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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:42/0  |  提交时间:2023/05/30 Futures markets MHAR-CSV model Co-volatility Time-varying volatility connectedness Asymmetric volatility spillover Commodity markets |
| 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:152/1  |  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:181/0  |  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:200/0  |  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:191/0  |  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:144/0  |  提交时间:2021/01/17 |
| Systemic risk in the Chinese financial system: a copula-based network approach 期刊论文 International Journal of Finance and Economics, 2020, 期号: 10.1002/ijfe.1892, 页码: 1-20 作者: Zhiwei Zhang; Dayong Zhang; Fei Wu; Qiang Ji Adobe PDF(3275Kb)  |  收藏  |  浏览/下载:161/0  |  提交时间:2021/01/17 |
| Copula-based local dependence between energy, agriculture and metal commodity markets 期刊论文 Energy, 2020, 期号: 202, 页码: 117762 作者: Claudiu T. Albulescu; Aviral K. Tiwari; Qiang Ji Adobe PDF(5659Kb)  |  收藏  |  浏览/下载:140/0  |  提交时间:2021/01/17 |
| Searching for safe-haven assets during the COVID-19 pandemic 期刊论文 International Review of Financial Analysis, 2020, 期号: 71, 页码: 101526 作者: Qiang Ji; Dayong Zhang; Yuqian Zhao Adobe PDF(8340Kb)  |  收藏  |  浏览/下载:133/0  |  提交时间:2021/01/17 |
| Financial stress dynamics in China: An interconnectedness perspective 期刊论文 International Review of Economics & Finance, 2020, 卷号: 68, 期号: 7, 页码: 217-238 作者: Yao, Xiaoyang; Le, Wei; Sun, Xiaolei; Li, Jianping Adobe PDF(2899Kb)  |  收藏  |  浏览/下载:141/0  |  提交时间:2021/01/17 |