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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony
收藏  |  浏览/下载:57/0  |  提交时间:2023/05/30
Futures markets  MHAR-CSV model  Co-volatility  Time-varying volatility connectedness  Asymmetric volatility spillover  Commodity markets  
Complex risk contagions among large international energy firms: A multi-layer network analysis 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 114
作者:  Wu, Fei;  Xiao, Xuanqi;  Zhou, Xinyu;  Zhang, Dayong;  Ji, Qiang;  Ji, Qiang
收藏  |  浏览/下载:62/0  |  提交时间:2023/05/30
Energy firms  Multi-layer network  Risk contagions  Time-varying  
Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach 期刊论文
ENERGY, 2022, 卷号: 259
作者:  Wang, Tiantian;  Qu, Wan;  Zhang, Dayong;  Ji, Qiang;  Wu, Fei
收藏  |  浏览/下载:52/0  |  提交时间:2023/05/30
Natural gas  China LNG import  Dynamic model averaging  Energy security  
Optimal selection of heterogeneous ensemble strategies of time series forecasting with multi-objective programming 期刊论文
Expert Systems with Applications, 2021, 卷号: 166, 页码: 114091
作者:  Jianping Li;  Jun Hao;  Qianqian Feng;  Xiaolei Sun;  Mingxi Liu
Adobe PDF(1654Kb)  |  收藏  |  浏览/下载:235/0  |  提交时间:2021/01/26
Multi-objective optimization  Ensemble forecasting  Machine learning  Evolutionary algorithm  Baltic Dry Index  
Multi scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
Applied Economics Letters, 2021, 卷号: 28, 期号: 7, 页码: 599-607
作者:  Chang Liu;  Jianping Li;  Xiaolei Sun;  Jianming Chen
Adobe PDF(1693Kb)  |  收藏  |  浏览/下载:153/1  |  提交时间:2022/03/01
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 期刊论文
Research in International Business and Finance, 2020, 期号: 52, 页码: 101114
作者:  Qiang Ji;  Walid Bahloul;  Jiang-bo Geng;  Rangan Gupta
Adobe PDF(7255Kb)  |  收藏  |  浏览/下载:189/0  |  提交时间:2021/01/17
Market reforms and determinants of import natural gas prices in China 期刊论文
Energy, 2020, 期号: 196, 页码: 117105
作者:  Tiantian Wang;  Dayong Zhang;  Qiang Ji;  Xunpeng Shi
Adobe PDF(728Kb)  |  收藏  |  浏览/下载:207/0  |  提交时间:2021/01/17
Dependency, centrality and dynamic networks for international commodity futures prices 期刊论文
International Review of Economics and Finance, 2020, 期号: 67, 页码: 118-132
作者:  Fei Wu;  Wan-Li Zhao;  Qiang Ji;  Dayong Zhang
Adobe PDF(2400Kb)  |  收藏  |  浏览/下载:210/0  |  提交时间:2021/01/17
Dynamic structural impacts of oil shocks on exchange rates: Lessons to learn 期刊论文
Journal of Economic Structures, 2020, 期号: 9, 页码: 20
作者:  Ji Q(姬强);  Syed Jawad Hussain Shahzad;  Elie Bouri;  Tahir Suleman
Adobe PDF(2663Kb)  |  收藏  |  浏览/下载:199/0  |  提交时间:2021/01/17
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS 期刊论文
International Review of Financial Analysis, 2020, 期号: 68, 页码: 101238
作者:  Qiang Ji;  Bing-Yue Liu;  Wan-Li Zhao;  Ying Fan
Adobe PDF(3218Kb)  |  收藏  |  浏览/下载:151/0  |  提交时间:2021/01/17