Libo Yin : Citation Profile


Central University of Finance and Economics (CUFE)

21

H index

36

i10 index

1363

Citations

RESEARCH PRODUCTION:

65

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 170
   Journals where Libo Yin has often published
   Relations with other researchers
   Recent citing documents: 275.    Total self citations: 15 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyi113
   Updated: 2026-01-17    RAS profile: 2021-03-18    
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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 Libo Yin.

Is cited by:

Zhang, Yaojie (59)

GUPTA, RANGAN (55)

Wang, Yudong (42)

Salisu, Afees (27)

Bouri, Elie (16)

Demirer, Riza (12)

Ji, Qiang (11)

Nguyen, Duc Khuong (11)

Tiwari, Aviral (11)

Lin, Boqiang (10)

Shahzad, Syed Jawad Hussain (10)

Cites to:

Kilian, Lutz (87)

Campbell, John (47)

Rogoff, Kenneth (46)

Ratti, Ronald (42)

Sarno, Lucio (41)

GUPTA, RANGAN (34)

Rossi, Barbara (33)

Narayan, Paresh (28)

French, Kenneth (26)

Hamilton, James (26)

bloom, nicholas (24)

Main data


Where Libo Yin has published?


Journals with more than one article published# docs
Energy Economics8
The North American Journal of Economics and Finance6
Physica A: Statistical Mechanics and its Applications6
Journal of Futures Markets5
Quantitative Finance4
International Review of Economics & Finance4
Applied Economics4
Economics Letters3
International Review of Financial Analysis3
Pacific-Basin Finance Journal3
Finance Research Letters2
Economic Modelling2
Emerging Markets Finance and Trade2
Journal of Empirical Finance2
Computational Economics2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)2

Recent works citing Libo Yin (2025 and 2024)


YearTitle of citing document
2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

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2024Review of deep learning models for crypto price prediction: implementation and evaluation. (2024). Zhang, Xinyi ; Chandra, Rohtiash ; Wu, Jingyang ; Zhou, Haochen ; Huang, Fangyixuan. In: Papers. RePEc:arx:papers:2405.11431.

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2024Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Gao, Xing-Lu ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2410.02798.

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2025Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726.

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2024Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data. (2024). Rabbany, Reihaneh ; Rabusseau, Guillaume ; Omranpour, Soroush. In: Papers. RePEc:arx:papers:2412.10540.

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2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

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2025Enterprise value, economic and policy uncertainties: the case of US air carriers. (2025). Adrangi, Bahram ; Kolay, Madhuparna ; Raffiee, Kambiz ; Chatrath, Arjun. In: Papers. RePEc:arx:papers:2506.07766.

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2024The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210.

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2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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2024Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS. (2024). Gallo, Giampiero ; Otranto, Edoardo ; Domianello, Luca Scaffidi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:21-43.

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2025Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606.

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2025Linking energy shocks and bank performance in developing countries. (2025). Tajeussong, Elsa ; Nkemgha, Guivis ; Kamwa, Ulrich Kevin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00368.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

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2024Uncertainties, Employment and the Zero Lower Bound. (2024). Morshed, Maruf ; Liu, Baohui ; Brown, Xin L ; Nie, Qing. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-27.

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2024Estimating the Impact of Oil Price Volatility on the Ecuadorian Economy: A MIDAS Approach. (2024). Rodrguez-Bustos, Andrea Johanna ; Bajaa-Villagomez, Yanina Shegia ; Camacho-Villagomez, Freddy Ronalde. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-34.

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

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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2024Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2024Does stock market liberalization promote entrepreneurship?. (2024). Qiu, Yihan ; Li, Xiao-Lin ; Si, Deng-Kui ; Jiang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:480-495.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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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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2024Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options. (2024). Li, Zhe ; Xiao, Weilin ; Shen, Jiashuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001311.

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2024Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model. (2024). Chen, Yan ; Zhang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001608.

