Libo Yin : Citation Profile


Beijing University of Aeronautics and Astronautics (Beihang University)

22

H index

40

i10 index

1664

Citations

RESEARCH PRODUCTION:

110

Articles

6

Papers

RESEARCH ACTIVITY:

   13 years (2013 - 2026). See details.
   Cites by year: 128
   Journals where Libo Yin has often published
   Relations with other researchers
   Recent citing documents: 476.    Total self citations: 36 (2.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyi113
   Updated: 2026-08-29    RAS profile: 2026-08-19    
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Relations with other researchers


Works with:

Li, Lei (3)

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 (61)

GUPTA, RANGAN (55)

Wang, Yudong (44)

Salisu, Afees (28)

Ji, Qiang (18)

Bouri, Elie (16)

Demirer, Riza (15)

Lin, Boqiang (14)

Tiwari, Aviral (12)

Umar, Muhammad (11)

Nguyen, Duc Khuong (11)

Cites to:

Kilian, Lutz (105)

Campbell, John (69)

French, Kenneth (60)

Sarno, Lucio (58)

Ratti, Ronald (56)

GUPTA, RANGAN (55)

Rogoff, Kenneth (55)

Diebold, Francis (52)

bloom, nicholas (45)

Rossi, Barbara (44)

Bollerslev, Tim (42)

Main data


Where Libo Yin has published?


Journals with more than one article published# docs
International Review of Financial Analysis12
Energy Economics12
Journal of Futures Markets10
Finance Research Letters8
Pacific-Basin Finance Journal6
The North American Journal of Economics and Finance6
International Review of Economics & Finance6
Physica A: Statistical Mechanics and its Applications6
Research in International Business and Finance6
Applied Economics5
Emerging Markets Finance and Trade4
Quantitative Finance4
Economics Letters3
Applied Economics Letters2
Economic Modelling2
Journal of Empirical Finance2
Computational Economics2
Energy2
International Journal of Finance & Economics2
Empirical Economics2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
CRC TR 224 Discussion Paper Series / University of Bonn and University of Mannheim, Germany3
Economics Discussion Papers / Kiel Institute for the World Economy2

Recent works citing Libo Yin (2026 and 2025)


YearTitle of citing document
2025The Effects of Crude Oil Prices, Exchange Rates, and Inflation on the Level of Investment in Indonesia. (2025). Saidi, La Ode. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:3:p:106-126.

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2026Monetary Policy Uncertainty and Stock Market Returns in Developed and Emerging Countries: Evidence from a Quantile-on-Quantile Approach. (2026). Jibir, Adamu ; Wong, Wing-Keung ; Khan, Naveed ; Mansoor, Abdul ; Zada, Hassan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:3:p:89-113.

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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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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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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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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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2026Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts. (2026). Krishnamachari, Bhaskar ; Mohanty, Hardhik. In: Papers. RePEc:arx:papers:2604.01431.

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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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2025Tail risk spillover of commodity futures markets. (2025). Ren, Xiaohang ; Sun, Xianming ; Zhang, Wenxin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:109-141.

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2025The Nexus Between Bitcoin and CO2 Emissions. (2025). Kse, Nezir ; Nal, Emre. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:12:y:2025:i:3:n:e70030.

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2025Measuring Carbon Emission Efficiency in a Developing Country: A Comparative Study of Sustainability Initiatives and Nonsustainability Initiatives of Manufacturing Firms. (2025). Kumar, Vikas ; Debbarma, Jahira ; Ekundayo, Damilola. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:8:p:9672-9699.

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2026Biodiversity Risk and Working Capital Management. (2026). Magerakis, Efstathios ; Habib, Ahsan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:3:p:3445-3467.

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2025The economic impact of uncertainty about U.S. regulations of the energy sector. (2025). Xie, Zhoudan ; Ma, Xiaohan. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:3:p:985-1002.

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2025Navigating Economic Policy Uncertainty: The Role of ESG Performance in Mitigating the Risk of Nonfinancial Firms in China. (2025). Fan, Yinan ; Anwar, Sajid ; Long, Rui. In: Economics and Politics. RePEc:bla:ecopol:v:37:y:2025:i:3:p:958-977.

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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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2025Forecasting Chinas inflation rate: Evidence from machine learning methods. (2025). Xu, Xingfu ; Liu, Weihan. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e70000.

