Details about Qiang Ji

Access statistics for papers by Qiang Ji.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pji183

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 View citations (9)
2. Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
   Working Papers, University of Pretoria, Department of Economics
3. Forecasting Oil Price over 150 Years: The Role of Tail Risks
   Working Papers, University of Pretoria, Department of Economics View citations (10)
4. Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks
   Working Papers, University of Pretoria, Department of Economics View citations (1)
5. Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices
   Working Papers, University of Pretoria, Department of Economics
6. 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 (8)

2020

7. Copula-based local dependence among energy, agriculture and metal commodities markets
   Working Papers, HAL View citations (42)
   See also Journal Article Copula-based local dependence among energy, agriculture and metal commodities markets, Energy, Elsevier (2020) View citations (43) (2020)
8. Copula-based local dependence between energy, agriculture and metal commodity markets
   Papers, arXiv.org View citations (19)
9. 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 (8) (2021)
10. Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty
    Working Papers, University of Pretoria, Department of Economics
11. 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)
12. 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 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 (12) (2021)
13. 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 (38) (2021)
14. 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 (10) (2021)
15. 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 (28)
    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 (21) (2020)
16. 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 (4) (2021)

2019

17. Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach
    Research Africa Network Working Papers, Research Africa Network (RAN) View citations (2)
    Also in Working Papers of the African Governance and Development Institute., African Governance and Development Institute. (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 (8) (2020)
18. Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment
    Working Papers, University of Pretoria, Department of Economics
19. 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 (6) (2020)

2018

20. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
    Post-Print, HAL View citations (90)
    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 (93) (2018)
21. Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (5)
22. 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 (22)
    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 (22) (2018)
23. 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 (1) (2019)

2017

24. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach
    Working Papers, University of Pretoria, Department of Economics View citations (10)
    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 (117) (2018)
25. 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 (18) (2020)

Journal Articles

2021

1. 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 (25)
2. Climate variations, culture and economic behaviour of Chinese households
   Climatic Change, 2021, 167, (1), 1-18 View citations (3)
3. Do oil shocks affect Chinese bank risk?
   Energy Economics, 2021, 96, (C) View citations (11)
4. 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 (8)
   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)
5. 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 (2)
6. Extreme risk spillover between chinese and global crude oil futures
   Finance Research Letters, 2021, 40, (C) View citations (22)
7. Financialization, idiosyncratic information and commodity co-movements
   Energy Economics, 2021, 94, (C) View citations (35)
8. 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 (12)
   See also Working Paper House Price Synchronization across the US States: The Role of Structural Oil Shocks, Working Papers (2020) View citations (1) (2020)
9. 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 (38)
   See also Working Paper Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities, Working Papers (2020) View citations (4) (2020)
10. Modeling return and volatility spillover networks of global new energy companies
    Renewable and Sustainable Energy Reviews, 2021, 135, (C) View citations (30)
11. Monetary policy and speculative spillovers in financial markets
    Research in International Business and Finance, 2021, 56, (C) View citations (10)
    See also Working Paper Monetary Policy and Speculative Spillovers in Financial Markets, Working Papers (2020) (2020)
12. 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)
13. Network connectedness between natural gas markets, uncertainty and stock markets
    Energy Economics, 2021, 95, (C) View citations (33)
14. Realised volatility connectedness among Bitcoin exchange markets
    Finance Research Letters, 2021, 38, (C) View citations (14)
15. Regional differences and driving factors analysis of carbon emission intensity from transport sector in China
    Energy, 2021, 224, (C) View citations (61)
16. Regional housing price dependency in the UK: A dynamic network approach
    Urban Studies, 2021, 58, (5), 1014-1031 View citations (4)
17. Systemic risk and financial contagion across top global energy companies
    Energy Economics, 2021, 97, (C) View citations (28)
18. Systemic risk in the Chinese financial system: A copula‐based network approach
    International Journal of Finance & Economics, 2021, 26, (2), 2044-2063 View citations (9)
19. 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 (16)
20. Time-varying impact of pandemics on global output growth
    Finance Research Letters, 2021, 41, (C) View citations (4)
    See also Working Paper Time-Varying Impact of Pandemics on Global Output Growth, Working Papers (2020) View citations (4) (2020)

