Details about Qiang Ji

Access statistics for papers by Qiang Ji.

Last updated 2026-03-16. Update your information in the RePEc Author Service.

Short-id: pji183

Working Papers

2025

1. INTERNATIONAL TOURISM AND GLOBAL BIODIVERSITY RISKS
   SocArXiv, Center for Open Science
   Also in Papers, arXiv.org (2025)
   See also Journal Article International tourism and global biodiversity risks, Annals of Tourism Research, Elsevier (2025) (2025)
2. Unraveling Financial Fragility of Global Markets Using Machine Learning
   Working Papers, University of Pretoria, Department of Economics

2024

3. Can Municipal Bonds Hedge US State-Level Climate Risks?
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article Can municipal bonds hedge US state-level climate risks?, Finance Research Letters, Elsevier (2024) View citations (4) (2024)
4. Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach, Finance Research Letters, Elsevier (2024) (2024)
5. How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence
   Working Papers, University of Pretoria, Department of Economics View citations (6)
   See also Journal Article How connected is the oil-bank network? Firm-level and high-frequency evidence, Energy Economics, Elsevier (2024) View citations (6) (2024)
6. Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks
   Working Papers, University of Pretoria, Department of Economics View citations (1)
   See also Journal Article Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks, Research in International Business and Finance, Elsevier (2025) View citations (2) (2025)
7. Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets, Empirical Economics, Springer (2026) (2026)

2023

8. Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023
   Working Papers, University of Pretoria, Department of Economics View citations (7)
   See also Journal Article Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023, Finance Research Letters, Elsevier (2023) View citations (13) (2023)
9. The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States, Risks, MDPI (2023) View citations (3) (2023)

2022

10. Oil price shocks and stock market anomalies
    Post-Print, HAL View citations (2)
    See also Journal Article Oil price shocks and stock market anomalies, Financial Management, Financial Management Association International (2022) View citations (5) (2022)
11. Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks, Finance Research Letters, Elsevier (2023) View citations (12) (2023)
12. Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Price effects after one-day abnormal returns and crises in the stock markets, Research in International Business and Finance, Elsevier (2024) (2024)

2021

13. Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries
    Working Papers, University of Pretoria, Department of Economics View citations (10)
14. Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Evolving United States stock market volatility: The role of conventional and unconventional monetary policies, The North American Journal of Economics and Finance, Elsevier (2022) View citations (7) (2022)
15. Forecasting Oil Price over 150 Years: The Role of Tail Risks
    Working Papers, University of Pretoria, Department of Economics View citations (10)
    See also Journal Article Forecasting oil prices over 150 years: The role of tail risks, Resources Policy, Elsevier (2022) View citations (11) (2022)
16. Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Forecasting oil and gold volatilities with sentiment indicators under structural breaks, Energy Economics, Elsevier (2022) View citations (28) (2022)
17. Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning
    QBS Working Paper Series, Queen's University Belfast, Queen's Business School View citations (2)
    See also Journal Article Forecasting realized volatility of crude oil futures prices based on machine learning, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) View citations (3) (2024)
18. Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices, The North American Journal of Economics and Finance, Elsevier (2022) View citations (8) (2022)
19. Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries, Journal of Behavioral Finance, Taylor & Francis Journals (2023) View citations (5) (2023)
20. The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article The impacts of oil price volatility on financial stress: Is the COVID-19 period different?, International Review of Economics & Finance, Elsevier (2023) View citations (17) (2023)
21. The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence, Research in International Business and Finance, Elsevier (2023) View citations (3) (2023)

2020

22. Copula-based local dependence among energy, agriculture and metal commodities markets
    Working Papers, HAL View citations (47)
    See also Journal Article Copula-based local dependence among energy, agriculture and metal commodities markets, Energy, Elsevier (2020) View citations (55) (2020)
23. Copula-based local dependence between energy, agriculture and metal commodity markets
    Papers, arXiv.org View citations (22)
24. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2021) View citations (13) (2021)
25. Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting charge-off rates with a panel Tobit model: the role of uncertainty, Applied Economics Letters, Taylor & Francis Journals (2022) View citations (2) (2022)
26. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
    Working Papers, University of Pretoria, Department of Economics View citations (5)
27. House Price Synchronization across the US States: The Role of Structural Oil Shocks
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article House price synchronization across the US states: The role of structural oil shocks, The North American Journal of Economics and Finance, Elsevier (2021) View citations (14) (2021)
28. Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities, International Review of Economics & Finance, Elsevier (2021) View citations (45) (2021)
29. Monetary Policy and Speculative Spillovers in Financial Markets
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Monetary policy and speculative spillovers in financial markets, Research in International Business and Finance, Elsevier (2021) View citations (13) (2021)
30. The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics View citations (32)
    See also Journal Article The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach, Research in International Business and Finance, Elsevier (2020) View citations (22) (2020)
31. Time-Varying Impact of Pandemics on Global Output Growth
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Time-varying impact of pandemics on global output growth, Finance Research Letters, Elsevier (2021) View citations (5) (2021)

