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A model-free test for contagion between crude oil and stock markets

Pan, Zhiyuan; Zheng, Xu; Gong, Yuting - In: Economics letters 130 (2015), pp. 1-4

Persistent link: https://www.econbiz.de/10011422065

Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula

Gong, Yuting; Wang, Xueqin; Zhu, Mo; Ge, Ying-En; Shi, … - In: The journal of futures markets 43 (2023) 1, pp. 69-89

Persistent link: https://www.econbiz.de/10013465893

EPU spillovers and sovereign CDS spreads : a cross-country study

Gong, Yuting; He, Zhongzhi; Xue, Wenjun - In: The journal of futures markets 43 (2023) 12, pp. 1770-1806

Persistent link: https://www.econbiz.de/10014433010

Unveiling the mystery of the responsiveness of inbound tourism to economic policy uncertainty : new evidence from Australia

Gong, Yuting; Chang, Chia-Hsun; Lee, Paul T.-W.; Yin, Jingbo - In: Tourism economics : the business and finance of tourism … 30 (2024) 8, pp. 2159-2180

Persistent link: https://www.econbiz.de/10015145378

The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis

Chen, Qiang; Gong, Yuting - In: International review of economics & finance : IREF 64 (2019), pp. 102-121

Persistent link: https://www.econbiz.de/10012322288

A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets

Gong, Yuting; Chen, Qiang; Liang, Jufang - In: Economic modelling 68 (2018), pp. 586-598

Persistent link: https://www.econbiz.de/10011936141

Contagion risk between the shipping freight and stock markets : evidence from the recent US-China trade war

Gong, Yuting; Li, Kevin Xingang; Chen, Shu-Ling; Shi, … - In: Transportation research / E : an international journal 136 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012233642

The impact of EPU spillovers on the bond market volatility : global evidence

Gong, Yuting; Li, Xiao; Xue, Wenjun - In: Finance research letters 55 (2023) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014473341

Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility

Caglayan, Mustafa O.; Gong, Yuting; Xue, Wenjun - In: The European journal of finance 30 (2024) 11, pp. 1212-1238

Persistent link: https://www.econbiz.de/10014636443

What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach

Gong, Yuting; Bu, Ruijun; Chen, Qiang - In: Journal of financial econometrics 20 (2022) 2, pp. 253-277

Persistent link: https://www.econbiz.de/10013187978