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Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020
Authors:  Liu, Bing-Yue;  Ji, Qiang;  Nguyen, Duc Khuong;  Fan, Ying
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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51
Authors:  Ji, Qiang;  Liu, Bing-Yue;  Cunado, Juncal;  Gupta, Rangan
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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
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黄金是否为原油的“避险天堂”?——基于组合收益及其波动视角 期刊论文
中国管理科学, 2018, 卷号: 26, 期号: 11, 页码: 1-10
Authors:  刘炳越;  姬强;  范英
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Energy investment risk assessment for nations along China's Belt & Road Initiative 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2018, 期号: 170, 页码: 535-547
Authors:  Duan, Fei;  Ji, Qiang;  Liu, Bing-Yue;  Fan, Ying
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Energy investment risk assessment for nations along China's Belt & Road Initiative 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2018, 期号: 170, 页码: 535-547
Authors:  Duan, Fei;  Ji, Qiang;  Liu, Bing-Yue;  Fan, Ying
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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
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2017年国际原油市场走势分析与价格预测 期刊论文
中国科学院院刊, 2017, 卷号: 32, 期号: 02, 页码: 196-201
Authors:  姬强;  刘炳越;  赵万里;  马嫣然;  范英
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国际油气价格与汇率动态相依关系研究:基于一种新的时变最优Copula模型 期刊论文
中国管理科学, 2016, 卷号: 34, 期号: 10, 页码: 1-9
Authors:  姬强;  刘炳越;  范英;  北京市海淀区中关村北一条15号科研综合楼
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2015年国际原油市场走势分析与价格预测 期刊论文
中国科学院院刊, 2015, 卷号: 30, 期号: 1, 页码: 8-15
Authors:  姬强;  刘炳越;  席雯雯;  范英;  北京市海淀区中关村北一条15号科研综合楼
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