2019

32. Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach
    Working Papers of the African Governance and Development Institute., African Governance and Development Institute. View citations (2)
    Also in Research Africa Network Working Papers, Research Africa Network (RAN) (2019) View citations (2)
    Working Papers, European Xtramile Centre of African Studies (EXCAS) (2019) View citations (2)
    See also Journal Article Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach, Applied Economics, Taylor & Francis Journals (2020) View citations (10) (2020)
33. Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment
    Working Papers, University of Pretoria, Department of Economics
34. Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models
    QBS Working Paper Series, Queen's University Belfast, Queen's Business School View citations (7)
    See also Journal Article Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models, International Journal of Forecasting, Elsevier (2022) View citations (30) (2022)
35. Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Spillover of sentiment in the European Union: Evidence from time- and frequency-domains, International Review of Economics & Finance, Elsevier (2020) View citations (7) (2020)

2018

36. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    Post-Print, HAL View citations (93)
    See also Journal Article Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities, International Review of Financial Analysis, Elsevier (2018) View citations (100) (2018)
37. Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (5)
38. Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis
    Working Papers, University of Pretoria, Department of Economics View citations (24)
    See also Journal Article Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis, The North American Journal of Economics and Finance, Elsevier (2018) View citations (24) (2018)
39. Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states, The Journal of Economic Asymmetries, Elsevier (2019) View citations (2) (2019)

2017

40. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    Working Papers, University of Pretoria, Department of Economics View citations (11)
    See also Journal Article Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach, The Quarterly Review of Economics and Finance, Elsevier (2018) View citations (137) (2018)
41. 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
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article 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, The North American Journal of Economics and Finance, Elsevier (2020) View citations (23) (2020)

Journal Articles

2026

1. Climate policy uncertainty and bank risk management: Evidence from China
   International Review of Financial Analysis, 2026, 109, (C)
2. Optimal Climate Policy Mix for Green Transition: A Growth Model with Endogenous Labor Supply
   China & World Economy, 2026, 34, (1), 3-40
3. Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets
   Empirical Economics, 2026, 70, (2), 1-41
   See also Working Paper Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets, Working Papers (2024) (2024)

2025

4. Can ESG enhance the efficacy of emissions trading systems on enterprise productivity: Evidence from China
   Research in International Business and Finance, 2025, 76, (C) View citations (1)
5. Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia
   Energy, 2025, 315, (C) View citations (1)
6. Climate awareness in management and deviation from target leverage: Evidence from China
   Finance Research Letters, 2025, 76, (C)
7. Climate policy uncertainty and the green bond market: fresh insights from the QARDL model
   Applied Economics Letters, 2025, 32, (4), 464-469
8. Does climate risk affect the performance of companies in China?
   Applied Economics Letters, 2025, 32, (6), 843-849
9. Does public attention to biodiversity matter to stock markets?
   International Review of Financial Analysis, 2025, 98, (C) View citations (1)
10. Effects of carbon tax on energy transition, emissions and economy amid technological progress
    Applied Energy, 2025, 377, (PC) View citations (7)
11. Forecasting portfolio variance: a new decomposition approach
    Annals of Operations Research, 2025, 348, (1), 543-578
12. Geopolitical risk and vulnerability of energy markets
    Energy Economics, 2025, 141, (C) View citations (3)
13. How does environmental regulatory stringency shape ESG? Evidence from cross-listing
    International Review of Financial Analysis, 2025, 104, (PB)
14. How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?
    Energy Economics, 2025, 142, (C)
15. Impact of relaxing internal-migration restrictions on agricultural TFP of rural households: evidence from China
    Applied Economics Letters, 2025, 32, (10), 1363-1367
16. Inhibition or inducement? The impact of carbon emissions trading scheme (ETS) on corporate earnings management from the perspective of public pressure
    International Review of Financial Analysis, 2025, 101, (C) View citations (2)
17. International tourism and global biodiversity risks
    Annals of Tourism Research, 2025, 113, (C)
    See also Working Paper INTERNATIONAL TOURISM AND GLOBAL BIODIVERSITY RISKS, SocArXiv (2025) (2025)
18. Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks
    Research in International Business and Finance, 2025, 74, (C) View citations (2)
    See also Working Paper Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks, Working Papers (2024) View citations (1) (2024)
19. Spillover among biodiversity attention, climate policy uncertainty and global stock markets
    Finance Research Letters, 2025, 73, (C) View citations (2)
20. The Macroeconomics of Strategic Petroleum Reserve
    International Review of Economics & Finance, 2025, 99, (C)
21. The impact of climate policy on the risk contagion in China’s stock markets
    Applied Economics Letters, 2025, 32, (17), 2524-2529

