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Details about Qiang Ji

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Homepage:https://www.researchgate.net/profile/Qiang_Ji2
Workplace:中国科学院科技战略咨询研究院

Access statistics for papers by Qiang Ji.

Last updated 2019-07-04. Update your information in the RePEc Author Service.

Short-id: pji183


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Working Papers

2019

  1. Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment
    Working Papers, University of Pretoria, Department of Economics

2018

  1. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    Post-Print, HAL View citations (7)
    See also Journal Article in International Review of Financial Analysis (2018)
  2. Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility
    Working Papers, University of Pretoria, Department of Economics
  3. 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 (1)
    See also Journal Article in The North American Journal of Economics and Finance (2018)
  4. Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States
    Working Papers, University of Pretoria, Department of Economics

2017

  1. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in The Quarterly Review of Economics and Finance (2018)
  2. 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)

Journal Articles

2019

  1. China’s crude oil futures: Introduction and some stylized facts
    Finance Research Letters, 2019, 28, (C), 376-380 Downloads View citations (2)
  2. Dynamic transmission mechanisms in global crude oil prices: Estimation and implications
    Energy, 2019, 175, (C), 1181-1193 Downloads View citations (1)
  3. Economic policy uncertainty in the US and China and their impact on the global markets
    Economic Modelling, 2019, 79, (C), 47-56 Downloads
  4. How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?
    Energy Policy, 2019, 128, (C), 114-124 Downloads View citations (4)
  5. 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 Downloads View citations (1)
  6. The impact of OPEC on East Asian oil import security: A multidimensional analysis
    Energy Policy, 2019, 126, (C), 99-107 Downloads View citations (2)

2018

  1. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    International Review of Financial Analysis, 2018, 57, (C), 1-12 Downloads View citations (7)
    See also Working Paper (2018)
  2. Further evidence on the debate of oil-gas price decoupling: A long memory approach
    Energy Policy, 2018, 113, (C), 68-75 Downloads View citations (10)
  3. High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
    Energy Economics, 2018, 76, (C), 424-438 Downloads View citations (1)
  4. 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 Downloads View citations (1)
    See also Working Paper (2018)
  5. Information spillovers and connectedness networks in the oil and gas markets
    Energy Economics, 2018, 75, (C), 71-84 Downloads View citations (5)
  6. 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 Downloads View citations (9)
    See also Working Paper (2017)
  7. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
    Energy Economics, 2018, 75, (C), 14-27 Downloads View citations (11)
  8. The price and income elasticity of China's natural gas demand: A multi-sectoral perspective
    Energy Policy, 2018, 113, (C), 332-341 Downloads View citations (4)
  9. Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
    Energy Economics, 2018, 76, (C), 115-126 Downloads View citations (2)
  10. What drives natural gas prices in the United States? – A directed acyclic graph approach
    Energy Economics, 2018, 69, (C), 79-88 Downloads View citations (7)
  11. 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 Downloads View citations (1)

2017

  1. A new time-varying optimal copula model identifying the dependence across markets
    Quantitative Finance, 2017, 17, (3), 437-453 Downloads View citations (8)
  2. 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 Downloads View citations (7)
  3. Forecasting China’s natural gas demand based on optimised nonlinear grey models
    Energy, 2017, 140, (P1), 941-951 Downloads View citations (13)
  4. 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 Downloads View citations (7)

2016

  1. Evolution of the world crude oil market integration: A graph theory analysis
    Energy Economics, 2016, 53, (C), 90-100 Downloads View citations (13)
  2. How do China's oil markets affect other commodity markets both domestically and internationally?
    Finance Research Letters, 2016, 19, (C), 247-254 Downloads View citations (11)
  3. Modelling the joint dynamics of oil prices and investor fear gauge
    Research in International Business and Finance, 2016, 37, (C), 242-251 Downloads View citations (6)
  4. Prospects of Pakistan–China Energy and Economic Corridor
    Renewable and Sustainable Energy Reviews, 2016, 59, (C), 253-263 Downloads View citations (7)
  5. Technological innovation and renewable energy development: evidence based on patent counts
    International Journal of Global Environmental Issues, 2016, 15, (3), 217-234 Downloads
  6. The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective
    Energy, 2016, 101, (C), 266-277 Downloads View citations (9)
  7. 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 Downloads View citations (15)

2015

  1. 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 Downloads
  2. Market interdependence among commodity prices based on information transmission on the Internet
    Physica A: Statistical Mechanics and its Applications, 2015, 426, (C), 35-44 Downloads View citations (6)
  3. Oil price volatility and oil-related events: An Internet concern study perspective
    Applied Energy, 2015, 137, (C), 256-264 Downloads View citations (32)
  4. The diagnosis of an electricity crisis and alternative energy development in Pakistan
    Renewable and Sustainable Energy Reviews, 2015, 52, (C), 1172-1185 Downloads View citations (10)
  5. What drives the formation of global oil trade patterns?
    Energy Economics, 2015, 49, (C), 639-648 Downloads View citations (7)

2014

  1. A dynamic analysis on global natural gas trade network
    Applied Energy, 2014, 132, (C), 23-33 Downloads View citations (25)
  2. Competition, transmission and pattern evolution: A network analysis of global oil trade
    Energy Policy, 2014, 73, (C), 312-322 Downloads View citations (27)
  3. Multi-perspective analysis of China's energy supply security
    Energy, 2014, 64, (C), 541-550 Downloads View citations (13)
  4. Separated influence of crude oil prices on regional natural gas import prices
    Energy Policy, 2014, 70, (C), 96-105 Downloads View citations (22)

2013

  1. 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 Downloads View citations (28)
  2. How does market concern derived from the Internet affect oil prices?
    Applied Energy, 2013, 112, (C), 1536-1543 Downloads View citations (18)
  3. How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index
    Energy, 2013, 55, (C), 860-868 Downloads View citations (40)

2011

  1. A dynamic hedging approach for refineries in multiproduct oil markets
    Energy, 2011, 36, (2), 881-887 Downloads View citations (6)
 
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