Libo Yin : Citation Profile

Are you Libo Yin?

Central University of Finance and Economics (CUFE)

19

H index

30

i10 index

1098

Citations

RESEARCH PRODUCTION:

63

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 137
   Journals where Libo Yin has often published
   Relations with other researchers
   Recent citing documents: 292.    Total self citations: 15 (1.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyi113
   Updated: 2024-11-04    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:

GUPTA, RANGAN (49)

Zhang, Yaojie (49)

Wang, Yudong (34)

Salisu, Afees (23)

Bouri, Elie (15)

Demirer, Riza (11)

Ji, Qiang (11)

Shahzad, Syed Jawad Hussain (10)

Tiwari, Aviral (10)

Raheem, Ibrahim (9)

González-Fernández, Marcos (9)

Cites to:

Kilian, Lutz (84)

Campbell, John (45)

Rogoff, Kenneth (42)

Ratti, Ronald (38)

Sarno, Lucio (36)

GUPTA, RANGAN (33)

Narayan, Paresh (28)

Rossi, Barbara (26)

French, Kenneth (26)

Hamilton, James (26)

bloom, nicholas (23)

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
Quantitative Finance4
Applied Economics4
International Review of Economics & Finance4
International Review of Financial Analysis3
Journal of Futures Markets3
Pacific-Basin Finance Journal3
Economics Letters3
Applied Economics Letters2
Finance Research Letters2
Emerging Markets Finance and Trade2
Economic Modelling2
Computational Economics2
Journal of Empirical Finance2

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 (2024 and 2023)

YearTitle of citing document
2023Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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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, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

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2023Whose policy uncertainty affects commodity trade between Australia and the United States?. (2023). Saafi, Sami ; Nouira, Ridha ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:101-123.

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2023Whose policy uncertainty affects trade flows between Japan and the U.S.?. (2023). Saafi, Sami ; Nouira, Ridha ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:3:p:457-485.

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2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

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

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2023The impacts of RMB internationalization on onshore and offshore RMB markets. (2023). Huang, Yiying ; Li, Shushu ; Tsai, Juijung ; Wang, Yangchao. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:502-523.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Estimating the link between trade uncertainty, pandemic uncertainty and food price stability in Togo: New evidence for an asymmetric analysis. (2023). Sodji, Kuamvi. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:1113-1134.

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2023Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2023The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351.

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

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2023Does real flexibility help firms navigate the COVID-19 pandemic?. (2023). Xu, Fangming ; Li, Yang ; Kim, Kirak ; Ho, Tuan. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000841.

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2023Uncertainty of uncertainty and corporate green innovation—Evidence from China. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:634-647.

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2023Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872.

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2023Exchange rate volatility predictability: A new insight from climate policy uncertainty. (2023). Umar, Muhammad ; Liang, Chao ; Pan, Zhigang ; Peng, Lijuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:688-700.

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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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2023Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

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2023Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062.

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2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

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2024Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; 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). Chen, Ying ; Tang, Zhenpeng ; 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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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Energy shocks and bank performance in the advanced economies. (2023). Downing, Gareth ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000154.

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2023Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294.

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2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330.

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2023Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x.

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2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Wu, Hanlin ; Li, Pan ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x.

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2023Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers. (2023). Kumar, Satish ; Lucey, Brian ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004681.

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2023Forecasting crude oil futures price using machine learning methods: Evidence from China. (2023). Huang, Xinya ; Guo, Lili ; Li, Houjian. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300587x.

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2023A new hybrid deep learning model for monthly oil prices forecasting. (2023). Gong, XU ; Guan, Keqin. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006345.

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2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Yunis, Manal ; Wang, Zu-Shan ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Liang, Chao ; Zhang, Xiaotong ; Dai, Zhifeng. 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 ; Mazouz, Khelifa ; Guan, BO. 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). Hao, YU ; Deng, Zhengxing. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000148.