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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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2025From Tweets to Trades: The Dynamic Dance of Investor Sentiment, Attention, and News Sentiment in ESG Stocks. (2025). Kok, Loang Ooi. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:70-91:n:1004.

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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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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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2025Crude oil price shocks and idiosyncratic risk: Implications for business groups. (2025). Lee, Chi-Chuan ; Tiwari, Aviral Kumar ; Tripathi, Nitya Nand. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001319.

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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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2025Proximity-powered attention: Exploring spatial spillover in investor attention. (2025). Posch, Peter N ; Lehmann, Kevin Rene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:48:y:2025:i:c:s2214635025000802.

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2026Firm connection and equity return predictability – Graph-based machine learning methods. (2026). Liu, Xiaoquan ; Huang, Wenli ; Meng, Qingxin ; Wu, Mian. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838924002002.

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2024Environmental Protection tax and diversified transition of heavily polluting enterprises: Evidence from a quasi-natural experiment in China. (2024). Ren, Yangqiu ; Wan, Qing ; Hu, Guoliu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1570-1592.

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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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2025Facilitating or inhibiting? The impact of climate policy uncertainty on enterprises ESG performance in China. (2025). Han, Qingyang ; Gao, Hongying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1329-1345.

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2025Adapting to the evolving climate policy environment through green technology diversification: An empirical study of Chinese cities. (2025). Ren, YI ; Liu, Kang ; Yang, Fei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:1838-1856.

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2025External shock and diversified landscape of China’s product export. (2025). Liu, Yaowen ; Gao, Xin ; Kong, Shuo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:80-108.

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2026Information spillover effects of corporate digital transformation. (2026). Wang, Ting. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:89:y:2026:i:c:p:274-286.

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2025Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901.

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2026Investor attention and art investment returns: The role of noise trading risk premium. (2026). Ma, Yongfan ; Qi, Tiancheng. In: Economic Modelling. RePEc:eee:ecmode:v:155:y:2026:i:c:s0264999325003888.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Hou, Yuting ; Jin, Xiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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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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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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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada. (2025). Gubareva, Mariya ; Esparcia, Carlos ; Jareo, Francisco ; Sokolova, Tatiana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002079.

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2025Does oil price uncertainty affect corporate total factor productivity? Evidence from China. (2025). Chen, Leyi ; Wu, Ziqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002274.

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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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2025Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19. (2025). Han, Seungoh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000208.

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2026The impact of green cryptocurrency and nongreen cryptocurrency on energy markets: Evidence from geopolitical risk and higher-order moment connectedness. (2026). Yan, Wan-Lin ; Yuan, Jiawei ; Cheung, Adrian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001676.

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2026Dynamic interrelations and the potential of global industrial sectors to function as a refuge for the global transition towards a low-carbon economy. (2026). Bein, Murad A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001858.

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2026Quantile-frequency dependence between U.S. sector stock indices and macro-financial indicators: A quantile coherence approach. (2026). Gkgz, Halilibrahim ; Gheorghe, Catalin ; Jeribi, Ahmed ; Syed, Aamir Aijaz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001925.

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2026Mapping ecosystem services trade-offs as a decision tool for comprehensive ecological land-use planning. (2026). Li, Zhong-Wei ; Vatankhah, Sepideh ; Zhao, KE. In: Ecological Modelling. RePEc:eee:ecomod:v:514:y:2026:i:c:s0304380026000244.

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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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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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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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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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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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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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2024Shanghai oil futures prices and firms investment decisions: Evidence from Chinese manufacturing firms. (2024). Wang, Ziqi ; Li, Rongrong ; Kong, Qunxi. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002688.

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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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2024Impact of carbon capture and storage, cap-and-trade, and multiproduct cost structure on pollution in an oligopoly. (2024). Duan, Xiaoyu ; Chen, Shi ; Lin, Jyh-Horng ; Chang, Ching-Hui. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s014098832400481x.

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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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2024Path analysis of green finance on energy transition under climate change. (2024). Lee, Chien-Chiang ; Xuan, Chengnan ; Wang, Fuhao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005991.

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2024Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

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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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2024Domestic and foreign cap-and-trade regulations, carbon tariffs, and product tariffs during international trade conflicts: A multiproduct cost-efficiency analysis. (2024). Huang, Fu-Wei ; Zhao, Yonghong ; Lin, Jyh-Jiuan ; Chang, Ching-Hui. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007436.

