Li Yang
Economics and Econometrics · with Wang · 2008–2016
A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 93 citations into it; #8,820 of 23,481 by trust here, #4,999 by citations
- Renewable Energy, Sustainability and the Environment — 44 citations into it; #2,588 of 5,212 by trust here, #2,357 by citations
Whom Li Yang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Li Yang overall
Papers from Li Yang's perspective
Ordered by how strongly the researchers Li Yang trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
- Trends and random walks in macroeconmic time series: Some evidence and implications
- The Impact of Oil Price Shocks on the U.S. Stock Market
- A Reality Check for Data Snooping
- Asymptotic Inference about Predictive Ability
- What Do We Learn from the Price of Crude Oil Futures
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Estimating the Dimension of a Model
Their papers
- Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013) — 559 citations
- Forecasting crude oil market volatility: A Markov switching multifractal volatility approach (2016) — 110 citations
- Oil price shocks and agricultural commodity prices (2014) — 233 citations
- Asymmetric Effect of Basis on Dynamic Futures Hedging: Empirical Evidence from Commodity Markets (2008) — 116 citations