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2024Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Chen, Huangen ; Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu. 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). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. 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). Guo, Kun ; Zhang, Dayong ; Ji, Qiang. 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). Alofaysan, Hind ; Bhatia, Meena ; Ma, Xiaowei ; Shang, Yuping ; Walsh, Steven T. 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). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. 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 ; Enilov, Martin ; Zhou, Xiaoran. 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 ; Cao, Hong ; Yin, Libo. 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, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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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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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

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2023Forecasting European Union allowances futures: The role of technical indicators. (2023). Tang, Pan ; Zhang, Ditian. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003109.

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2023Simulation and technical, economic, and environmental analyses of natural gas liquefaction cycle using different configurations. (2023). Chengmeng, Chen ; Yajun, MA ; Cuiying, LU ; Aimin, Wang ; Xue, Bai ; Jinxi, Wang ; Heydarian, Dariush. In: Energy. RePEc:eee:energy:v:278:y:2023:i:c:s0360544223011738.

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2023Performance analysis of a boil-off gas re-liquefaction process for LNG carriers. (2023). Xu, Xin ; Lim, Youngsub ; Jin, Chunhe. In: Energy. RePEc:eee:energy:v:278:y:2023:i:c:s0360544223012173.

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2023Process design of advanced LNG subcooling system combined with a mixed refrigerant cycle. (2023). Lim, Youngsub ; Park, Min Gyun ; Oh, Juyoung ; Yu, Taejong ; Son, Heechang ; Lee, Jaejun. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s0360544223012860.

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2023Techno-economic analysis on nitrogen reverse Brayton cycles for efficient coalbed methane liquefaction process. (2023). Wang, Xiaodong ; Linghu, Jianshe ; Shen, Keyi ; Sun, Daming. In: Energy. RePEc:eee:energy:v:280:y:2023:i:c:s036054422301561x.

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2023Functional classification and dynamic prediction of cumulative intraday returns in crude oil futures. (2023). Liu, Xiaoxing. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223027494.

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2023A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Du, Xiaoxu. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883.

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2023Asymmetric connectedness between oil price, coal and renewable energy consumption in China: Evidence from Fourier NARDL approach. (2023). Maaloul, Mohamed Hedi ; Tissaoui, Kais ; Zaghdoudi, Taha ; Kammoun, Niazi ; Bahou, Younes. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028104.

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2024Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian ; Luo, Xianfeng. 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, Keyi ; 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 ; Wang, Chenghong ; Sun, Daming. In: Energy. RePEc:eee:energy:v:294:y:2024:i:c:s0360544224006662.

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2023Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000686.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI. (2023). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000741.

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2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

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2023Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855.

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2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