2024

22. CLIMATE RISKS AND FINANCIAL MARKETS: A REVIEW OF THE LITERATURE
    Climate Change Economics (CCE), 2024, 15, (04), 1-25 View citations (4)
23. Can municipal bonds hedge US state-level climate risks?
    Finance Research Letters, 2024, 67, (PB) View citations (4)
    See also Working Paper Can Municipal Bonds Hedge US State-Level Climate Risks?, Working Papers (2024) View citations (3) (2024)
24. Climate impacts on the loan quality of Chinese regional commercial banks
    Journal of International Money and Finance, 2024, 140, (C) View citations (19)
25. Climate risk performance and returns integration of Chinese listed energy companies
    Energy Economics, 2024, 129, (C) View citations (7)
26. Coupling between global climate policy uncertainty and economic policy uncertainty
    Finance Research Letters, 2024, 69, (PB) View citations (24)
27. Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers
    Financial Innovation, 2024, 10, (1), 1-39 View citations (3)
28. Do climate-exposed firms hold more cash? Global evidence
    Economics Letters, 2024, 237, (C) View citations (6)
29. ESG performance and corporate external financing in China: The role of rating disagreement
    Research in International Business and Finance, 2024, 69, (C) View citations (28)
30. Effect of green industrial policy on China's outward renewable energy investment
    Energy Economics, 2024, 138, (C) View citations (4)
31. Emission trading schemes and cross-border mergers and acquisitions
    Journal of Environmental Economics and Management, 2024, 124, (C) View citations (9)
32. Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach
    Finance Research Letters, 2024, 67, (PB)
    See also Working Paper Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach, Working Papers (2024) (2024)
33. Energy trade stability of China: Policy options with increasing climate risks
    Energy Policy, 2024, 184, (C) View citations (7)
34. Excess stock returns and corporate environmental performance in China
    Financial Innovation, 2024, 10, (1), 1-30 View citations (5)
35. Forecasting realized volatility of crude oil futures prices based on machine learning
    Journal of Forecasting, 2024, 43, (5), 1422-1446 View citations (3)
    See also Working Paper Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning, QBS Working Paper Series (2021) View citations (2) (2021)
36. From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic
    International Journal of Finance & Economics, 2024, 29, (1), 551-580 View citations (3)
37. Global climate policy uncertainty and financial markets
    Journal of International Financial Markets, Institutions and Money, 2024, 95, (C) View citations (19)
38. Heterogeneous impacts of climate change news on China's financial markets
    International Review of Financial Analysis, 2024, 91, (C) View citations (21)
39. How connected is the oil-bank network? Firm-level and high-frequency evidence
    Energy Economics, 2024, 136, (C) View citations (6)
    See also Working Paper How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence, Working Papers (2024) View citations (6) (2024)
40. How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties
    Energy Economics, 2024, 131, (C) View citations (9)
41. How to govern greenwashing behaviors in green finance products: a tripartite evolutionary game approach
    Financial Innovation, 2024, 10, (1), 1-32
42. Investor sentiments and extreme risk spillovers from oil to stock markets: evidence from Asian countries
    Journal of the Asia Pacific Economy, 2024, 29, (3), 1257-1283 View citations (2)
43. Measuring crisis from climate risk spillovers in European electricity markets
    Energy Economics, 2024, 134, (C) View citations (15)
44. Monetary policy uncertainty and ESG performance across energy firms
    Energy Economics, 2024, 136, (C) View citations (7)
45. On the interactive effects of climate policies: Insights from a stock-flow consistent model
    Applied Energy, 2024, 358, (C) View citations (4)
46. Optimal monetary policy responses to carbon and green bubbles:A two-sector DSGE analysis
    Energy Economics, 2024, 130, (C) View citations (8)
47. Policy spillovers from climate actions to energy poverty: International evidence
    EconStor Open Access Articles and Book Chapters, 2024, 11
    Also in Humanities and Social Sciences Communications, 2024, 11, (1), 1-12 (2024)
48. Price effects after one-day abnormal returns and crises in the stock markets
    Research in International Business and Finance, 2024, 70, (PA)
    See also Working Paper Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets, Working Papers (2022) (2022)
49. Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises
    Energy Economics, 2024, 135, (C) View citations (10)
50. Resolve climate-policy uncertainties in the US and China
    Nature, 2024, 625, (7996), 663-663 View citations (5)
51. Seeing is believing: Forecasting crude oil price trend from the perspective of images
    Journal of Forecasting, 2024, 43, (7), 2809-2821 View citations (7)
52. To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance
    International Review of Financial Analysis, 2024, 93, (C) View citations (9)
53. Tourism in pandemic: the role of digital travel vouchers in China
    Humanities and Social Sciences Communications, 2024, 11, (1), 1-15 View citations (2)

