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~isPartOf:"Energy economics"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
~language:"eng"
~person:"Ji, Qiang"
~type_genre:"Article in journal"
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Welt
14
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Oil price
11
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11
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Ji, Qiang
Hammoudeh, Shawkat
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Lee, Chien-chiang
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Energy economics
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
Finance research letters
14
International review of financial analysis
9
Research in international business and finance
9
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ECONIS (ZBW)
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21
Information interdependence among energy, cryptocurrency and major commodity markets
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Krištoufek, …
- In:
Energy economics
81
(
2019
),
pp. 1042-1055
Persistent link: https://www.econbiz.de/10012173059
Saved in:
22
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
23
Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?
Ma, Yan-Ran
;
Zhang, Dayong
;
Ji, Qiang
;
Pan, Jiaofeng
- In:
Energy economics
81
(
2019
),
pp. 536-544
Persistent link: https://www.econbiz.de/10012172799
Saved in:
24
High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
Luo, Jiawen
;
Ji, Qiang
- In:
Energy economics
76
(
2018
),
pp. 424-438
Persistent link: https://www.econbiz.de/10011976696
Saved in:
25
Information spillovers and connectedness networks in the oil and gas markets
Ji, Qiang
;
Geng, Jiang-Bo
;
Tiwari, Aviral Kumar
- In:
Energy economics
75
(
2018
),
pp. 71-84
Persistent link: https://www.econbiz.de/10011973862
Saved in:
26
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
27
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
28
What drives natural gas prices in the United States? : a directed acyclic graph approach
Ji, Qiang
;
Zhang, Hai-Ying
;
Geng, Jiang-Bo
- In:
Energy economics
69
(
2018
),
pp. 79-88
Persistent link: https://www.econbiz.de/10011941162
Saved in:
29
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
30
The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective
Geng, Jiang-Bo
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
67
(
2017
),
pp. 98-110
Persistent link: https://www.econbiz.de/10011897880
Saved in:
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