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Details about Qiang Ji

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Homepage:https://www.researchgate.net/profile/Qiang_Ji2
Workplace:Institutes of Science and Development, Chinese Academy of Sciences, (more information at EDIRC)

Access statistics for papers by Qiang Ji.

Last updated 2021-05-14. Update your information in the RePEc Author Service.

Short-id: pji183


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Working Papers

2021

  1. Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
  2. Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
    Working Papers, University of Pretoria, Department of Economics Downloads
  3. Forecasting Oil Price over 150 Years: The Role of Tail Risks
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (2)
  4. Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks
    Working Papers, University of Pretoria, Department of Economics Downloads
  5. 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 Downloads

2020

  1. Copula-based local dependence among energy, agriculture and metal commodities markets
    Working Papers, HAL Downloads View citations (6)
    See also Journal Article in Energy (2020)
  2. Copula-based local dependence between energy, agriculture and metal commodity markets
    Papers, arXiv.org Downloads View citations (3)
  3. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Journal of Finance & Economics (2021)
  4. Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty
    Working Papers, University of Pretoria, Department of Economics
  5. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
    Working Papers, University of Pretoria, Department of Economics
  6. House Price Synchronization across the US States: The Role of Structural Oil Shocks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in The North American Journal of Economics and Finance (2021)
  7. Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in International Review of Economics & Finance (2021)
  8. Monetary Policy and Speculative Spillovers in Financial Markets
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Research in International Business and Finance (2021)
  9. 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
    See also Journal Article in Research in International Business and Finance (2020)
  10. Time-Varying Impact of Pandemics on Global Output Growth
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2019

  1. 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. Downloads View citations (2)
    Also in Working Papers, European Xtramile Centre of African Studies (EXCAS) (2019) Downloads View citations (2)
    Research Africa Network Working Papers, Research Africa Network (RAN) (2019) Downloads View citations (2)

    See also Journal Article in Applied Economics (2020)
  2. Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment
    Working Papers, University of Pretoria, Department of Economics
  3. 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 in International Review of Economics & Finance (2020)

2018

  1. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    Post-Print, HAL View citations (43)
    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 View citations (1)
  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 (9)
    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
    See also Journal Article in The Journal of Economic Asymmetries (2019)

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 (7)
    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)
    See also Journal Article in The North American Journal of Economics and Finance (2020)

Journal Articles

2021

  1. Do oil shocks affect Chinese bank risk?
    Energy Economics, 2021, 96, (C) Downloads
  2. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
    International Journal of Finance & Economics, 2021, 26, (2), 2612-2636 Downloads
    See also Working Paper (2020)
  3. 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 Downloads
  4. Financialization, idiosyncratic information and commodity co-movements
    Energy Economics, 2021, 94, (C) Downloads
  5. Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints
    Energy Policy, 2021, 149, (C) Downloads View citations (1)
  6. House price synchronization across the US states: The role of structural oil shocks
    The North American Journal of Economics and Finance, 2021, 56, (C) Downloads
    See also Working Paper (2020)
  7. Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
    International Review of Economics & Finance, 2021, 71, (C), 289-298 Downloads View citations (1)
    See also Working Paper (2020)
  8. Modeling return and volatility spillover networks of global new energy companies
    Renewable and Sustainable Energy Reviews, 2021, 135, (C) Downloads
  9. Monetary policy and speculative spillovers in financial markets
    Research in International Business and Finance, 2021, 56, (C) Downloads
    See also Working Paper (2020)
  10. Network connectedness between natural gas markets, uncertainty and stock markets
    Energy Economics, 2021, 95, (C) Downloads
  11. Realised volatility connectedness among Bitcoin exchange markets
    Finance Research Letters, 2021, 38, (C) Downloads
  12. Regional differences and driving factors analysis of carbon emission intensity from transport sector in China
    Energy, 2021, 224, (C) Downloads
  13. Regional housing price dependency in the UK: A dynamic network approach
    Urban Studies, 2021, 58, (5), 1014-1031 Downloads
  14. Systemic risk in the Chinese financial system: A copula‐based network approach
    International Journal of Finance & Economics, 2021, 26, (2), 2044-2063 Downloads
  15. 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) Downloads