2023

54. A text-based managerial climate attention index of listed firms in China
    Finance Research Letters, 2023, 55, (PA) View citations (31)
55. Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
    Research in International Business and Finance, 2023, 66, (C) View citations (9)
56. Climate events matter in the global natural gas market
    Energy Economics, 2023, 125, (C) View citations (14)
57. Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
    Energy Economics, 2023, 117, (C) View citations (17)
58. Emission reduction mode of China's provincial transportation sector: Based on “Energy+” carbon efficiency evaluation
    Energy Policy, 2023, 177, (C) View citations (18)
59. Energy market reforms in China and the time-varying connectedness of domestic and international markets
    Energy Economics, 2023, 117, (C) View citations (16)
60. Exploring the nexus between ESG disclosure and corporate sustainable growth: Moderating role of media attention
    Finance Research Letters, 2023, 58, (PC) View citations (24)
61. Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023
    Finance Research Letters, 2023, 58, (PC) View citations (13)
    See also Working Paper Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023, Working Papers (2023) View citations (7) (2023)
62. How are climate risk shocks connected to agricultural markets?
    Journal of Commodity Markets, 2023, 32, (C) View citations (40)
63. Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach
    Annals of Operations Research, 2023, 330, (1), 119-153 View citations (4)
64. Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks
    Finance Research Letters, 2023, 54, (C) View citations (12)
    See also Working Paper Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks, Working Papers (2022) (2022)
65. Predicting natural gas futures’ volatility using climate risks
    Finance Research Letters, 2023, 55, (PA) View citations (16)
66. Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries
    Journal of Behavioral Finance, 2023, 24, (3), 365-381 View citations (5)
    See also Working Paper Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries, Working Papers (2021) View citations (9) (2021)
67. Sovereign ratings change under climate risks
    Research in International Business and Finance, 2023, 66, (C) View citations (12)
68. Spillover Effects among Electricity Prices, Traditional Energy Prices and Carbon Market under Climate Risk
    IJERPH, 2023, 20, (2), 1-18 View citations (13)
69. The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States
    Risks, 2023, 11, (11), 1-9 View citations (3)
    See also Working Paper The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States, Working Papers (2023) View citations (3) (2023)
70. The impacts of oil price volatility on financial stress: Is the COVID-19 period different?
    International Review of Economics & Finance, 2023, 85, (C), 520-532 View citations (17)
    See also Working Paper The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?, Working Papers (2021) View citations (1) (2021)
71. The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence
    Research in International Business and Finance, 2023, 64, (C) View citations (3)
    See also Working Paper The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence, Working Papers (2021) (2021)
72. “Not all climate risks are alike”: Heterogeneous responses of financial firms to natural disasters in China
    Finance Research Letters, 2023, 52, (C) View citations (28)

