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CORC

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Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：15/0  |  提交时间：2022/04/02
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:  Luo, Jiawen;  Marfatia, Hardik A.;  Ji, Qiang;  Klein, Tony
收藏  |  浏览/下载：0/0  |  提交时间：2023/05/30
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
作者:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
收藏  |  浏览/下载：13/0  |  提交时间：2022/04/02
Multi-Scale Information Transmission between Commodity Markets: An EMD Based Transfer Entropy Network 期刊论文
Research in International Business and Finance, 2021, 卷号: 55, 期号: 1, 页码: 101318
作者:  Sun XL(孙晓蕾)
收藏  |  浏览/下载：2/0  |  提交时间：2022/03/01
Macro factors and the realized volatility of commodities: A dynamic network analysis 期刊论文
RESOURCES POLICY, 2020, 卷号: 68
作者:  Hu, Min;  Zhang, Dayong;  Ji, Qiang;  Wei, Lijian
收藏  |  浏览/下载：9/0  |  提交时间：2021/01/16
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
作者:  Sun, Xiaolei;  Wang, Jun;  Yao, Yanzhen;  Li, Jingyu;  Li, Jianping
收藏  |  浏览/下载：19/0  |  提交时间：2021/01/16
Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
作者:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
收藏  |  浏览/下载：19/0  |  提交时间：2021/01/16
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 期刊论文
Research in International Business and Finance, 2020, 期号: 52, 页码: 101114
作者:  Qiang Ji;  Walid Bahloul;  Jiang-bo Geng;  Rangan Gupta
收藏  |  浏览/下载：31/0  |  提交时间：2021/01/17
Copula-based local dependence between energy, agriculture and metal commodity markets 期刊论文
Energy, 2020, 期号: 202, 页码: 117762
作者:  Claudiu T. Albulescu;  Aviral K. Tiwari;  Qiang Ji
收藏  |  浏览/下载：13/0  |  提交时间：2021/01/17
The heterogeneous dependence between global crude oil and Chinese commodity futures markets: evidence from quantile regression. 期刊论文
Applied Economics, 2019, 卷号: Vol.51 No.28, 页码: 3031-3048
作者:  Zhu, HM;  Duan, R;  Peng, C;  Jia, XH
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17

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