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What drives long-term oil mark...
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1
Exogenous shocks and the spillover effects between uncertainty and oil price
Li, Lei
;
Yin, Libo
;
Zhou, Yimin
- In:
Energy economics
54
(
2016
),
pp. 224-234
Persistent link: https://www.econbiz.de/10011662821
Saved in:
2
Exogenous impacts on the links between energy and agricultural commodity markets
Han, Liyan
;
Zhou, Yimin
;
Yin, Libo
- In:
Energy economics
49
(
2015
),
pp. 350-358
Persistent link: https://www.econbiz.de/10011537113
Saved in:
3
Is the relationship between gold and the U.S. dollar always negative? : the role of macroeconomic uncertainty
Zhou, Yimin
;
Han, Liyan
;
Yin, Libo
- In:
Applied economics
50
(
2018
)
4
,
pp. 354-370
Persistent link: https://www.econbiz.de/10011846949
Saved in:
4
Does oil price respond to macroeconomic uncertainty? : new evidence
Yin, Libo
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 921-938
Persistent link: https://www.econbiz.de/10011554350
Saved in:
5
Can the intermediary capital risk predict foreign exchange rates?
Yin, Libo
- In:
Finance research letters
37
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484871
Saved in:
6
Intermediary capital risk and commodity futures volatility
Yin, Libo
;
Nie, Jing
;
Han, Liyan
- In:
Journal of Futures Markets
41
(
2021
)
5
,
pp. 577-640
Persistent link: https://www.econbiz.de/10012535193
Saved in:
7
Intermediary asset pricing in currency carry trade returns
Yin, Libo
;
Nie, Jing
- In:
Journal of Futures Markets
41
(
2021
)
8
,
pp. 1241-1267
Persistent link: https://www.econbiz.de/10012535206
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8
Intermediary asset pricing in commodity futures returns
Yin, Libo
;
Nie, Jing
;
Han, Liyan
- In:
Journal of Futures Markets
40
(
2020
)
11
,
pp. 1711-1730
Persistent link: https://www.econbiz.de/10012189126
Saved in:
9
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non-energy sectors
Liu, Yang
;
Han, Liyan
;
Yin, Libo
- In:
Journal of Futures Markets
38
(
2018
)
10
,
pp. 1246-1261
Persistent link: https://www.econbiz.de/10012082112
Saved in:
10
Can skewness of the futures-spot basis predict currency spot returns?
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
- In:
Journal of Futures Markets
(
2019
)
Persistent link: https://www.econbiz.de/10012082183
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