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2023Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market. (2023). Yang, Jimmy J ; Chen, Yu-Lun ; Xu, KE. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300412x.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. 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). Damianov, Damian S ; Shahedur, MD. 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). Zou, Yang ; Xiang, Yitian ; Zhang, Jiaming ; Guo, Songlin. 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). Zhang, Feipeng ; Hong, Yun. 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). Ji, Qiang ; Zhang, Yunhan ; Ma, Dandan ; Zhai, Pengxiang ; Zhao, Wan-Li. 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). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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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.
[Full Text][Citation analysis]		article20
2019Our currency, your attention: Contagion spillovers of investor attention on currency returns In: Economic Modelling.
[Full Text][Citation analysis]		article15
2019Understanding stock market volatility: What is the role of U.S. uncertainty? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article50
2019Can skewness predict currency excess returns? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2019Uncertainty and currency performance: A quantile-on-quantile approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article13
2019Can investors attention on oil markets predict stock returns? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		article6
2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article48
2015Co-movements in commodity prices: Global, sectoral and commodity-specific factors In: Economics Letters.
[Full Text][Citation analysis]		article15
2015Do foreign institutional investors stabilize the capital market? In: Economics Letters.
[Full Text][Citation analysis]		article12
2017The role of news-based implied volatility among US financial markets In: Economics Letters.
[Full Text][Citation analysis]		article30
2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article111
2018Oil and the short-term predictability of stock return volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article89
2015Exogenous impacts on the links between energy and agricultural commodity markets In: Energy Economics.
[Full Text][Citation analysis]		article35
2016Exogenous shocks and the spillover effects between uncertainty and oil price In: Energy Economics.
[Full Text][Citation analysis]		article48
2016Predicting the oil prices: Do technical indicators help? In: Energy Economics.
[Full Text][Citation analysis]		article63
2017Can investor attention predict oil prices? In: Energy Economics.
[Full Text][Citation analysis]		article67
2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries In: Energy Economics.
[Full Text][Citation analysis]		article31
2018Oil prices and news-based uncertainty: Novel evidence In: Energy Economics.
[Full Text][Citation analysis]		article18
2019Oil market uncertainty and international business cycle dynamics In: Energy Economics.
[Full Text][Citation analysis]		article5
2019Dynamic link between oil prices and exchange rates: A non-linear approach In: Energy Economics.
[Full Text][Citation analysis]		article24
2019Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships In: Energy.
[Full Text][Citation analysis]		article17
2019News implied volatility and long-term foreign exchange market volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
2021Adjusted dividend-price ratios and stock return predictability: Evidence from China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2020Can the intermediary capital risk predict foreign exchange rates? In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2018Optimistic bias of analysts earnings forecasts: Does investor sentiment matter in China? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article18
2018Forecasting the CNY-CNH pricing differential: The role of investor attention In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article8
2020Aggregate profit instability and time variations in momentum returns: Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2018Does NVIX matter for market volatility? Evidence from Asia-Pacific markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		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]		article9
2019Currency strategies based on momentum, carry trade and skewness In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2019The effect of oil returns on the stock markets network In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2019Forecasting the oil prices: What is the role of skewness risk? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2019Its not that important: The negligible effect of oil market uncertainty In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
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]		article4
2021Understanding cryptocurrency volatility: The role of oil market shocks In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article25
2020Firms profit instability and the cross-section of stock returns: Evidence from China In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
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]		article0
2020International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming In: Computational Economics.
[Full Text][Citation analysis]		article1
2018Investor Attention and Stock Returns: International Evidence In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]		article2
2016Does oil price respond to macroeconomic uncertainty? New evidence In: Empirical Economics.
[Full Text][Citation analysis]		article23
2014Macroeconomic uncertainty: does it matter for commodity prices? In: Applied Economics Letters.
[Full Text][Citation analysis]		article30
2014Spillovers of macroeconomic uncertainty among major economies In: Applied Economics Letters.
[Full Text][Citation analysis]		article45
2016Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis In: Applied Economics.
[Full Text][Citation analysis]		article23
2018Investor attention and currency performance: international evidence In: Applied Economics.
[Full Text][Citation analysis]		article6
2018Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty In: Applied Economics.
[Full Text][Citation analysis]		article4
2020Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach In: Applied Economics.
[Full Text][Citation analysis]		article5
2016Macroeconomic impacts on commodity prices: China vs. the United States In: Quantitative Finance.
[Full Text][Citation analysis]		article7
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.
[Full Text][Citation analysis]		article12
2019The predictive performance of the currency futures basis for spot returns In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2019Common idiosyncratic volatility and returns: From an investment horizon perspective In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2013Exogenous Shocks and Information Transmission in Global Copper Futures Markets In: Journal of Futures Markets.
[Citation analysis]		article10
2017The effects of investor attention on commodity futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article23
2020Intermediary asset pricing in commodity futures returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2016What drives long-term oil market volatility? Fundamentals versus Speculation In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper8
2016What drives long-term oil market volatility? Fundamentals versus speculation.(2016) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2017Does investor attention matter? The attention-return relation in gold futures market In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team