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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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2025Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312.

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2025Forecasting the volatility of crude oil futures market: Does the simple 5-minute RV hold up?. (2025). Yang, Zhidan ; Luo, YA ; Yi, Heling ; Ke, Rui ; Qin, Zhilong ; Lyu, Yongjian. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003330.

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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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2025Pollutant-specific scale economies in a supply chain under cap-and-trade regulation within the context of sustainable insurance. (2025). Chen, Shi ; Bai, Hanhan ; Chang, Ching-Hui ; Tsai, Jeng-Yan. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004694.

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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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2025The impact of informed trading on liquidity in Chinese crude oil futures. (2025). Huang, Zihuang ; Wang, Shaokun ; Li, Kaifeng. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006590.

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2025Energy uncertainty and corporate bankruptcy risk: International evidence. (2025). Kannadhasan, M ; Halder, Abhishek. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007352.

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2025Does artificial intelligence impact corporate ESG performance? Evidence from a quasi-natural experiment in China. (2025). Wang, Yongheng ; Yang, Pengyu. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s014098832500790x.

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2025Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339.

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2025Utilizing LASSO-VAR and frequency decomposition to analyze the climate risk contagion network: Implementing decarbonization strategies in finance. (2025). Huang, Zeyu ; Wang, Yanan ; Zhou, Hanyu. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008291.

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2026Trading characteristics of emissions trading scheme and carbon emission reduction efficiency: Evidence from China. (2026). Ding, Tao ; Tan, Ruipeng ; Liang, Liang. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325009028.

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2024Is the tone of the government-controlled media valuable for capital market? Evidence from Chinas new energy industry. (2024). Xu, Zhiwei ; Hua, Xia ; Ren, Pengyue ; Li, Jiaqi. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025.

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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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2025Spillover effects from oil markets on international ethanol markets and Chinese electricity production. (2025). Rodrigues, Mauro ; Attlio, Luccas Assis ; Faria, Joao Ricardo ; Silva, Emilson. In: Energy Policy. RePEc:eee:enepol:v:207:y:2025:i:c:s0301421525003751.

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2026Climate policy and green energy technology justice from a whole life-cycle perspective. (2026). Zhang, Xingman ; Gao, Xing ; Wang, Huizi. In: Energy Policy. RePEc:eee:enepol:v:208:y:2026:i:c:s0301421525004343.

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2024Modeling crude oil volatility using economic sentiment analysis and opinion mining of investors via deep learning and machine learning models. (2024). Wu, Wei ; Su, Ruiqian ; Xu, Meiqi ; Ullah, Kaleem. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223034114.

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2024A novel secondary decomposition method for forecasting crude oil price with twitter sentiment. (2024). Guo, Yuanxuan ; Qian, Shuangyue ; Tang, Ling ; Li, Ling ; Wu, Jun. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033480.

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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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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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

Works by Libo Yin:


YearTitleTypeCited
2023The Impact of Customer Online Satisfaction on Stock Returns: Evidence from the E-commerce Reviews in China In: Papers.
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2024Hedging Along the Global Value Chain: Trade War and Firm Value In: CRC TR 224 Discussion Paper Series.
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2018Does investor attention matter? The attention-return relationships in FX markets In: Economic Modelling.
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2019Our currency, your attention: Contagion spillovers of investor attention on currency returns In: Economic Modelling.
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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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2019Can skewness predict currency excess returns? In: The North American Journal of Economics and Finance.
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2019Uncertainty and currency performance: A quantile-on-quantile approach In: The North American Journal of Economics and Finance.
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2019Can investors attention on oil markets predict stock returns? In: The North American Journal of Economics and Finance.
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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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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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2015Co-movements in commodity prices: Global, sectoral and commodity-specific factors In: Economics Letters.
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2015Do foreign institutional investors stabilize the capital market? In: Economics Letters.
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2017The role of news-based implied volatility among US financial markets In: Economics Letters.
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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model In: Journal of Empirical Finance.
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2018Oil and the short-term predictability of stock return volatility In: Journal of Empirical Finance.
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2022Oil uncertainty and firms risk-taking In: Energy Economics.
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2023Oil price returns and firms fixed investment: A production pattern In: Energy Economics.
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2024The propagation effect of climate risks on global stock markets: Evidence from the time and space domains In: Energy Economics.
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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions In: Energy Economics.
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2015Exogenous impacts on the links between energy and agricultural commodity markets In: Energy Economics.
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2016Exogenous shocks and the spillover effects between uncertainty and oil price In: Energy Economics.
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2016Predicting the oil prices: Do technical indicators help? In: Energy Economics.
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2017Can investor attention predict oil prices? In: Energy Economics.
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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries In: Energy Economics.
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2018Oil prices and news-based uncertainty: Novel evidence In: Energy Economics.
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2019Oil market uncertainty and international business cycle dynamics In: Energy Economics.
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2019Dynamic link between oil prices and exchange rates: A non-linear approach In: Energy Economics.
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2019Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships In: Energy.
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2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework In: Energy.
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2025Investor–firm interactions versus investor–investor interactions: Which enhances investor learning better? In: International Review of Financial Analysis.
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2019News implied volatility and long-term foreign exchange market volatility In: International Review of Financial Analysis.
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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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2021Adjusted dividend-price ratios and stock return predictability: Evidence from China In: International Review of Financial Analysis.
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2021Big is brilliant: Understanding the Chinese size effect through profitability shocks In: International Review of Financial Analysis.
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2022The profitability effect: Insight from a dynamic perspective In: International Review of Financial Analysis.
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2022Are conditional illiquidity risks priced in China? A cross-sectional test In: International Review of Financial Analysis.
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2022Do dividends signal safety? Evidence from China In: International Review of Financial Analysis.
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2023Chinas diversification discount: The role of the information environment In: International Review of Financial Analysis.
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2024Anatomy of recent value premiums travails In: International Review of Financial Analysis.
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2024Understanding climate policy uncertainty: Evidence from temporal and spatial domains In: International Review of Financial Analysis.
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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space In: International Review of Financial Analysis.
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2020Can the intermediary capital risk predict foreign exchange rates? In: Finance Research Letters.
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2021The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China In: Finance Research Letters.
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2022Do stock prices react to announcements of corporate executives’ first-time elections as congress deputies? New evidence from the Chinese political system In: Finance Research Letters.
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2022Do terrorist attacks matter for currency excess returns? In: Finance Research Letters.
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2025Globalization, product specialization, and firm value In: Finance Research Letters.
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2025Firm financialization: The role of policy inconsistency In: Finance Research Letters.
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2025Does exposure to biodiversity risk drive firms’ digital transformation? In: Finance Research Letters.
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2025Policy inconsistency and regional innovation dynamics in China: Evidence from textual analysis In: Finance Research Letters.
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2026The impact of low-carbon pilots policy on health In: Journal of Comparative Economics.
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2025Is disagreement beneficial for market efficiency? Evidence from ESG ratings In: Journal of International Money and Finance.
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2018Optimistic bias of analysts earnings forecasts: Does investor sentiment matter in China? In: Pacific-Basin Finance Journal.
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2018Forecasting the CNY-CNH pricing differential: The role of investor attention In: Pacific-Basin Finance Journal.
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2020Aggregate profit instability and time variations in momentum returns: Evidence from China In: Pacific-Basin Finance Journal.
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2022Chinas illiquidity premium: Due to risk-taking or mispricing? In: Pacific-Basin Finance Journal.
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2026Conservatism and silence: The clan premium In: Pacific-Basin Finance Journal.
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2026Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches In: Pacific-Basin Finance Journal.
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2018Does NVIX matter for market volatility? Evidence from Asia-Pacific markets In: Physica A: Statistical Mechanics and its Applications.
