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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

Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models

Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397

Persistent link: https://www.econbiz.de/10012421744

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

Dynamic structural impacts of oil shocks on exchange rates : lessons to learn

Ji, Qiang; Shahzad, Syed Jawad Hussain; Bouri, Elie; … - In: Journal of economic structures : JES; the official … 9 (2020) 20, pp. 1-19

This study explores the dynamic effects of different oil shocks on real exchange rates in net oil importers and exporters. Specifically, the connectedness measures are combined with the structural vector autoregressive model. The findings show that oil supply shocks have a larger depreciating...

Persistent link: https://www.econbiz.de/10012256210

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

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

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

Ji, Qiang; Bouri, Elie; Roubaud, David - In: International review of financial analysis 57 (2018), pp. 1-12

Persistent link: https://www.econbiz.de/10012006300

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

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

Network causality structures among Bitcoin and other financial assets : A directed acyclic graph approach

Ji, Qiang; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 203-213

Persistent link: https://www.econbiz.de/10012035043