Jihong Xiao
Economics and Econometrics · 2018–2019
A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 116 citations into it
- Renewable Energy, Sustainability and the Environment — 45 citations into it
- Finance — 30 citations into it
Whom Jihong Xiao trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Perry Sadorsky
- Fenghua Wen
- Paresh Kumar Narayan
- Xu Gong
- Q. Akram
- Jouchi Nakajima
- Satish Kumar
- Lutz Kilian
- Elie Bouri
- S. Basher
Who trusts Jihong Xiao overall
Papers from Jihong Xiao's perspective
Ordered by how strongly the researchers Jihong Xiao trusts endorse each paper. Same corpus, a different order for every researcher.
- Commodity Prices, Interest Rates and the Dollar
- Oil price fluctuations and U.S. dollar exchange rates
- A new statistic and practical guidelines for nonparametric Granger causality testing
- Economic growth and energy consumption revisited — Evidence from linear and nonlinear Granger causality
- Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
- Spillover effect of US dollar exchange rate on oil prices
- Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece (Energy Economics)
- Generalized autoregressive conditional heteroskedasticity
- Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
- The empirical relationship between energy futures prices and exchange rates
Their papers
- Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility (2018) — 196 citations
- Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach (2019) — 148 citations
- Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index (2018) — 262 citations