Details about Libo Yin
Access statistics for papers by Libo Yin.
Last updated 2018-07-14. Update your information in the RePEc Author Service.
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- Does investor attention matter? The attention-return relation in gold futures market
Economics Discussion Papers, Kiel Institute for the World Economy (IfW)
- What drives long-term oil market volatility? Fundamentals versus Speculation
Economics Discussion Papers, Kiel Institute for the World Economy (IfW) View citations (3)
See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2016)
- Does NVIX matter for market volatility? Evidence from Asia-Pacific markets
Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 506-516
- Does investor attention matter? The attention-return relationships in FX markets
Economic Modelling, 2018, 68, (C), 644-660 View citations (1)
- Forecasting the CNY-CNH pricing differential: The role of investor attention
Pacific-Basin Finance Journal, 2018, 49, (C), 232-247
- Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty
Applied Economics, 2018, 50, (4), 354-370
- Oil and the short-term predictability of stock return volatility
Journal of Empirical Finance, 2018, 47, (C), 90-104 View citations (1)
- Oil prices and news-based uncertainty: Novel evidence
Energy Economics, 2018, 72, (C), 331-340
- Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China?
Pacific-Basin Finance Journal, 2018, 49, (C), 147-163
- 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
- Can investor attention predict oil prices?
Energy Economics, 2017, 66, (C), 547-558 View citations (5)
- Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model
Journal of Empirical Finance, 2017, 43, (C), 130-142 View citations (6)
- Oil volatility risk and stock market volatility predictability: Evidence from G7 countries
Energy Economics, 2017, 68, (C), 240-254 View citations (1)
- Predictability of structural co-movement in commodity prices: the role of technical indicators
Quantitative Finance, 2017, 17, (5), 795-812
- Systemic risk and dynamics of contagion: a duplex inter-bank network
Quantitative Finance, 2017, 17, (9), 1435-1445
- The effects of investor attention on commodity futures markets
Journal of Futures Markets, 2017, 37, (10), 1031-1049 View citations (1)
- The role of news-based implied volatility among US financial markets
Economics Letters, 2017, 157, (C), 24-27 View citations (1)
- Does oil price respond to macroeconomic uncertainty? New evidence
Empirical Economics, 2016, 51, (3), 921-938 View citations (3)
- Environmental Efficiency and Its Determinants for Manufacturing in China
Sustainability, 2016, 9, (1), 1-18 View citations (1)
- Exogenous shocks and the spillover effects between uncertainty and oil price
Energy Economics, 2016, 54, (C), 224-234 View citations (8)
- Macroeconomic impacts on commodity prices: China vs. the United States
Quantitative Finance, 2016, 16, (3), 489-500 View citations (1)
- Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis
Applied Economics, 2016, 48, (51), 4907-4921 View citations (2)
- Predicting the oil prices: Do technical indicators help?
Energy Economics, 2016, 56, (C), 338-350 View citations (12)
- What drives long-term oil market volatility? Fundamentals versus speculation
Economics - The Open-Access, Open-Assessment E-Journal, 2016, 10, 1-26 View citations (3)
See also Working Paper (2016)
- Co-movements in commodity prices: Global, sectoral and commodity-specific factors
Economics Letters, 2015, 126, (C), 96-100 View citations (6)
- Do foreign institutional investors stabilize the capital market?
Economics Letters, 2015, 136, (C), 73-75 View citations (3)
- Exogenous impacts on the links between energy and agricultural commodity markets
Energy Economics, 2015, 49, (C), 350-358 View citations (4)
- Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance
Computational Economics, 2015, 45, (1), 151-181
- Macroeconomic uncertainty: does it matter for commodity prices?
Applied Economics Letters, 2014, 21, (10), 711-716 View citations (4)
- Spillovers of macroeconomic uncertainty among major economies
Applied Economics Letters, 2014, 21, (13), 938-944 View citations (13)
- Exogenous Shocks and Information Transmission in Global Copper Futures Markets
Journal of Futures Markets, 2013, 33, (8), 724-751 View citations (2)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
Annals of Operations Research, 2013, 206, (1), 557-576 View citations (1)
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