2022

73. Calendar anomalies in passion investments: Price patterns and profit opportunities
    Research in International Business and Finance, 2022, 61, (C) View citations (7)
74. Complex risk contagions among large international energy firms: A multi-layer network analysis
    Energy Economics, 2022, 114, (C) View citations (29)
75. Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies
    The Energy Journal, 2022, 43, (1_suppl), 1-24 View citations (3)
76. Environmental regulations, clean energy access, and household energy poverty: Evidence from China
    Technological Forecasting and Social Change, 2022, 182, (C) View citations (28)
77. Evolving United States stock market volatility: The role of conventional and unconventional monetary policies
    The North American Journal of Economics and Finance, 2022, 60, (C) View citations (7)
    See also Working Paper Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies, Working Papers (2021) (2021)
78. Extreme risk spillover between crude oil price and financial factors
    Finance Research Letters, 2022, 46, (PA) View citations (15)
79. Forecasting charge-off rates with a panel Tobit model: the role of uncertainty
    Applied Economics Letters, 2022, 29, (10), 927-931 View citations (2)
    See also Working Paper Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty, Working Papers (2020) (2020)
80. Forecasting oil and gold volatilities with sentiment indicators under structural breaks
    Energy Economics, 2022, 105, (C) View citations (28)
    See also Working Paper Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks, Working Papers (2021) View citations (1) (2021)
81. Forecasting oil prices over 150 years: The role of tail risks
    Resources Policy, 2022, 75, (C) View citations (11)
    See also Working Paper Forecasting Oil Price over 150 Years: The Role of Tail Risks, Working Papers (2021) View citations (10) (2021)
82. Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
    International Journal of Forecasting, 2022, 38, (1), 51-73 View citations (30)
    See also Working Paper Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models, QBS Working Paper Series (2019) View citations (7) (2019)
83. Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility
    Journal of Forecasting, 2022, 41, (2), 383-404 View citations (13)
84. High-carbon screening out: A DCC-MIDAS-climate policy risk method
    Finance Research Letters, 2022, 47, (PA) View citations (32)
85. High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
    Energy Economics, 2022, 105, (C) View citations (42)
86. Impacts of regional cooperation agreements on international tourism: Evidence from a quasi-natural experiment
    International Review of Economics & Finance, 2022, 82, (C), 663-676 View citations (2)
87. Intra-day co-movements of crude oil futures: China and the international benchmarks
    Annals of Operations Research, 2022, 313, (1), 77-103 View citations (20)
88. Intrinsic decompositions in gold forecasting
    Journal of Commodity Markets, 2022, 28, (C) View citations (6)
89. Introduction to the Special Issue on “Energy Market Transition, Financialization and Integrationâ€
    The Energy Journal, 2022, 43, (1_suppl), 1-4
90. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions
    Journal of Forecasting, 2022, 41, (1), 134-157 View citations (22)
91. Oil price shocks and stock market anomalies
    Financial Management, 2022, 51, (2), 573-612 View citations (5)
    See also Working Paper Oil price shocks and stock market anomalies, Post-Print (2022) View citations (2) (2022)
92. Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices
    The North American Journal of Economics and Finance, 2022, 59, (C) View citations (8)
    See also Working Paper Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices, Working Papers (2021) (2021)
93. Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach
    Energy, 2022, 259, (C) View citations (11)

