EconPapers    
Economics at your fingertips  
 

Details about Libo Yin

E-mail:
Homepage:http://ylbcufe.weebly.com/
Workplace:Central University of Finance and Economics (CUFE), (more information at EDIRC)

Access statistics for papers by Libo Yin.

Last updated 2018-07-14. Update your information in the RePEc Author Service.

Short-id: pyi113


Jump to Journal Articles

Working Papers

2017

  1. Does investor attention matter? The attention-return relation in gold futures market
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads

2016

  1. What drives long-term oil market volatility? Fundamentals versus Speculation
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (3)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2016)

Journal Articles

2018

  1. Does NVIX matter for market volatility? Evidence from Asia-Pacific markets
    Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 506-516 Downloads
  2. Does investor attention matter? The attention-return relationships in FX markets
    Economic Modelling, 2018, 68, (C), 644-660 Downloads
  3. Forecasting the CNY-CNH pricing differential: The role of investor attention
    Pacific-Basin Finance Journal, 2018, 49, (C), 232-247 Downloads
  4. Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty
    Applied Economics, 2018, 50, (4), 354-370 Downloads
  5. Oil and the short-term predictability of stock return volatility
    Journal of Empirical Finance, 2018, 47, (C), 90-104 Downloads View citations (1)
  6. Oil prices and news-based uncertainty: Novel evidence
    Energy Economics, 2018, 72, (C), 331-340 Downloads
  7. Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China?
    Pacific-Basin Finance Journal, 2018, 49, (C), 147-163 Downloads
  8. The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China
    Physica A: Statistical Mechanics and its Applications, 2018, 497, (C), 218-235 Downloads

2017

  1. Can investor attention predict oil prices?
    Energy Economics, 2017, 66, (C), 547-558 Downloads View citations (1)
  2. Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model
    Journal of Empirical Finance, 2017, 43, (C), 130-142 Downloads View citations (4)
  3. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries
    Energy Economics, 2017, 68, (C), 240-254 Downloads View citations (1)
  4. Predictability of structural co-movement in commodity prices: the role of technical indicators
    Quantitative Finance, 2017, 17, (5), 795-812 Downloads
  5. Systemic risk and dynamics of contagion: a duplex inter-bank network
    Quantitative Finance, 2017, 17, (9), 1435-1445 Downloads
  6. The effects of investor attention on commodity futures markets
    Journal of Futures Markets, 2017, 37, (10), 1031-1049 Downloads View citations (1)
  7. The role of news-based implied volatility among US financial markets
    Economics Letters, 2017, 157, (C), 24-27 Downloads View citations (1)

2016

  1. Does oil price respond to macroeconomic uncertainty? New evidence
    Empirical Economics, 2016, 51, (3), 921-938 Downloads View citations (3)
  2. Environmental Efficiency and Its Determinants for Manufacturing in China
    Sustainability, 2016, 9, (1), 1-18 Downloads
  3. Exogenous shocks and the spillover effects between uncertainty and oil price
    Energy Economics, 2016, 54, (C), 224-234 Downloads View citations (7)
  4. Macroeconomic impacts on commodity prices: China vs. the United States
    Quantitative Finance, 2016, 16, (3), 489-500 Downloads
  5. Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis
    Applied Economics, 2016, 48, (51), 4907-4921 Downloads View citations (2)
  6. Predicting the oil prices: Do technical indicators help?
    Energy Economics, 2016, 56, (C), 338-350 Downloads View citations (7)
  7. What drives long-term oil market volatility? Fundamentals versus speculation
    Economics - The Open-Access, Open-Assessment E-Journal, 2016, 10, 1-26 Downloads View citations (3)
    See also Working Paper (2016)

2015

  1. Co-movements in commodity prices: Global, sectoral and commodity-specific factors
    Economics Letters, 2015, 126, (C), 96-100 Downloads View citations (6)
  2. Do foreign institutional investors stabilize the capital market?
    Economics Letters, 2015, 136, (C), 73-75 Downloads View citations (2)
  3. Exogenous impacts on the links between energy and agricultural commodity markets
    Energy Economics, 2015, 49, (C), 350-358 Downloads View citations (4)
  4. Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance
    Computational Economics, 2015, 45, (1), 151-181 Downloads

2014

  1. Macroeconomic uncertainty: does it matter for commodity prices?
    Applied Economics Letters, 2014, 21, (10), 711-716 Downloads View citations (3)
  2. Spillovers of macroeconomic uncertainty among major economies
    Applied Economics Letters, 2014, 21, (13), 938-944 Downloads View citations (10)

2013

  1. Exogenous Shocks and Information Transmission in Global Copper Futures Markets
    Journal of Futures Markets, 2013, 33, (8), 724-751 View citations (2)
  2. Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
    Annals of Operations Research, 2013, 206, (1), 557-576 Downloads
 
Page updated 2018-10-13