiency: Evidence from the Chinese market. (2026). Zhang, Yue ; Wang, Yaopeng. In: Global Finance Journal. RePEc:eee:glofin:v:70:y:2026:i:c:s104402832600027x.

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2026Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits. (2026). Jareo, Francisco ; Esparcia, Carlos ; Escribano, Ana. In: Innovation and Green Development. RePEc:eee:ingrde:v:5:y:2026:i:1:s2949753126000044.

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2026Climate change exposure and global sovereign credit risk. (2026). Zhang, Yue ; Li, Yanshuang ; Naeem, Muhammad Abubakr ; Pan, Chu ; Sun, Chentong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:107:y:2026:i:c:s1042443125001283.

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2026The value of government data collection: Evidence from central bank digital currency and corporate patenting. (2026). Chan, Kam C ; Zhang, Guanglong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:188:y:2026:i:c:s0378426626000774.

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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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2025Inconsistency across short-term and long-term oriented signals: Effect on investor reactions. (2025). Sun, Maogang ; Li, Zhengyu ; Yang, LU. In: Journal of Business Research. RePEc:eee:jbrese:v:189:y:2025:i:c:s0148296324006799.

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2026Mitigating financial loss from global supply chain ESG regulations: Can ESG performance help?. (2026). Chen, Yuan ; Zhu, Qinghua ; Yang, Jinyu. In: Journal of Business Research. RePEc:eee:jbrese:v:202:y:2026:i:c:s0148296325005880.

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2026Digital currency as a “watchdog”: Central bank digital currency and corporate misconduct. (2026). Zhang, Guanglong ; Chan, Kam C ; Wang, Chuyu. In: Journal of Business Research. RePEc:eee:jbrese:v:210:y:2026:i:c:s0148296326001505.

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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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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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2025Decomposed and partial connectedness between oil shocks and sovereign credit risk in emerging economies: Insights from the Russia-Ukraine war. (2025). Naifar, Nader. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000364.

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2025Smoothing quantile regression averaging: A new approach to probabilistic forecasting of electricity prices. (2025). Uniejewski, Bartosz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000455.

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2025Testing the efficiency of oil price forecast revisions in times of COVID-19 and the Russia–Ukraine conflict. (2025). Iregui, Ana ; Otero, Jess ; Nez, Hctor M. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000571.

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2025How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective. (2025). Jiang, HE ; Lu, Haiyan ; Wang, Jianzhou ; Yu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008134.

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2025The dynamic nexus between economic policy uncertainty, geopolitical risk, and natural resource rents of ASEAN-5 countries: Insights from the novel Fourier augmented ARDL method (FAARDL). (2025). Fikru, Mahelet ; Kisswani, Khalid M. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s030142072400816x.

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2026Asymmetric volatility spillover between clean energy and nonferrous metal markets under climate risks: Portfolio hedging implications. (2026). Lin, Boqiang ; Zheng, Qingying ; Wu, Jintao. In: Resources Policy. RePEc:eee:jrpoli:v:112:y:2026:i:c:s0301420725003435.

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2024Asymmetric relationship between crude oil price and remittance inflows in a small island economy: Evidence from non-linear ARDL approach. (2024). Sahoo, Manoranjan ; Das, Kirtiranjan ; Mohanty, Sarbeswar. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007657.

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2024Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240.

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2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

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2026Inter-industry credit risk contagion based on a multiplex network: Evidence from Chinas bond market. (2026). Chang, Yingxin ; Huang, Xuanmeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:97:y:2026:i:c:s0927538x26000521.

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2025Source identification on financial networks with label propagation. (2025). Sun, Lei ; Peng, Shuilin ; Hu, Zhao-Long ; Jin, Qichao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:659:y:2025:i:c:s0378437124008380.

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2025Spillovers between cryptocurrency, DeFi, carbon, and energy markets: A frequency quantile-on-quantile perspective. (2025). Gk, Remzi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001601.

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2025Systemic importance of Chinese financial institutions based on the QC-ISAM-ARMA temporal network with coupling. (2025). Zhao, Xia ; Sun, Xiao ; Huang, Jiefei ; Meng, Qingchun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000201.

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2025The power of role models: A study on the efficiency connectedness of carbon markets. (2025). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925000936.

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

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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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2026How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures. (2026). Samarakoon, S. M. R. K., ; Pradhan, Rudra P. In: Renewable Energy. RePEc:eee:renene:v:256:y:2026:i:pd:s0960148125017744.

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2026Reviewing the socio-technical dynamics of AI, data centers and digitalization on energy and the environment. (2026). Sovacool, Benjamin K ; Kim, Jihyo ; Debnath, Ramit ; Choi, Minki ; Agrawala, Matthew ; Furszyfer, Dylan D ; Creutzig, Felix ; Bazilian, Morgan ; Griffiths, Steve. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:234:y:2026:i:c:s1364032126001607.

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2025Systemic risk contagion and bailout effects in the global financial system. (2025). Qi, Ming ; Zhang, Jiawei ; Shi, Danyang ; Xu, Jing ; Feng, Shaoyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004617.

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2025Pure vs. fundamental contagion. (2025). Bhatti, Ishaq M ; Anwer, Zaheer ; Shahrier, Nur Ain. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025007555.