2021

94. Board characteristics, external governance and the use of renewable energy: International evidence
    Journal of International Financial Markets, Institutions and Money, 2021, 72, (C) View citations (33)
95. Climate variations, culture and economic behaviour of Chinese households
    Climatic Change, 2021, 167, (1), 1-18 View citations (4)
96. Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics
    Research in International Business and Finance, 2021, 58, (C) View citations (16)
97. Do oil price changes really matter for clean energy returns?
    Renewable and Sustainable Energy Reviews, 2021, 150, (C) View citations (51)
98. Do oil shocks affect Chinese bank risk?
    Energy Economics, 2021, 96, (C) View citations (23)
99. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
    International Journal of Finance & Economics, 2021, 26, (2), 2612-2636 View citations (13)
    See also Working Paper Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates, MPRA Paper (2020) View citations (1) (2020)
100. ENERGY INSECURITY, ECONOMIC GROWTH, AND THE ROLE OF RENEWABLE ENERGY: A CROSS-COUNTRY PANEL ANALYSIS
     The Singapore Economic Review (SER), 2021, 66, (02), 323-343 View citations (3)
101. Extreme risk spillover between chinese and global crude oil futures
     Finance Research Letters, 2021, 40, (C) View citations (35)
102. Financialization, idiosyncratic information and commodity co-movements
     Energy Economics, 2021, 94, (C) View citations (48)
103. Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints
     Energy Policy, 2021, 149, (C) View citations (26)
104. House price synchronization across the US states: The role of structural oil shocks
     The North American Journal of Economics and Finance, 2021, 56, (C) View citations (14)
     See also Working Paper House Price Synchronization across the US States: The Role of Structural Oil Shocks, Working Papers (2020) View citations (2) (2020)
105. Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
     International Review of Economics & Finance, 2021, 71, (C), 289-298 View citations (45)
     See also Working Paper Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities, Working Papers (2020) View citations (4) (2020)
106. Low-carbon transformation of cities: Understanding the demand for dockless bike sharing in China
     Energy Policy, 2021, 159, (C) View citations (9)
107. Modeling return and volatility spillover networks of global new energy companies
     Renewable and Sustainable Energy Reviews, 2021, 135, (C) View citations (36)
108. Monetary policy and speculative spillovers in financial markets
     Research in International Business and Finance, 2021, 56, (C) View citations (13)
     See also Working Paper Monetary Policy and Speculative Spillovers in Financial Markets, Working Papers (2020) (2020)
109. Movements in real estate uncertainty in the United States: the role of oil shocks
     Applied Economics Letters, 2021, 28, (13), 1059-1065 View citations (1)
110. Network connectedness between natural gas markets, uncertainty and stock markets
     Energy Economics, 2021, 95, (C) View citations (53)
111. Realised volatility connectedness among Bitcoin exchange markets
     Finance Research Letters, 2021, 38, (C) View citations (20)
112. Regional differences and driving factors analysis of carbon emission intensity from transport sector in China
     Energy, 2021, 224, (C) View citations (81)
113. Regional housing price dependency in the UK: A dynamic network approach
     Urban Studies, 2021, 58, (5), 1014-1031 View citations (7)
114. Sustainable development goals and firm carbon emissions: Evidence from a quasi-natural experiment in China
     Energy Economics, 2021, 103, (C) View citations (35)
115. Systemic risk and financial contagion across top global energy companies
     Energy Economics, 2021, 97, (C) View citations (52)
116. Systemic risk in the Chinese financial system: A copula‐based network approach
     International Journal of Finance & Economics, 2021, 26, (2), 2044-2063 View citations (12)
117. The impact of feed-in tariff degression on R&D investment in renewable energy: The case of the solar PV industry
     Energy Policy, 2021, 151, (C) View citations (21)
118. Time-varying impact of pandemics on global output growth
     Finance Research Letters, 2021, 41, (C) View citations (5)
     See also Working Paper Time-Varying Impact of Pandemics on Global Output Growth, Working Papers (2020) View citations (4) (2020)

2020

119. Assessment and optimization of provincial CO2 emission reduction scheme in China: An improved ZSG-DEA approach
     Energy Economics, 2020, 91, (C) View citations (36)
120. Capital sudden stop, savings rate difference and economic growth: evidence based on 49 emerging economies
     International Journal of Emerging Markets, 2020, 16, (8), 2117-2135
121. Copula-based local dependence among energy, agriculture and metal commodities markets
     Energy, 2020, 202, (C) View citations (55)
     See also Working Paper Copula-based local dependence among energy, agriculture and metal commodities markets, Working Papers (2020) View citations (47) (2020)
122. Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach
     Applied Economics, 2020, 52, (28), 3055-3072 View citations (10)
     See also Working Paper Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach, Working Papers of the African Governance and Development Institute. (2019) View citations (2) (2019)
123. Dependency, centrality and dynamic networks for international commodity futures prices
     International Review of Economics & Finance, 2020, 67, (C), 118-132 View citations (51)
124. Does better access to credit help reduce energy intensity in China? Evidence from manufacturing firms
     Energy Policy, 2020, 145, (C) View citations (38)
125. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
     Journal of Economic Structures, 2020, 9, (1), 1-19 View citations (29)
126. Financial Integration in Asia: A Systemic View on Currency Markets*
     Asian Economic Papers, 2020, 19, (2), 41-58 View citations (1)
127. Financial markets under the global pandemic of COVID-19
     Finance Research Letters, 2020, 36, (C) View citations (818)
128. Macro factors and the realized volatility of commodities: A dynamic network analysis
     Resources Policy, 2020, 68, (C) View citations (60)
129. Market reforms and determinants of import natural gas prices in China
     Energy, 2020, 196, (C) View citations (25)
130. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
     International Review of Financial Analysis, 2020, 68, (C) View citations (96)
131. Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis
     Physica A: Statistical Mechanics and its Applications, 2020, 537, (C) View citations (13)
132. Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
     International Review of Financial Analysis, 2020, 70, (C) View citations (24)
133. On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
     Energy Economics, 2020, 89, (C) View citations (41)
134. Regional renewable energy development in China: A multidimensional assessment
     Renewable and Sustainable Energy Reviews, 2020, 124, (C) View citations (58)
135. 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
     The North American Journal of Economics and Finance, 2020, 51, (C) View citations (23)
     See also Working Paper 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, Working Papers (2017) View citations (1) (2017)
136. Searching for safe-haven assets during the COVID-19 pandemic
     International Review of Financial Analysis, 2020, 71, (C) View citations (350)
137. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
     International Review of Economics & Finance, 2020, 68, (C), 105-130 View citations (7)
     See also Working Paper Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains, Working Papers (2019) (2019)
138. Technological catching up and innovation policies in China: What is behind this largely successful story?
     Technological Forecasting and Social Change, 2020, 153, (C) View citations (18)
139. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries
     Energy Economics, 2020, 91, (C) View citations (41)
140. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach
     Research in International Business and Finance, 2020, 54, (C) View citations (22)
     See also Working Paper The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach, Working Papers (2020) View citations (32) (2020)
141. The time-frequency impacts of natural gas prices on US economic activity
     Energy, 2020, 205, (C) View citations (11)
142. Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective
     Research in International Business and Finance, 2020, 52, (C) View citations (30)
143. Uncovering the global network of economic policy uncertainty
     Research in International Business and Finance, 2020, 53, (C) View citations (18)