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2024Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory. (2024). Wu, Zihao ; Li, Zhimin ; Zhu, Weidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001864.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2025The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

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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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2024Learning by doing or catering: Firm-specific experience and analyst forecast accuracy. (2024). Dong, Yan ; Ji, XU ; Yang, Xiaoqi ; Wu, Shanhui. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000281.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

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2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Guan, Bo ; Mazouz, Khelifa. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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2024Energy price uncertainty, environmental policy, and firm investment: A dynamic modeling approach. (2024). Deng, Zhengxing ; Hao, YU. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000148.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu ; Chen, Huangen. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000380.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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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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2024Unveiling the enigma: Exploring how uncertain crude oil prices shape investment expenditure and efficiency in Chinese enterprises. (2024). Shang, Yuping ; Ma, Xiaowei ; Walsh, Steven T ; Bhatia, Meena ; Alofaysan, Hind. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001312.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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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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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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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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2024Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects. (2024). Attilio, Luccas Assis ; Mollick, Andre Varella. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003517.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets. (2024). Huang, Zihuang ; Li, Zhicheng ; Liu, YU ; Dong, Feng. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004699.

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2024Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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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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2024Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759.

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2024Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065.

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2025Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

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2025Retail crypto investors when facing financial constraints: Evidence from energy shocks and the use and downloads of crypto trading apps. (2025). Hodula, Martin. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001628.

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2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

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2025Exchange rate movements and oil price expectation shocks in selected African countries: Evidence from a recursive methodology. (2025). Lam, Eddery ; Ojede, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004803.

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2024Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855.

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2024Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Luo, Xianfeng ; Ding, Qian ; Chen, Jinyu ; Huang, Jianbai. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471.

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2024Optimization of coalbed methane liquefaction process based on parallel nitrogen reverse Brayton cycle under varying methane contents and liquefaction ratios. (2024). Duan, Yuanyuan ; Shen, Qie ; Sun, Daming ; Wang, Chenghong. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004262.

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2024A compression-free re-liquefication process of LNG boil-off gas using LNG cold energy. (2024). Shen, Qie ; Sun, Daming ; Wang, Chenghong. In: Energy. RePEc:eee:energy:v:294:y:2024:i:c:s0360544224006662.

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2024Design and analysis of steam methane reforming hydrogen liquefaction and waste heat recovery system based on liquefied natural gas cold energy. (2024). Qiao, Yan ; Li, Yang ; Dong, Xiaoxiao ; Jiang, Wenquan ; Yang, Fan. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224015652.

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2024A re-liquefaction process of LNG boil-off gas using an improved Kapitsa cycle: Eliminating the BOG compressor. (2024). Duan, Yuanyuan ; Huang, Xiaoxue ; Shen, Qie ; Sun, Daming ; Wang, Chenghong. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017523.

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2024Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575.

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2024Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177.

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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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2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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2025Optimization and Analysis of integrated hydrogen production and liquefaction system combining LNG and CO2 Regeneration Rankine Cycle. (2025). Wang, Changshun ; Jiang, Wenquan ; Yang, Fan ; Qiao, Yan ; Gao, Yue ; Lv, Yingying. In: Energy. RePEc:eee:energy:v:324:y:2025:i:c:s0360544225015622.

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2025Volatility spillover dynamics between fintech and traditional financial industries and their rich determinants: New evidence from Chinese listed institutions. (2025). Huang, Bai ; Tian, Meng ; Liu, Chengcheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001218.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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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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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Shahedur, MD ; Damianov, Damian S. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

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2024Heterogeneous impacts of climate change news on Chinas financial markets. (2024). Zhang, Yunhan ; Zhao, Wan-Li ; Ji, Qiang ; Zhai, Pengxiang ; Ma, Dandan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005239.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Hajek, Petr ; Abedin, Mohammad Zoynul ; Yuan, Kunpeng ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Wang, Yuejing ; Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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2024Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170.