2020

  1. Assessment and optimization of provincial CO2 emission reduction scheme in China: An improved ZSG-DEA approach
    Energy Economics, 2020, 91, (C) Downloads View citations (2)
  2. Copula-based local dependence among energy, agriculture and metal commodities markets
    Energy, 2020, 202, (C) Downloads View citations (6)
    See also Working Paper (2020)
  3. Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach
    Applied Economics, 2020, 52, (28), 3055-3072 Downloads
    See also Working Paper (2019)
  4. Dependency, centrality and dynamic networks for international commodity futures prices
    International Review of Economics & Finance, 2020, 67, (C), 118-132 Downloads View citations (15)
  5. Does better access to credit help reduce energy intensity in China? Evidence from manufacturing firms
    Energy Policy, 2020, 145, (C) Downloads View citations (3)
  6. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
    Journal of Economic Structures, 2020, 9, (1), 1-19 Downloads View citations (2)
  7. Financial Integration in Asia: A Systemic View on Currency Markets*
    Asian Economic Papers, 2020, 19, (2), 41-58 Downloads
  8. Financial markets under the global pandemic of COVID-19
    Finance Research Letters, 2020, 36, (C) Downloads View citations (106)
  9. Macro factors and the realized volatility of commodities: A dynamic network analysis
    Resources Policy, 2020, 68, (C) Downloads View citations (9)
  10. Market reforms and determinants of import natural gas prices in China
    Energy, 2020, 196, (C) Downloads View citations (5)
  11. 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) Downloads View citations (7)
  12. 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) Downloads
  13. Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
    International Review of Financial Analysis, 2020, 70, (C) Downloads View citations (1)
  14. On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
    Energy Economics, 2020, 89, (C) Downloads View citations (5)
  15. Regional renewable energy development in China: A multidimensional assessment
    Renewable and Sustainable Energy Reviews, 2020, 124, (C) Downloads View citations (12)
  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
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads View citations (3)
    See also Working Paper (2017)
  17. Searching for safe-haven assets during the COVID-19 pandemic
    International Review of Financial Analysis, 2020, 71, (C) Downloads View citations (31)
  18. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
    International Review of Economics & Finance, 2020, 68, (C), 105-130 Downloads
    See also Working Paper (2019)
  19. Technological catching up and innovation policies in China: What is behind this largely successful story?
    Technological Forecasting and Social Change, 2020, 153, (C) Downloads View citations (4)
  20. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries
    Energy Economics, 2020, 91, (C) Downloads View citations (1)
  21. 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) Downloads
    See also Working Paper (2020)
  22. The time-frequency impacts of natural gas prices on US economic activity
    Energy, 2020, 205, (C) Downloads
  23. Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective
    Research in International Business and Finance, 2020, 52, (C) Downloads View citations (10)
  24. Uncovering the global network of economic policy uncertainty
    Research in International Business and Finance, 2020, 53, (C) Downloads View citations (3)

2019

  1. Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
    Finance Research Letters, 2019, 31, (C) Downloads View citations (4)
  2. China’s crude oil futures: Introduction and some stylized facts
    Finance Research Letters, 2019, 28, (C), 376-380 Downloads View citations (16)
  3. 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 Downloads View citations (6)
  4. Does gender inequality affect household green consumption behaviour in China?
    Energy Policy, 2019, 135, (C) Downloads View citations (12)
  5. Dynamic connectedness and integration in cryptocurrency markets
    International Review of Financial Analysis, 2019, 63, (C), 257-272 Downloads View citations (46)
  6. Dynamic transmission mechanisms in global crude oil prices: Estimation and implications
    Energy, 2019, 175, (C), 1181-1193 Downloads View citations (16)
  7. Economic policy uncertainty in the US and China and their impact on the global markets
    Economic Modelling, 2019, 79, (C), 47-56 Downloads View citations (22)
  8. Global renewable energy development: Influencing factors, trend predictions and countermeasures
    Resources Policy, 2019, 63, (C), - Downloads View citations (22)
  9. 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 (67)
  10. Impacts of China-US trade conflicts on the energy sector
    China Economic Review, 2019, 58, (C) Downloads View citations (1)
  11. Information interdependence among energy, cryptocurrency and major commodity markets
    Energy Economics, 2019, 81, (C), 1042-1055 Downloads View citations (38)
  12. 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 Downloads View citations (24)
  13. Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets
    Sustainability, 2019, 11, (19), 1-23 Downloads
  14. New Challenge and Research Development in Global Energy Financialization
    Emerging Markets Finance and Trade, 2019, 55, (12), 2669-2672 Downloads View citations (5)
  15. Oil financialization and volatility forecast: Evidence from multidimensional predictors
    Journal of Forecasting, 2019, 38, (6), 564-581 Downloads View citations (37)
  16. 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 (29)
  17. Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states
    The Journal of Economic Asymmetries, 2019, 19, (C), - Downloads
    See also Working Paper (2018)
  18. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
    Energy Economics, 2019, 81, (C), 536-544 Downloads View citations (37)
  19. The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets
    Energy Economics, 2019, 84, (C) Downloads View citations (21)
  20. The impact of OPEC on East Asian oil import security: A multidimensional analysis
    Energy Policy, 2019, 126, (C), 99-107 Downloads View citations (20)