2020

21. Assessment and optimization of provincial CO2 emission reduction scheme in China: An improved ZSG-DEA approach
    Energy Economics, 2020, 91, (C) View citations (26)
22. Copula-based local dependence among energy, agriculture and metal commodities markets
    Energy, 2020, 202, (C) View citations (43)
    See also Working Paper Copula-based local dependence among energy, agriculture and metal commodities markets, Working Papers (2020) View citations (42) (2020)
23. Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach
    Applied Economics, 2020, 52, (28), 3055-3072 View citations (8)
    See also Working Paper Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach, Research Africa Network Working Papers (2019) View citations (2) (2019)
24. Dependency, centrality and dynamic networks for international commodity futures prices
    International Review of Economics & Finance, 2020, 67, (C), 118-132 View citations (50)
25. Does better access to credit help reduce energy intensity in China? Evidence from manufacturing firms
    Energy Policy, 2020, 145, (C) View citations (27)
26. Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
    Journal of Economic Structures, 2020, 9, (1), 1-19 View citations (26)
27. Financial Integration in Asia: A Systemic View on Currency Markets*
    Asian Economic Papers, 2020, 19, (2), 41-58 View citations (1)
28. Financial markets under the global pandemic of COVID-19
    Finance Research Letters, 2020, 36, (C) View citations (706)
29. Macro factors and the realized volatility of commodities: A dynamic network analysis
    Resources Policy, 2020, 68, (C) View citations (53)
30. Market reforms and determinants of import natural gas prices in China
    Energy, 2020, 196, (C) View citations (20)
31. 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 (61)
32. 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 (12)
33. 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 (16)
34. On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
    Energy Economics, 2020, 89, (C) View citations (32)
35. Regional renewable energy development in China: A multidimensional assessment
    Renewable and Sustainable Energy Reviews, 2020, 124, (C) View citations (48)
36. 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 (18)
    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)
37. Searching for safe-haven assets during the COVID-19 pandemic
    International Review of Financial Analysis, 2020, 71, (C) View citations (289)
38. 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 (6)
    See also Working Paper Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains, Working Papers (2019) (2019)
39. 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 (11)
40. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries
    Energy Economics, 2020, 91, (C) View citations (24)
41. 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 (21)
    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 (28) (2020)
42. The time-frequency impacts of natural gas prices on US economic activity
    Energy, 2020, 205, (C) View citations (8)
43. Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective
    Research in International Business and Finance, 2020, 52, (C) View citations (17)
44. Uncovering the global network of economic policy uncertainty
    Research in International Business and Finance, 2020, 53, (C) View citations (15)

2019

45. 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 (19)
46. China’s crude oil futures: Introduction and some stylized facts
    Finance Research Letters, 2019, 28, (C), 376-380 View citations (46)
47. 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 (19)
48. Does gender inequality affect household green consumption behaviour in China?
    Energy Policy, 2019, 135, (C) View citations (37)
49. Dynamic connectedness and integration in cryptocurrency markets
    International Review of Financial Analysis, 2019, 63, (C), 257-272 View citations (242)
50. Dynamic transmission mechanisms in global crude oil prices: Estimation and implications
    Energy, 2019, 175, (C), 1181-1193 View citations (53)
51. Economic policy uncertainty in the US and China and their impact on the global markets
    Economic Modelling, 2019, 79, (C), 47-56 View citations (103)
52. Global renewable energy development: Influencing factors, trend predictions and countermeasures
    Resources Policy, 2019, 63, (C), - View citations (76)
53. 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 (203)
54. Impacts of China-US trade conflicts on the energy sector
    China Economic Review, 2019, 58, (C) View citations (17)
55. Information interdependence among energy, cryptocurrency and major commodity markets
    Energy Economics, 2019, 81, (C), 1042-1055 View citations (121)
56. 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 (59)
57. Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets
    Sustainability, 2019, 11, (19), 1-23 View citations (3)
58. New Challenge and Research Development in Global Energy Financialization
    Emerging Markets Finance and Trade, 2019, 55, (12), 2669-2672 View citations (11)
59. Oil financialization and volatility forecast: Evidence from multidimensional predictors
    Journal of Forecasting, 2019, 38, (6), 564-581 View citations (80)
60. 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 (80)
61. 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 (1)
    See also Working Paper Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States, Working Papers (2018) (2018)
62. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?
    Energy Economics, 2019, 81, (C), 536-544 View citations (85)
63. The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets
    Energy Economics, 2019, 84, (C) View citations (115)
64. The impact of OPEC on East Asian oil import security: A multidimensional analysis
    Energy Policy, 2019, 126, (C), 99-107 View citations (41)