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2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). lucey, brian ; Feng, Lingbing ; Qi, Jiajun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2024Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Ge, Xiaowen ; Cao, Ruiyi ; Xue, Minggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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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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2024Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064.

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2024Spatial correlation of local government implicit debt tail risks in China and its spillover effects on the banking system. (2024). Zhang, Zhongyi ; Hao, Jing ; Xu, Jiaxiang ; Wen, Bohui. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005416.

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2024Asymmetric impact of energy prices on financial cycles based on interval time series modeling. (2024). Zhang, Jingjia ; Wu, Chaonan ; Yan, Zichun ; Wang, Zehan ; Laevac, Ivona. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005568.

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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

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2025YouTube view count, investor attention and stock returns. (2025). Jang, Jaehee ; Jun, Sang-Gyung. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007142.

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2025Model specification for volatility forecasting benchmark. (2025). Zhang, Yaojie ; He, Mengxi ; Wen, Danyan ; Wang, Yudong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828.

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2025Green bond underwriting, financial openness, and profitability of commercial banks. (2025). Chen, Gaohui ; Zhou, Tao ; Su, Yuxin ; Yang, Tingting ; Ding, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521924008329.

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2024Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model. (2024). Tang, Yusui ; Zhang, XI ; Zeng, Qing ; Yang, Hua. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010863.

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

Works by Libo Yin:


