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The effects of disaggregate oil shocks on the aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Risks : open access journal 11 (2023) 11, pp. 1-9

We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables...

Persistent link: https://www.econbiz.de/10014435601

An evaluation framework for oil import security based on the supply chain with a case study focused on China

Zhang, Hai-ying; Ji, Qiang; Fan, Ying - In: Energy economics 38 (2013), pp. 87-95

Persistent link: https://www.econbiz.de/10009763635

An examination of price discovery and volatility spillovers of crude oil in globally linked commodity markets

Sehgal, Sanjay; Berlia, Neha; Ahmad, Wasim - In: International journal of economics and finance 5 (2013) 5, pp. 15-34

Persistent link: https://www.econbiz.de/10009746946

What drives the formation of global oil trade patterns?

Zhang, Hai-Ying; Ji, Qiang; Fan, Ying - In: Energy economics 49 (2015), pp. 639-648

Persistent link: https://www.econbiz.de/10011537242

Extreme risk spillover between Chinese and global crude oil futures

Yang, Yuying; Ma, Yan-Ran; Hu, Min; Zhang, Dayong; Ji, Qiang - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819882

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

Forecasting oil and gold volatilities with sentiment indicators under structural breaks

Luo, Jiawen; Demirer, Rıza; Gupta, Rangan; Ji, Qiang - In: Energy economics 105 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013201953

Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19 : a TVP-VAR extended joint connectedness approach

Chatziantoniou, Ioannis; Floros, Christos; Gabauer, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 145-168). 2022

Persistent link: https://www.econbiz.de/10013283200

Dependency, centrality and dynamic networks for international commodity futures prices

Wu, Fei; Zhao, Wan-Li; Ji, Qiang; Zhang, Dayong - In: International review of economics & finance : IREF 67 (2020), pp. 118-132

Persistent link: https://www.econbiz.de/10012485715

Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports

Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425

Persistent link: https://www.econbiz.de/10012420931