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 2021-03-18. 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 (5)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2016)

Journal Articles

2021

  1. Adjusted dividend-price ratios and stock return predictability: Evidence from China
    International Review of Financial Analysis, 2021, 73, (C) Downloads
  2. Systemic risk in international stock markets: Role of the oil market
    International Review of Economics & Finance, 2021, 71, (C), 592-619 Downloads
  3. The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China
    Finance Research Letters, 2021, 38, (C) Downloads View citations (1)
  4. Understanding cryptocurrency volatility: The role of oil market shocks
    International Review of Economics & Finance, 2021, 72, (C), 233-253 Downloads

2020

  1. Aggregate profit instability and time variations in momentum returns: Evidence from China
    Pacific-Basin Finance Journal, 2020, 60, (C) Downloads View citations (1)
  2. Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads View citations (8)
  3. Can the intermediary capital risk predict foreign exchange rates?
    Finance Research Letters, 2020, 37, (C) Downloads
  4. Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility
    International Review of Financial Analysis, 2020, 71, (C) Downloads View citations (2)
  5. Firms' profit instability and the cross-section of stock returns: Evidence from China
    Research in International Business and Finance, 2020, 53, (C) Downloads
  6. Firm’s quality increases and the cross-section of stock returns: Evidence from China
    International Review of Economics & Finance, 2020, 66, (C), 228-243 Downloads
  7. Intermediary asset pricing in commodity futures returns
    Journal of Futures Markets, 2020, 40, (11), 1711-1730 Downloads View citations (3)
  8. International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming
    Computational Economics, 2020, 55, (2), 383-405 Downloads
  9. Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach
    Applied Economics, 2020, 52, (11), 1163-1180 Downloads View citations (1)

2019

  1. Can investors attention on oil markets predict stock returns?
    The North American Journal of Economics and Finance, 2019, 48, (C), 786-800 Downloads View citations (2)
  2. Can skewness of the futures‐spot basis predict currency spot returns?
    Journal of Futures Markets, 2019, 39, (11), 1435-1449 Downloads View citations (3)
  3. Can skewness predict currency excess returns?
    The North American Journal of Economics and Finance, 2019, 48, (C), 628-641 Downloads View citations (2)
  4. Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads View citations (2)
  5. Chinese Stock Returns and the Role of News-Based Uncertainty
    Emerging Markets Finance and Trade, 2019, 55, (13), 2949-2969 Downloads View citations (2)
  6. Common idiosyncratic volatility and returns: From an investment horizon perspective
    International Journal of Finance & Economics, 2019, 24, (1), 370-390 Downloads
  7. Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships
    Energy, 2019, 172, (C), 769-776 Downloads View citations (8)
  8. Currency strategies based on momentum, carry trade and skewness
    Physica A: Statistical Mechanics and its Applications, 2019, 517, (C), 121-131 Downloads View citations (1)
  9. Dynamic link between oil prices and exchange rates: A non-linear approach
    Energy Economics, 2019, 84, (C) Downloads View citations (9)
  10. Forecasting the oil prices: What is the role of skewness risk?
    Physica A: Statistical Mechanics and its Applications, 2019, 534, (C) Downloads View citations (1)
  11. It's not that important: The negligible effect of oil market uncertainty
    International Review of Economics & Finance, 2019, 60, (C), 62-84 Downloads
  12. News implied volatility and long-term foreign exchange market volatility
    International Review of Financial Analysis, 2019, 61, (C), 126-142 Downloads
  13. Oil market uncertainty and international business cycle dynamics
    Energy Economics, 2019, 81, (C), 728-740 Downloads View citations (2)
  14. Our currency, your attention: Contagion spillovers of investor attention on currency returns
    Economic Modelling, 2019, 80, (C), 49-61 Downloads View citations (3)
  15. The effect of oil returns on the stock markets network
    Physica A: Statistical Mechanics and its Applications, 2019, 533, (C) Downloads
  16. The predictive performance of the currency futures basis for spot returns
    Quantitative Finance, 2019, 19, (3), 391-405 Downloads
  17. Uncertainty and currency performance: A quantile-on-quantile approach
    The North American Journal of Economics and Finance, 2019, 48, (C), 702-729 Downloads View citations (7)
  18. Understanding stock market volatility: What is the role of U.S. uncertainty?
    The North American Journal of Economics and Finance, 2019, 48, (C), 582-590 Downloads View citations (16)