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2026Look up and ahead: How climate scenarios affect European sovereign credit risk. (2026). Zanin, Luca ; Monasterolo, Irene ; de Angelis, Luca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:107:y:2026:i:c:s105905602600170x.

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2026Can information transparency of company prospectus improve the price discovery efficiency under the registration system?. (2026). Bu, Wei ; Dai, Hanshuo ; Du, Haoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:108:y:2026:i:c:s105905602600328x.

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2026Bidirectional spillover effects between China and US short-term interest rate volatility driven by economic policy uncertainty: A BHK-L-MIDAS-Copula analysis. (2026). Singh, Vikkram ; Li, Dandan ; Zou, Zhen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:108:y:2026:i:c:s1059056026003497.

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2026The impact of artificial intelligence on corporate ESG performance: The moderating role of coercive and normative pressures. (2026). Li, Yang ; Kuang, Fangying ; Liu, Chunli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:108:y:2026:i:c:s1059056026003734.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2025Markov switching volatility connectedness across international CDS markets. (2025). Gemici, Eray ; Mensi, Walid ; Polat, Mslm ; Kang, Sang Hoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000024.

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2025Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. (2025). Zhu, Chen ; Jia, Junsheng ; Ma, Xiaofu ; Li, Mengting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500139x.

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2025Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network. (2025). Xiao-Li, Gong ; Zhuo-Cheng, WU ; Xiong, Xiong ; Wei, Zhang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001558.

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2025Spillovers across the crude oil and major currencies exchange rates using dynamic-quantile-frequency analysis. (2025). doğan, buhari ; Doan, Buhari ; Radulescu, Magdalena ; Nassani, Abdelmohsen A ; Benlagha, Noureddine ; Baldan, Cristina Florentina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500228x.

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2025Credit risk assessment of shadow banking: Evidence from China. (2025). Wang, Zhaojie ; Pan, Hongjie ; Yu, Guangsheng ; Ding, Shusheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001849.

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2026When global standards meet local firms: Capital market internationalization and the decline of R&D manipulation. (2026). Min, Shiyao ; Wu, Qiqi ; Dai, Bin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004398.

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2026How carbon markets reshape the structure of traditional energy markets: New evidence from EU energy and carbon markets. (2026). Mo, Xuan ; Fan, Ying ; Ling, Tao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:87:y:2026:i:c:s0275531926001194.

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2025A simplified condition for quantile regression. (2025). Qi, Yongcheng ; Peng, Liang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:224:y:2025:i:c:s0167715225000896.

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2025Driving environmental, social, and governance excellence: The direct and indirect effects of intelligent transformation. (2025). Chen, Yuhang ; Zhong, Yilin ; Zhang, Qinghua ; Xu, Feng. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:75:y:2025:i:c:p:313-331.

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2025Does Investor Sentiment Influence South African ETF Flows During Different Market Conditions?. (2025). Ferreira-Schenk, Sune ; Shenjere, Paidamoyo Aurleen ; Moodley, Fabian. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:1:p:10-:d:1561416.

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2025Volatility Spillovers Among EAGLE Economies: Insights from Frequency-Based TVP-VAR Connectedness. (2025). Uçak, Harun ; Uak, Harun ; Kurt, Hakan ; Ari, Yakup. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1256-:d:1632637.

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

Works by Lu Yang:

YearTitleTypeCited
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]		article11
2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article22
2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
[Full Text][Citation analysis]		article27
2016Interdependence of foreign exchange markets: A wavelet coherence analysis In: Economic Modelling.
[Full Text][Citation analysis]		article50
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]		article15
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]		article20
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]		article62
2026Fire-sale spillovers and systemic risk: Evidence from China In: Economic Systems.
[Full Text][Citation analysis]		article0
2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective In: Energy Economics.
[Full Text][Citation analysis]		article107
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]		article27
2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article27
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]		article35
2023Modeling the global sovereign credit network under climate change In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article19
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]		article44
2025Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2025Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2022Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article25
2023Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk In: Resources Policy.
[Full Text][Citation analysis]		article5
2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article15
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.
[Full Text][Citation analysis]		article103
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
2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2021Last hour momentum in the Chinese stock market In: China Finance Review International.
[Full Text][Citation analysis]		article1
2021Housing market networks in Chinas major cities: a conditional causality approach In: International Journal of Emerging Markets.
[Full Text][Citation analysis]		article0
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
2026Climate risk perceptions and carbon pricing dynamics: a conditional frequency-domain analysis In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article6
2018Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article6
2023A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2023Sovereign default network and currency risk premia In: Financial Innovation.
[Full Text][Citation analysis]		article8
2013Solving Spatial Constraints with Generalized Distance Geometry In: Springer Books.
[Citation analysis]		chapter0
2013EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets In: Transition Studies Review.
[Full Text][Citation analysis]		article4
2013Dependence structure among international stock markets: a GARCH--copula analysis In: Applied Financial Economics.
[Full Text][Citation analysis]		article21
2014Gold prices and exchange rates: a time-varying copula analysis In: Applied Financial Economics.
[Full Text][Citation analysis]		article14
2026Government subsidies, digital transformation, and innovation dynamics In: Economics of Innovation and New Technology.
[Full Text][Citation analysis]		article0
2019Do anticorruption efforts affect banking system stability? In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article8
2024Systemic risk and idiosyncratic networks among global systemically important banks In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article4
2025From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2018MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article6
2024REVISITING THE €œPURE€ OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article1

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