2019

144. Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
     Finance Research Letters, 2019, 31, (C) View citations (20)
145. China’s crude oil futures: Introduction and some stylized facts
     Finance Research Letters, 2019, 28, (C), 376-380 View citations (52)
146. Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
     International Review of Financial Analysis, 2019, 63, (C), 273-284 View citations (22)
147. Does gender inequality affect household green consumption behaviour in China?
     Energy Policy, 2019, 135, (C) View citations (52)
148. Dynamic connectedness and integration in cryptocurrency markets
     International Review of Financial Analysis, 2019, 63, (C), 257-272 View citations (309)
149. Dynamic transmission mechanisms in global crude oil prices: Estimation and implications
     Energy, 2019, 175, (C), 1181-1193 View citations (61)
150. Economic policy uncertainty in the US and China and their impact on the global markets
     Economic Modelling, 2019, 79, (C), 47-56 View citations (127)
151. Global renewable energy development: Influencing factors, trend predictions and countermeasures
     Resources Policy, 2019, 63, (C), - View citations (91)
152. How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?
     Energy Policy, 2019, 128, (C), 114-124 View citations (293)
153. Impacts of China-US trade conflicts on the energy sector
     China Economic Review, 2019, 58, (C) View citations (28)
154. Information interdependence among energy, cryptocurrency and major commodity markets
     Energy Economics, 2019, 81, (C), 1042-1055 View citations (147)
155. Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports
     Finance Research Letters, 2019, 30, (C), 420-425 View citations (65)
156. Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets
     Sustainability, 2019, 11, (19), 1-23 View citations (3)
157. New Challenge and Research Development in Global Energy Financialization
     Emerging Markets Finance and Trade, 2019, 55, (12), 2669-2672 View citations (14)
158. Oil financialization and volatility forecast: Evidence from multidimensional predictors
     Journal of Forecasting, 2019, 38, (6), 564-581 View citations (86)
159. Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
     Energy Economics, 2019, 77, (C), 80-92 View citations (96)
160. Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states
     The Journal of Economic Asymmetries, 2019, 19, (C), - View citations (2)
     See also Working Paper Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States, Working Papers (2018) (2018)
161. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
     Energy Economics, 2019, 81, (C), 536-544 View citations (103)
162. The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets
     Energy Economics, 2019, 84, (C) View citations (149)
163. The impact of OPEC on East Asian oil import security: A multidimensional analysis
     Energy Policy, 2019, 126, (C), 99-107 View citations (45)

2018

164. China’s Natural Gas Demand Projections and Supply Capacity Analysis in 2030
     The Energy Journal, 2018, 39, (6), 53-70 View citations (2)
165. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
     International Review of Financial Analysis, 2018, 57, (C), 1-12 View citations (100)
     See also Working Paper Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities, Post-Print (2018) View citations (93) (2018)
166. Further evidence on the debate of oil-gas price decoupling: A long memory approach
     Energy Policy, 2018, 113, (C), 68-75 View citations (70)
167. High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
     Energy Economics, 2018, 76, (C), 424-438 View citations (135)
168. Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis
     The North American Journal of Economics and Finance, 2018, 46, (C), 103-113 View citations (24)
     See also Working Paper Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis, Working Papers (2018) View citations (24) (2018)
169. Information spillovers and connectedness networks in the oil and gas markets
     Energy Economics, 2018, 75, (C), 71-84 View citations (90)
170. Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach
     The Quarterly Review of Economics and Finance, 2018, 70, (C), 203-213 View citations (137)
     See also Working Paper Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach, Working Papers (2017) View citations (11) (2017)
171. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
     Energy Economics, 2018, 75, (C), 14-27 View citations (184)
172. The price and income elasticity of China's natural gas demand: A multi-sectoral perspective
     Energy Policy, 2018, 113, (C), 332-341 View citations (38)
173. Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
     Energy Economics, 2018, 76, (C), 115-126 View citations (104)
174. What drives natural gas prices in the United States? – A directed acyclic graph approach
     Energy Economics, 2018, 69, (C), 79-88 View citations (40)
175. Willingness to accept energy-saving measures and adoption barriers in the residential sector: An empirical analysis in Beijing, China
     Renewable and Sustainable Energy Reviews, 2018, 95, (C), 56-73 View citations (19)