2018

  1. China's Natural Gas Demand Projections and Supply Capacity Analysis in 2030
    The Energy Journal, 2018, Volume 39, (Number 6) Downloads
  2. 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 (43)
    See also Working Paper (2018)
  3. Further evidence on the debate of oil-gas price decoupling: A long memory approach
    Energy Policy, 2018, 113, (C), 68-75 Downloads View citations (26)
  4. 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 (34)
  5. 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 (10)
    See also Working Paper (2018)
  6. Information spillovers and connectedness networks in the oil and gas markets
    Energy Economics, 2018, 75, (C), 71-84 Downloads View citations (34)
  7. 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 (52)
    See also Working Paper (2017)
  8. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
    Energy Economics, 2018, 75, (C), 14-27 Downloads View citations (55)
  9. 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 (14)
  10. 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 (28)
  11. What drives natural gas prices in the United States? – A directed acyclic graph approach
    Energy Economics, 2018, 69, (C), 79-88 Downloads View citations (18)
  12. 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 (6)

2017

  1. A new time-varying optimal copula model identifying the dependence across markets
    Quantitative Finance, 2017, 17, (3), 437-453 Downloads View citations (19)
  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 (28)
  3. Forecasting China’s natural gas demand based on optimised nonlinear grey models
    Energy, 2017, 140, (P1), 941-951 Downloads View citations (23)
  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 (17)

2016

  1. Evolution of the world crude oil market integration: A graph theory analysis
    Energy Economics, 2016, 53, (C), 90-100 Downloads View citations (30)
  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 (20)
  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 (18)
  4. Prospects of Pakistan–China Energy and Economic Corridor
    Renewable and Sustainable Energy Reviews, 2016, 59, (C), 253-263 Downloads View citations (12)
  5. Technological innovation and renewable energy development: evidence based on patent counts
    International Journal of Global Environmental Issues, 2016, 15, (3), 217-234 Downloads View citations (5)
  6. The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective
    Energy, 2016, 101, (C), 266-277 Downloads View citations (20)
  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 (25)

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 View citations (6)
  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 (11)
  3. Oil price volatility and oil-related events: An Internet concern study perspective
    Applied Energy, 2015, 137, (C), 256-264 Downloads View citations (57)
  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 (16)
  5. What drives the formation of global oil trade patterns?
    Energy Economics, 2015, 49, (C), 639-648 Downloads View citations (15)

2014

  1. A dynamic analysis on global natural gas trade network
    Applied Energy, 2014, 132, (C), 23-33 Downloads View citations (44)
  2. Competition, transmission and pattern evolution: A network analysis of global oil trade
    Energy Policy, 2014, 73, (C), 312-322 Downloads View citations (40)
  3. Multi-perspective analysis of China's energy supply security
    Energy, 2014, 64, (C), 541-550 Downloads View citations (17)
  4. Separated influence of crude oil prices on regional natural gas import prices
    Energy Policy, 2014, 70, (C), 96-105 Downloads View citations (28)

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 (41)
  2. How does market concern derived from the Internet affect oil prices?
    Applied Energy, 2013, 112, (C), 1536-1543 Downloads View citations (31)
  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 (63)

2011

  1. A dynamic hedging approach for refineries in multiproduct oil markets
    Energy, 2011, 36, (2), 881-887 Downloads View citations (9)
 
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