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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
作者:  Qiang Ji;  Bing-Yue Liu;  Wan-Li Zhao;  Ying Fan
Adobe PDF(3218Kb)  |  收藏  |  浏览/下载:147/0  |  提交时间:2021/01/17
Market reforms and determinants of import natural gas prices in China 期刊论文
Energy, 2020, 期号: 196, 页码: 117105
作者:  Tiantian Wang;  Dayong Zhang;  Qiang Ji;  Xunpeng Shi
Adobe PDF(728Kb)  |  收藏  |  浏览/下载:204/0  |  提交时间:2021/01/17
Macro factors and the realized volatility of commodities: A dynamic network analysis 期刊论文
RESOURCES POLICY, 2020, 卷号: 68
作者:  Hu, Min;  Zhang, Dayong;  Ji, Qiang;  Wei, Lijian
收藏  |  浏览/下载:121/0  |  提交时间:2021/01/16
Uncovering the global network of economic policy uncertainty 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2020, 卷号: 53
作者:  Marfatia, Hardik;  Zhao, Wan-Li;  Ji, Qiang
收藏  |  浏览/下载:107/0  |  提交时间:2021/01/16
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach(z.star) 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2020, 2020, 卷号: 54, 54
作者:  Salisu, Afees A.;  Gupta, Rangan;  Bouri, Elie;  Ji, Qiang
收藏  |  浏览/下载:227/0  |  提交时间:2021/01/16
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
作者:  Ji, Qiang;  Liu, Bing-Yue;  Cunado, Juncal;  Gupta, Rangan
收藏  |  浏览/下载:123/0  |  提交时间:2021/01/16
Energy financialization, risk and challenges 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
作者:  Ji, Qiang;  Zhang, Dayong;  Kutan, Ali M.
收藏  |  浏览/下载:128/0  |  提交时间:2021/01/16
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 70
作者:  Zhu, Zhaobo;  Ji, Qiang;  Sun, Licheng;  Zhai, Pengxiang
收藏  |  浏览/下载:106/0  |  提交时间:2021/01/16
Spillover of sentiment in the European Union: Evidence from time-and frequency-domains 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020, 2020, 卷号: 68, 68
作者:  Plakandaras, Vasilios;  Tiwari, Aviral Kumar;  Gupta, Rangan;  Ji, Qiang
收藏  |  浏览/下载:131/0  |  提交时间:2021/01/16
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020
作者:  Liu, Bing-Yue;  Ji, Qiang;  Nguyen, Duc Khuong;  Fan, Ying
收藏  |  浏览/下载:117/0  |  提交时间:2021/01/16
Capital sudden stop, savings rate difference and economic growth: evidence based on 49 emerging economies 期刊论文
INTERNATIONAL JOURNAL OF EMERGING MARKETS, 2020
作者:  Ma, Yu;  Shi, Jun;  Ji, Qiang
收藏  |  浏览/下载:124/0  |  提交时间:2021/01/16
Editorial: Energy Market and Energy Transition: Dynamics and Prospects 期刊论文
FRONTIERS IN ENERGY RESEARCH, 2020, 卷号: 8
作者:  Shi, Xunpeng;  Ji, Qiang;  Zhang, Dayong;  Taghizadeh-Hesary, Farhad;  Han, Phoumin
收藏  |  浏览/下载:90/0  |  提交时间:2021/01/16
Financial markets under the global pandemic of COVID-19 期刊论文
FINANCE RESEARCH LETTERS, 2020, 卷号: 36
作者:  Zhang, Dayong;  Hu, Min;  Ji, Qiang
收藏  |  浏览/下载:151/0  |  提交时间:2021/01/16
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
作者:  Luo, Jiawen;  Ji, Qiang;  Klein, Tony;  Todorova, Neda;  Zhang, Dayong
收藏  |  浏览/下载:133/0  |  提交时间: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
作者:  Sheng, Xin;  Gupta, Rangan;  Ji, Qiang
收藏  |  浏览/下载:125/0  |  提交时间:2021/01/16
The time-frequency impacts of natural gas prices on US economic activity 期刊论文
ENERGY, 2020, 卷号: 205
作者:  Geng, Jiang-Bo;  Xu, Xiao-Yue;  Ji, Qiang
收藏  |  浏览/下载:123/0  |  提交时间:2021/01/16
Financial Integration in Asia: A Systemic View on Currency Markets* 期刊论文
ASIAN ECONOMIC PAPERS, 2020, 卷号: 19
作者:  Zhang, Dayong;  Zhao, Wanli;  Wu, Fei;  Ji, Qiang
收藏  |  浏览/下载:113/0  |  提交时间:2021/01/16
Movements in real estate uncertainty in the United States: the role of oil shocks 期刊论文
APPLIED ECONOMICS LETTERS, 2020
作者:  Gupta, Rangan;  Sheng, Xin;  Ji, Qiang
收藏  |  浏览/下载:108/0  |  提交时间:2021/01/16