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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  
Complex risk contagions among large international energy firms: A multi-layer network analysis 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 114
Authors:  Wu, Fei;  Xiao, Xuanqi;  Zhou, Xinyu;  Zhang, Dayong;  Ji, Qiang;  Ji, Qiang
Favorite  |  View/Download：137/0  |  Submit date：2023/05/30
Energy firms  Multi-layer network  Risk contagions  Time-varying  
Energy market reforms in China and the time-varying connectedness of domestic and international markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
Authors:  Wang, Tiantian;  Wu, Fei;  Zhang, Dayong;  Ji, Qiang
Favorite  |  View/Download：134/0  |  Submit date：2023/05/30
China  Energy market reform  Energy transition  Spillovers  Time-varying  
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 89
Authors:  Luo, Jiawen;  Ji, Qiang;  Klein, Tony;  Todorova, Neda;  Zhang, Dayong
Favorite  |  View/Download：191/0  |  Submit date：2021/01/16
The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 91
Authors:  Sheng, Xin;  Gupta, Rangan;  Ji, Qiang
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What drives natural gas prices in the United States? - A directed acyclic graph approach 期刊论文
ENERGY ECONOMICS, 2018, 期号: 69, 页码: 79-88
Authors:  Ji, Qiang;  Zhang, Hai-Ying;  Geng, Jiang-Bo
Adobe PDF(789Kb)  |  Favorite  |  View/Download：344/0  |  Submit date：2018/06/11
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model 期刊论文
ENERGY ECONOMICS, 2017, 期号: 68, 页码: 53-65
Authors:  Liu, Bing-Yue;  Ji, Qiang;  Fan, Ying
Adobe PDF(1073Kb)  |  Favorite  |  View/Download：322/0  |  Submit date：2018/06/11
What drives the formation of global oil trade patterns? 期刊论文
ENERGY ECONOMICS, 2015, 期号: 49, 页码: 639-648
Authors:  Zhang, Hai-Ying;  Ji, Qiang;  Fan, Ying
Adobe PDF(737Kb)  |  Favorite  |  View/Download：254/0  |  Submit date：2016/09/12