2017

176. A new time-varying optimal copula model identifying the dependence across markets
     Quantitative Finance, 2017, 17, (3), 437-453 View citations (51)
177. Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model
     Energy Economics, 2017, 68, (C), 53-65 View citations (58)
178. Forecasting China’s natural gas demand based on optimised nonlinear grey models
     Energy, 2017, 140, (P1), 941-951 View citations (44)
179. The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective
     Energy Economics, 2017, 67, (C), 98-110 View citations (44)

2016

180. Evolution of the world crude oil market integration: A graph theory analysis
     Energy Economics, 2016, 53, (C), 90-100 View citations (73)
181. How do China's oil markets affect other commodity markets both domestically and internationally?
     Finance Research Letters, 2016, 19, (C), 247-254 View citations (28)
182. Modelling the joint dynamics of oil prices and investor fear gauge
     Research in International Business and Finance, 2016, 37, (C), 242-251 View citations (40)
183. Prospects of Pakistan–China Energy and Economic Corridor
     Renewable and Sustainable Energy Reviews, 2016, 59, (C), 253-263 View citations (16)
184. Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms
     The Energy Journal, 2016, 37, (1_suppl), 55-86 View citations (5)
185. Technological innovation and renewable energy development: evidence based on patent counts
     International Journal of Global Environmental Issues, 2016, 15, (3), 217-234 View citations (28)
186. The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective
     Energy, 2016, 101, (C), 266-277 View citations (30)
187. The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model
     Energy Policy, 2016, 96, (C), 167-178 View citations (54)

2015

188. Effects of Structural Oil Shocks on Output, Exchange Rate, and Inflation in the BRICS Countries: A Structural Vector Autoregression Approach
     Emerging Markets Finance and Trade, 2015, 51, (6), 1129-1140 View citations (18)
189. Market interdependence among commodity prices based on information transmission on the Internet
     Physica A: Statistical Mechanics and its Applications, 2015, 426, (C), 35-44 View citations (21)
190. Oil price volatility and oil-related events: An Internet concern study perspective
     Applied Energy, 2015, 137, (C), 256-264 View citations (103)
191. The diagnosis of an electricity crisis and alternative energy development in Pakistan
     Renewable and Sustainable Energy Reviews, 2015, 52, (C), 1172-1185 View citations (32)
192. What drives the formation of global oil trade patterns?
     Energy Economics, 2015, 49, (C), 639-648 View citations (30)

2014

193. A dynamic analysis on global natural gas trade network
     Applied Energy, 2014, 132, (C), 23-33 View citations (90)
194. Competition, transmission and pattern evolution: A network analysis of global oil trade
     Energy Policy, 2014, 73, (C), 312-322 View citations (75)
195. Multi-perspective analysis of China's energy supply security
     Energy, 2014, 64, (C), 541-550 View citations (26)
196. Separated influence of crude oil prices on regional natural gas import prices
     Energy Policy, 2014, 70, (C), 96-105 View citations (39)

2013

197. An evaluation framework for oil import security based on the supply chain with a case study focused on China
     Energy Economics, 2013, 38, (C), 87-95 View citations (61)
198. How does market concern derived from the Internet affect oil prices?
     Applied Energy, 2013, 112, (C), 1536-1543 View citations (52)
199. How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index
     Energy, 2013, 55, (C), 860-868 View citations (131)

2011

200. A dynamic hedging approach for refineries in multiproduct oil markets
     Energy, 2011, 36, (2), 881-887 View citations (16)

Chapters

2023

1. Energy Market Financialization and Its Policy Implications
   Springer
2. Intermarket Risk Transmission Across Energy, Carbon, and Commodities
   Springer

2022

3. Review of the Development of Energy Finance
   Springer