2018

  1. Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach
    Physica A: Statistical Mechanics and its Applications, 2018, 508, (C), 434-453 Downloads View citations (6)
  2. Does NVIX matter for market volatility? Evidence from Asia-Pacific markets
    Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 506-516 Downloads View citations (2)
  3. Does investor attention matter? The attention-return relationships in FX markets
    Economic Modelling, 2018, 68, (C), 644-660 Downloads View citations (10)
  4. Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors
    Journal of Futures Markets, 2018, 38, (10), 1246-1261 Downloads View citations (6)
  5. Forecasting the CNY-CNH pricing differential: The role of investor attention
    Pacific-Basin Finance Journal, 2018, 49, (C), 232-247 Downloads View citations (2)
  6. Investor Attention and Stock Returns: International Evidence
    Emerging Markets Finance and Trade, 2018, 54, (14), 3168-3188 Downloads View citations (2)
  7. Investor attention and currency performance: international evidence
    Applied Economics, 2018, 50, (23), 2525-2551 Downloads View citations (2)
  8. 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 View citations (2)
  9. Oil and the short-term predictability of stock return volatility
    Journal of Empirical Finance, 2018, 47, (C), 90-104 Downloads View citations (31)
  10. Oil prices and news-based uncertainty: Novel evidence
    Energy Economics, 2018, 72, (C), 331-340 Downloads View citations (9)
  11. Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China?
    Pacific-Basin Finance Journal, 2018, 49, (C), 147-163 Downloads View citations (6)
  12. 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 View citations (1)

2017

  1. Can investor attention predict oil prices?
    Energy Economics, 2017, 66, (C), 547-558 Downloads View citations (36)
  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 (40)
  3. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries
    Energy Economics, 2017, 68, (C), 240-254 Downloads View citations (16)
  4. Predictability of structural co-movement in commodity prices: the role of technical indicators
    Quantitative Finance, 2017, 17, (5), 795-812 Downloads View citations (4)
  5. Systemic risk and dynamics of contagion: a duplex inter-bank network
    Quantitative Finance, 2017, 17, (9), 1435-1445 Downloads View citations (5)
  6. The effects of investor attention on commodity futures markets
    Journal of Futures Markets, 2017, 37, (10), 1031-1049 Downloads View citations (12)
  7. The role of news-based implied volatility among US financial markets
    Economics Letters, 2017, 157, (C), 24-27 Downloads View citations (16)

2016

  1. Does oil price respond to macroeconomic uncertainty? New evidence
    Empirical Economics, 2016, 51, (3), 921-938 Downloads View citations (14)
  2. Environmental Efficiency and Its Determinants for Manufacturing in China
    Sustainability, 2016, 9, (1), 1-18 Downloads View citations (2)
  3. Exogenous shocks and the spillover effects between uncertainty and oil price
    Energy Economics, 2016, 54, (C), 224-234 Downloads View citations (25)
  4. Macroeconomic impacts on commodity prices: China vs. the United States
    Quantitative Finance, 2016, 16, (3), 489-500 Downloads View citations (5)
  5. Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis
    Applied Economics, 2016, 48, (51), 4907-4921 Downloads View citations (9)
  6. Predicting the oil prices: Do technical indicators help?
    Energy Economics, 2016, 56, (C), 338-350 Downloads View citations (32)
  7. What drives long-term oil market volatility? Fundamentals versus speculation
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2016, 10, 1-26 Downloads View citations (5)
    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 (11)
  2. Do foreign institutional investors stabilize the capital market?
    Economics Letters, 2015, 136, (C), 73-75 Downloads View citations (3)
  3. Exogenous impacts on the links between energy and agricultural commodity markets
    Energy Economics, 2015, 49, (C), 350-358 Downloads View citations (16)
  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 (14)
  2. Spillovers of macroeconomic uncertainty among major economies
    Applied Economics Letters, 2014, 21, (13), 938-944 Downloads View citations (36)

2013

  1. Exogenous Shocks and Information Transmission in Global Copper Futures Markets
    Journal of Futures Markets, 2013, 33, (8), 724-751 View citations (6)
  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 View citations (1)
 
Page updated 2021-12-07