Similar Search Results

Dependency, centrality and dynamic networks for international commodity futures prices

Wu, Fei; Zhao, Wan-Li; Ji, Qiang; Zhang, Dayong - In: International review of economics & finance : IREF 67 (2020), pp. 118-132

Persistent link: https://www.econbiz.de/10012485715

Optimal monetary policy responses to carbon and green bubbles : a two-sector DSGE analysis

Chan, Ying Tung; Ji, Qiang; Zhang, Dayong - In: Energy economics 130 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014559210

Global climate policy uncertainty and financial markets

Ji, Qiang; Ma, Dandan; Zhai, Pengxiang; Fan, Ying; … - In: Journal of international financial markets, … 95 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015063638

A dynamic hedging approach for refineries in multiproduct oil markets

Ji, Qiang; Fan, Ying - In: Energy : the international journal ; technologies, … 36 (2011) 2, pp. 881-887

Persistent link: https://www.econbiz.de/10008901155

Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach

Ji, Qiang; Liu, Bing-Yue; Nehler, Henrik; Uddin, … - In: Energy economics 76 (2018), pp. 115-126

Persistent link: https://www.econbiz.de/10011976598

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

A Dynamic Hedging Approach for Refineries in Multiproduct Oil Markets

Ji, Qiang - 2016

A multiproduct portfolio hedge ratio strategy for oil futures is investigated using a multivariate GARCH model based on dynamic conditional correlation and an error correction model (DCC-ECM-MVGARCH). By considering the characteristics of refiner profits from crack spread and the mutual...

Persistent link: https://www.econbiz.de/10012987582

Financialization, idiosyncratic information and commodity co-movements

Ma, Yan-Ran; Ji, Qiang; Wu, Fei; Pan, Jiaofeng - In: Energy economics 94 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012649527

Uncovering the global network of economic policy uncertainty

Marfatia, Hardik; Zhao, Wan-Li; Ji, Qiang - In: Research in international business and finance 53 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012549045

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