YearTitleTypeCited
2018Does investor attention matter? The attention-return relationships in FX markets In: Economic Modelling.
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article21
2019Our currency, your attention: Contagion spillovers of investor attention on currency returns In: Economic Modelling.
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article16
2019Understanding stock market volatility: What is the role of U.S. uncertainty? In: The North American Journal of Economics and Finance.
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article62
2019Can skewness predict currency excess returns? In: The North American Journal of Economics and Finance.
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article4
2019Uncertainty and currency performance: A quantile-on-quantile approach In: The North American Journal of Economics and Finance.
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article13
2019Can investors attention on oil markets predict stock returns? In: The North American Journal of Economics and Finance.
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article12
2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets In: The North American Journal of Economics and Finance.
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article7
2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market In: The North American Journal of Economics and Finance.
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article61
2015Co-movements in commodity prices: Global, sectoral and commodity-specific factors In: Economics Letters.
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article16
2015Do foreign institutional investors stabilize the capital market? In: Economics Letters.
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article13
2017The role of news-based implied volatility among US financial markets In: Economics Letters.
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article37
2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model In: Journal of Empirical Finance.
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article138
2018Oil and the short-term predictability of stock return volatility In: Journal of Empirical Finance.
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article109
2015Exogenous impacts on the links between energy and agricultural commodity markets In: Energy Economics.
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article38
2016Exogenous shocks and the spillover effects between uncertainty and oil price In: Energy Economics.
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article59
2016Predicting the oil prices: Do technical indicators help? In: Energy Economics.
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article77
2017Can investor attention predict oil prices? In: Energy Economics.
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article79
2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries In: Energy Economics.
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article39
2018Oil prices and news-based uncertainty: Novel evidence In: Energy Economics.
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article31
2019Oil market uncertainty and international business cycle dynamics In: Energy Economics.
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article5
2019Dynamic link between oil prices and exchange rates: A non-linear approach In: Energy Economics.
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article29
2019Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships In: Energy.
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article20
2019News implied volatility and long-term foreign exchange market volatility In: International Review of Financial Analysis.
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article7
2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility In: International Review of Financial Analysis.
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article36
2021Adjusted dividend-price ratios and stock return predictability: Evidence from China In: International Review of Financial Analysis.
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article7
2020Can the intermediary capital risk predict foreign exchange rates? In: Finance Research Letters.
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article4
2021The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China In: Finance Research Letters.
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article10
2018Optimistic bias of analysts earnings forecasts: Does investor sentiment matter in China? In: Pacific-Basin Finance Journal.
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article23
2018Forecasting the CNY-CNH pricing differential: The role of investor attention In: Pacific-Basin Finance Journal.
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article11
2020Aggregate profit instability and time variations in momentum returns: Evidence from China In: Pacific-Basin Finance Journal.
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article2
2018Does NVIX matter for market volatility? Evidence from Asia-Pacific markets In: Physica A: Statistical Mechanics and its Applications.
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article3
2018The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China In: Physica A: Statistical Mechanics and its Applications.
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article2
2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article11
2019Currency strategies based on momentum, carry trade and skewness In: Physica A: Statistical Mechanics and its Applications.
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article1
2019The effect of oil returns on the stock markets network In: Physica A: Statistical Mechanics and its Applications.
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article6
2019Forecasting the oil prices: What is the role of skewness risk? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article8
2019Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance.
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article3
2020Firm’s quality increases and the cross-section of stock returns: Evidence from China In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article3
2021Systemic risk in international stock markets: Role of the oil market In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article6
2021Understanding cryptocurrency volatility: The role of oil market shocks In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article35
2020Firms profit instability and the cross-section of stock returns: Evidence from China In: Research in International Business and Finance.
[Full Text][Citation analysis]
article4
2016Environmental Efficiency and Its Determinants for Manufacturing in China In: Sustainability.
[Full Text][Citation analysis]
article3
2015Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance In: Computational Economics.
[Full Text][Citation analysis]
article3
2020International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming In: Computational Economics.
[Full Text][Citation analysis]
article2
2018Investor Attention and Stock Returns: International Evidence In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article7
2019Chinese Stock Returns and the Role of News-Based Uncertainty In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article3
2013Options strategies for international portfolios with overall risk management via multi-stage stochastic programming In: Annals of Operations Research.
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article2
2016Does oil price respond to macroeconomic uncertainty? New evidence In: Empirical Economics.
[Full Text][Citation analysis]
article26
2014Macroeconomic uncertainty: does it matter for commodity prices? In: Applied Economics Letters.
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article35
2014Spillovers of macroeconomic uncertainty among major economies In: Applied Economics Letters.
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article46
2016Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis In: Applied Economics.
[Full Text][Citation analysis]
article30
2018Investor attention and currency performance: international evidence In: Applied Economics.
[Full Text][Citation analysis]
article7
2018Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty In: Applied Economics.
[Full Text][Citation analysis]
article7
2020Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach In: Applied Economics.
[Full Text][Citation analysis]
article6
2016Macroeconomic impacts on commodity prices: China vs. the United States In: Quantitative Finance.
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article12
2017Predictability of structural co-movement in commodity prices: the role of technical indicators In: Quantitative Finance.
[Full Text][Citation analysis]
article12
2017Systemic risk and dynamics of contagion: a duplex inter-bank network In: Quantitative Finance.
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article13
2019The predictive performance of the currency futures basis for spot returns In: Quantitative Finance.
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article1
2019Common idiosyncratic volatility and returns: From an investment horizon perspective In: International Journal of Finance & Economics.
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article0
2013Exogenous Shocks and Information Transmission in Global Copper Futures Markets In: Journal of Futures Markets.
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article13
2017The effects of investor attention on commodity futures markets In: Journal of Futures Markets.
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article28
2018Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors In: Journal of Futures Markets.
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article18
2019Can skewness of the futures‐spot basis predict currency spot returns? In: Journal of Futures Markets.
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article5
2020Intermediary asset pricing in commodity futures returns In: Journal of Futures Markets.
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article5
2016What drives long-term oil market volatility? Fundamentals versus Speculation In: Economics Discussion Papers.
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paper10
2016What drives long-term oil market volatility? Fundamentals versus speculation.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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This paper has nother version. Agregated cites: 10
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2017Does investor attention matter? The attention-return relation in gold futures market In: Economics Discussion Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team