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Shocks and stocks : a bottom-up assessment of the relationship between oil prices, gasoline prices and the returns of Chinese firms
Broadstock, David C.; Fan, Ying; Ji, Qiang; Zhang, Dayong - In: The energy journal 37 (2016), pp. 55-86
Persistent link: https://www.econbiz.de/10011458879
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Effects of structural oil shocks on output, exchange rate, and inflation in the BRICS countries : a structural Vector autoregression approach
Ji, Qiang; Liu, Ming-Lei; Fan, Ying - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1129-1140
Persistent link: https://www.econbiz.de/10011561236
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High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue; Fan, Ying; Ji, Qiang; Hussain, Nazim - In: Energy economics 105 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
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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
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Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang; Liu, Bing-Yue; Zhao, Wan-Li; Fan, Ying - In: International review of financial analysis 68 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
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Modelling the joint dynamics of oil prices and investor fear gauge
Ji, Qiang; Fan, Ying - In: Research in international business and finance 37 (2016), pp. 242-251
Persistent link: https://www.econbiz.de/10011595199
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China's natural gas demand projections and supply capacity analysis in 2030
Ji, Qiang; Fan, Ying; Troilo, Mike; Ripple, Ronald D.; … - In: The energy journal 39 (2018) 6, pp. 53-70
Persistent link: https://www.econbiz.de/10011973004
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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
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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
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How do China's oil markets affect other commodity markets both domestically and internationally?
Ji, Qiang; Fan, Ying - In: Finance research letters 19 (2016), pp. 247-254
Persistent link: https://www.econbiz.de/10011657704