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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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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach In: Physica A: Statistical Mechanics and its Applications.
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2019Currency strategies based on momentum, carry trade and skewness In: Physica A: Statistical Mechanics and its Applications.
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2019The effect of oil returns on the stock markets network In: Physica A: Statistical Mechanics and its Applications.
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2019Forecasting the oil prices: What is the role of skewness risk? In: Physica A: Statistical Mechanics and its Applications.
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2026Impact of network nestedness on resistance and recovery of supply chain resilience In: International Journal of Production Economics.
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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.
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2021Systemic risk in international stock markets: Role of the oil market In: International Review of Economics & Finance.
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2021Understanding cryptocurrency volatility: The role of oil market shocks In: International Review of Economics & Finance.
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2024Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis In: International Review of Economics & Finance.
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2024Chinas cognitive bias premium: An exploration of innovation information In: International Review of Economics & Finance.
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2020Firms profit instability and the cross-section of stock returns: Evidence from China In: Research in International Business and Finance.
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2021Oil market uncertainty and excess returns on currency carry trade In: Research in International Business and Finance.
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2022Is oil risk important for commodity-related currency returns? In: Research in International Business and Finance.
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2025How does macroeconomic uncertainty influence energy futures?: Evidence from extraordinary events In: Research in International Business and Finance.
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2025Hedging climate risk: The role of green energy exchange-traded funds In: Research in International Business and Finance.
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2026Time-frequency return and volatility spillovers among CBDC uncertainty, cryptocurrency uncertainty, and ESG stock indexes In: Research in International Business and Finance.
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2016Environmental Efficiency and Its Determinants for Manufacturing in China In: Sustainability.
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2015Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance In: Computational Economics.
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2020International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming In: Computational Economics.
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2018Investor Attention and Stock Returns: International Evidence In: Emerging Markets Finance and Trade.
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2019Chinese Stock Returns and the Role of News-Based Uncertainty In: Emerging Markets Finance and Trade.
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2021Downside Risk in the Oil Market: Does It Affect Stock Returns in China? In: Emerging Markets Finance and Trade.
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2026Oil Prices and Firm-Level Asset Growth: Differential Impacts on Financing and Operating Growth In: Emerging Markets Finance and Trade.
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2013Options strategies for international portfolios with overall risk management via multi-stage stochastic programming In: Annals of Operations Research.
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2016Does oil price respond to macroeconomic uncertainty? New evidence In: Empirical Economics.
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2021Does the green inspiration effect matter for stock returns? Evidence from the Chinese stock market In: Empirical Economics.
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2014Macroeconomic uncertainty: does it matter for commodity prices? In: Applied Economics Letters.
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2014Spillovers of macroeconomic uncertainty among major economies In: Applied Economics Letters.
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2016Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis In: Applied Economics.
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2018Investor attention and currency performance: international evidence In: Applied Economics.
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2018Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty In: Applied Economics.
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2020Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach In: Applied Economics.
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2024National culture and international business cycle co-movements In: Applied Economics.
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2016Macroeconomic impacts on commodity prices: China vs. the United States In: Quantitative Finance.
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2017Predictability of structural co-movement in commodity prices: the role of technical indicators In: Quantitative Finance.
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2017Systemic risk and dynamics of contagion: a duplex inter-bank network In: Quantitative Finance.
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2019The predictive performance of the currency futures basis for spot returns In: Quantitative Finance.
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2019Common idiosyncratic volatility and returns: From an investment horizon perspective In: International Journal of Finance & Economics.
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2022The role of intermediary capital risk in predicting oil volatility In: International Journal of Finance & Economics.
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2021Shocks to the equity capital ratio of financial intermediaries and the predictability of stock return volatility In: Journal of Forecasting.
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2023Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting In: Journal of Forecasting.
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2013Exogenous Shocks and Information Transmission in Global Copper Futures Markets In: Journal of Futures Markets.
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2017The effects of investor attention on commodity futures markets In: Journal of Futures Markets.
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2018Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors In: Journal of Futures Markets.
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2019Can skewness of the futures‐spot basis predict currency spot returns? In: Journal of Futures Markets.
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2020Intermediary asset pricing in commodity futures returns In: Journal of Futures Markets.
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2021Intermediary capital risk and commodity futures volatility In: Journal of Futures Markets.
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2021Intermediary asset pricing in currency carry trade returns In: Journal of Futures Markets.
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2024Financialization of commodity markets: New evidence from temporal and spatial domains In: Journal of Futures Markets.
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2025The Role of Policy on Commodity Markets: From the Perspective of Narrative News Based on NLP In: Journal of Futures Markets.
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2025Hedging Climate Change News With Commodity Futures: An Index‐Tracking Approach In: Journal of Futures Markets.
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2016What drives long-term oil market volatility? Fundamentals versus Speculation In: Economics Discussion Papers.
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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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2017Does investor attention matter? The attention-return relation in gold futures market In: Economics Discussion Papers.
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