E-LIB Suche - Ergebnisse für: Xu, Yahua

1

Extracting gold risk premium via dimension reduction tools:..:

Roh, Tai-Yong ; Lee, Byung Yoon ; Xu, Yahua
Applied Economics Letters. , 2024

Link: https://doi.org/10.1080/..

2

Economic Policy Uncertainty and Volatility Spillovers Among..:

Su, Fei ; Wang, Feifan ; Xu, Yahua
Asia-Pacific Financial Markets. , 2024

Link: https://doi.org/10.1007/..

3

Cross-asset time-series momentum: Crude oil volatility and ..:

Fernandez-Perez, Adrian ; Indriawan, Ivan ; Tse, Yiuman.
Journal of Banking & Finance. 154 (2023) - p. 106704 , 2023

Link: https://doi.org/10.1016/..

4

Intraday and overnight tail risks and return predictability..:

Wang, Cheng ; Bouri, Elie ; Xu, Yahua.
Energy Economics. 127 (2023) - p. 107121 , 2023

Link: https://doi.org/10.1016/..

5

Connectedness in implied higher-order moments of precious m..:

Bouri, Elie ; Lei, Xiaojie ; Xu, Yahua.
Energy. 263 (2023) - p. 125588 , 2023

Link: https://doi.org/10.1016/..

6

Realized higher-order moments spillovers between commodity ..:

Zhang, Hongwei ; Jin, Chen ; Bouri, Elie..
Journal of Commodity Markets. 30 (2023) - p. 100275 , 2023

Link: https://doi.org/10.1016/..

7

Dynamic asymmetric dependence and portfolio management in c..:

Li, Danyang ; Shi, Yukun ; Xu, Liao..
Finance Research Letters. 48 (2022) - p. 102829 , 2022

Link: https://doi.org/10.1016/..

8

National culture and corporate risk-taking around the world:

Frijns, Bart ; Hubers, Frank ; Kim, Donghoon..
Global Finance Journal. 52 (2022) - p. 100710 , 2022

Link: https://doi.org/10.1016/..

9

Intraday return predictability in the cryptocurrency market..:

Wen, Zhuzhu ; Bouri, Elie ; Xu, Yahua.
The North American Journal of Economics and Finance. 62 (2022) - p. 101733 , 2022

Link: https://doi.org/10.1016/..

10

The asymmetric relationship between returns and implied hig..:

Zhang, Xinxin ; Bouri, Elie ; Xu, Yahua.
Energy Economics. 109 (2022) - p. 105950 , 2022

Link: https://doi.org/10.1016/..

11

Spillovers in higher moments and jumps across US stock and ..:

Bouri, Elie ; Lei, Xiaojie ; Jalkh, Naji..
Resources Policy. 72 (2021) - p. 102060 , 2021

Link: https://doi.org/10.1016/..

12

Intraday momentum and return predictability: Evidence from ..:

Wen, Zhuzhu ; Gong, Xu ; Ma, Diandian.
Economic Modelling. 95 (2021) - p. 374-384 , 2021

Link: https://doi.org/10.1016/..

13

Intraday return predictability: Evidence from commodity ETF..:

Xu, Yahua ; Bouri, Elie ; Saeed, Tareq.
Resources Policy. 69 (2020) - p. 101830 , 2020

Link: https://doi.org/10.1016/..

14

Volatility‐of‐volatility risk in the crude oil market:

Roh, Tai‐Yong ; Tourani‐Rad, Alireza ; Xu, Yahua.
Journal of Futures Markets. 41 (2020) 2 - p. 245-265 , 2020

Link: https://doi.org/10.1002/..

15

Downside uncertainty shocks in the oil and gold markets:

Roh, Tai-Yong ; Byun, Suk Joon ; Xu, Yahua
International Review of Economics & Finance. 66 (2020) - p. 291-307 , 2020

Link: https://doi.org/10.1016/..