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| Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
Authors: Luo, Jiawen; Marfatia, Hardik A.; Ji, Qiang ; Klein, Tony
  Favorite | View/Download：99/0 | Submit date：2023/05/30
Futures markets MHAR-CSV model Co-volatility Time-varying volatility connectedness Asymmetric volatility spillover Commodity markets |
| Multi scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
Applied Economics Letters, 2021, 卷号: 28, 期号: 7, 页码: 599-607
Authors: Chang Liu; Jianping Li; Xiaolei Sun; Jianming Chen
Adobe PDF(1693Kb) | Favorite | View/Download：198/1 | Submit date：2022/03/01 |
| Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 期刊论文
Research in International Business and Finance, 2020, 期号: 52, 页码: 101114
Authors: Qiang Ji; Walid Bahloul; Jiang-bo Geng; Rangan Gupta
Adobe PDF(7255Kb) | Favorite | View/Download：223/0 | Submit date：2021/01/17 |
| Dependency, centrality and dynamic networks for international commodity futures prices 期刊论文
International Review of Economics and Finance, 2020, 期号: 67, 页码: 118-132
Authors: Fei Wu; Wan-Li Zhao; Qiang Ji; Dayong Zhang
Adobe PDF(2400Kb) | Favorite | View/Download：248/0 | Submit date：2021/01/17 |
| Dynamic structural impacts of oil shocks on exchange rates: Lessons to learn 期刊论文
Journal of Economic Structures, 2020, 期号: 9, 页码: 20
Authors: Ji Q(姬强); Syed Jawad Hussain Shahzad; Elie Bouri; Tahir Suleman
Adobe PDF(2663Kb) | Favorite | View/Download：233/0 | Submit date：2021/01/17 |
| Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS 期刊论文
International Review of Financial Analysis, 2020, 期号: 68, 页码: 101238
Authors: Qiang Ji; Bing-Yue Liu; Wan-Li Zhao; Ying Fan
Adobe PDF(3218Kb) | Favorite | View/Download：191/0 | Submit date：2021/01/17 |
| Systemic risk in the Chinese financial system: a copula-based network approach 期刊论文
International Journal of Finance and Economics, 2020, 期号: 10.1002/ijfe.1892, 页码: 1-20
Authors: Zhiwei Zhang; Dayong Zhang; Fei Wu; Qiang Ji
Adobe PDF(3275Kb) | Favorite | View/Download：200/0 | Submit date：2021/01/17 |
| Copula-based local dependence between energy, agriculture and metal commodity markets 期刊论文
Energy, 2020, 期号: 202, 页码: 117762
Authors: Claudiu T. Albulescu; Aviral K. Tiwari; Qiang Ji
Adobe PDF(5659Kb) | Favorite | View/Download：181/0 | Submit date：2021/01/17 |
| Searching for safe-haven assets during the COVID-19 pandemic 期刊论文
International Review of Financial Analysis, 2020, 期号: 71, 页码: 101526
Authors: Qiang Ji; Dayong Zhang; Yuqian Zhao
Adobe PDF(8340Kb) | Favorite | View/Download：176/0 | Submit date：2021/01/17 |
| Financial stress dynamics in China: An interconnectedness perspective 期刊论文
International Review of Economics & Finance, 2020, 卷号: 68, 期号: 7, 页码: 217-238
Authors: Yao, Xiaoyang; Le, Wei; Sun, Xiaolei; Li, Jianping
Adobe PDF(2899Kb) | Favorite | View/Download：181/0 | Submit date：2021/01/17 |
