Similar Search Results

Hedging crude oil using refined product : a regime switching asymmetric DCC approach

Pan, Zhiyuan; Wang, Yudong; Li, Yang - In: Energy economics 46 (2014), pp. 472-484

Persistent link: https://www.econbiz.de/10011298957

Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets

Lien, Da-hsiang Donald; Li, Yang; Zhou, Chunyang; Lee, Geul - In: The North American journal of economics and finance : a … 28 (2014), pp. 265-272

Persistent link: https://www.econbiz.de/10010461942

Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets

Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422

Persistent link: https://www.econbiz.de/10002229060

Contract settlement specification and price discovery : empirical evidence in Australia individual share futures market

Lien, Da-hsiang Donald; Li, Yang - In: International review of economics & finance : IREF 12 (2003) 4, pp. 495-512

Persistent link: https://www.econbiz.de/10001891955

Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model

Pan, Zhiyuan; Wang, Qing; Wang, Yudong; Li, Yang - In: Energy economics 72 (2018), pp. 177-187

Persistent link: https://www.econbiz.de/10011972301

Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis

Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201

Persistent link: https://www.econbiz.de/10012036617

Predictability of crude oil prices : an investor perspective

Liu, Li; Wang, Yudong; Yang, Li - In: Energy economics 75 (2018), pp. 193-205

Persistent link: https://www.econbiz.de/10011974002

Does financial knowledge at older ages matter? : placing income and hardship in context

Li, Yang; Mutchler, Jan E.; Miller, Edward Alan; … - In: Journal of poverty : innovations on social, political & … 26 (2022) 3, pp. 181-196

Persistent link: https://www.econbiz.de/10013352923

Distributionally robust optimization based on kernel density estimation and mean-entropic value-at-risk

Liu, Wei; Li, Yang; Yu, Bo - In: INFORMS journal on optimization 5 (2023) 1, pp. 68-91

Persistent link: https://www.econbiz.de/10014292039

Oil Price Shocks and Stock Market Returns : Evidence from Oil-Importing and Oil-Exporting Countries

Yang, Li - 2012

While the relationship between oil prices and stock markets is of great interest to economists, previous studies do not differentiate oil-exporting countries from oil-importing countries when they investigate the effects of oil price shocks on stock market returns. In this paper, we address this...

Persistent link: https://www.econbiz.de/10013096494