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CORC

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Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15
作者:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
收藏  |  浏览/下载：11/0  |  提交时间：2023/02/07
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载：57/0  |  提交时间：2021/10/26
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载：35/0  |  提交时间：2021/04/26
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
作者:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载：26/0  |  提交时间：2021/04/26
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：5/0  |  提交时间：2021/01/16
The time-varying spillover effect between WTI crude oil futures returns and hedge funds. 期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.61, 页码: 156-169
作者:  Zhang, Yue-Jun;  Wu, Yao-Bin
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/13
The time-varying spillover effect between WTI crude oil futures returns and hedge funds 期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.61, 页码: 156-169
作者:  Yue-Jun Zhang;  Yao-Bin Wu
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/13
The time-varying spillover effect between WTI crude oil futures returns and hedge funds. 期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.61, 页码: 156-169
作者:  Zhang, YJ;  Wu, YB
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/17
Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model 期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12, 页码: 17
作者:  Jiang, Yong;  Ma, Chao-Qun;  Yang, Xiao-Guang;  Ren, Yi-Shuai
收藏  |  浏览/下载：19/0  |  提交时间：2019/03/05
Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile. 期刊论文
Energy Economics, 2018, 卷号: Vol.72, 页码: 188-199
作者:  Peng, Cheng;  Zhu, Huiming;  Guo, Yawei;  Chen, Xiuyun
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/26

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