2018

65. China's Natural Gas Demand Projections and Supply Capacity Analysis in 2030
    The Energy Journal, 2018, Volume 39, (Number 6) View citations (5)
66. 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 (93)
    See also Working Paper Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities, Post-Print (2018) View citations (90) (2018)
67. Further evidence on the debate of oil-gas price decoupling: A long memory approach
    Energy Policy, 2018, 113, (C), 68-75 View citations (64)
68. 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 (110)
69. 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 (22)
    See also Working Paper Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis, Working Papers (2018) View citations (22) (2018)
70. Information spillovers and connectedness networks in the oil and gas markets
    Energy Economics, 2018, 75, (C), 71-84 View citations (78)
71. 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 (117)
    See also Working Paper Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach, Working Papers (2017) View citations (10) (2017)
72. Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
    Energy Economics, 2018, 75, (C), 14-27 View citations (147)
73. The price and income elasticity of China's natural gas demand: A multi-sectoral perspective
    Energy Policy, 2018, 113, (C), 332-341 View citations (35)
74. 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 (92)
75. What drives natural gas prices in the United States? – A directed acyclic graph approach
    Energy Economics, 2018, 69, (C), 79-88 View citations (38)
76. 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 (18)

2017

77. A new time-varying optimal copula model identifying the dependence across markets
    Quantitative Finance, 2017, 17, (3), 437-453 View citations (44)
78. 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 (53)
79. Forecasting China’s natural gas demand based on optimised nonlinear grey models
    Energy, 2017, 140, (P1), 941-951 View citations (41)
80. 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 (37)

2016

81. Evolution of the world crude oil market integration: A graph theory analysis
    Energy Economics, 2016, 53, (C), 90-100 View citations (61)
82. How do China's oil markets affect other commodity markets both domestically and internationally?
    Finance Research Letters, 2016, 19, (C), 247-254 View citations (27)
83. Modelling the joint dynamics of oil prices and investor fear gauge
    Research in International Business and Finance, 2016, 37, (C), 242-251 View citations (33)
84. Prospects of Pakistan–China Energy and Economic Corridor
    Renewable and Sustainable Energy Reviews, 2016, 59, (C), 253-263 View citations (16)
85. Technological innovation and renewable energy development: evidence based on patent counts
    International Journal of Global Environmental Issues, 2016, 15, (3), 217-234 View citations (21)
86. The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective
    Energy, 2016, 101, (C), 266-277 View citations (27)
87. 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 (48)

2015

88. 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 (15)
89. 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 (19)
90. Oil price volatility and oil-related events: An Internet concern study perspective
    Applied Energy, 2015, 137, (C), 256-264 View citations (93)
91. The diagnosis of an electricity crisis and alternative energy development in Pakistan
    Renewable and Sustainable Energy Reviews, 2015, 52, (C), 1172-1185 View citations (31)
92. What drives the formation of global oil trade patterns?
    Energy Economics, 2015, 49, (C), 639-648 View citations (26)

2014

93. A dynamic analysis on global natural gas trade network
    Applied Energy, 2014, 132, (C), 23-33 View citations (82)
94. Competition, transmission and pattern evolution: A network analysis of global oil trade
    Energy Policy, 2014, 73, (C), 312-322 View citations (64)
95. Multi-perspective analysis of China's energy supply security
    Energy, 2014, 64, (C), 541-550 View citations (23)
96. Separated influence of crude oil prices on regional natural gas import prices
    Energy Policy, 2014, 70, (C), 96-105 View citations (39)

2013

97. 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 (56)
98. How does market concern derived from the Internet affect oil prices?
    Applied Energy, 2013, 112, (C), 1536-1543 View citations (50)
99. How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index
    Energy, 2013, 55, (C), 860-868 View citations (115)

2011

100. A dynamic hedging approach for refineries in multiproduct oil markets
     Energy, 2011, 36, (2), 881-887 View citations (14)