Libo Yin
Economics and Econometrics · 2016–2020
A researcher in the Science corpus: 6 papers; trusts 7 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 172 citations into it; #12,414 of 23,481 by trust here, #8,121 by citations
- Finance — 94 citations into it
- Renewable Energy, Sustainability and the Environment — 44 citations into it; #2,132 of 5,212 by trust here, #3,489 by citations
Whom Libo Yin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- Christiane Baumeister
- Allan G. Timmermann
- James D. Hamilton
- Bradley S. Paye
- Ron Alquist
- Soo-ryong Jo
- John Y. Campbell
- Robert F. Engle
- James H. Stock
Who trusts Libo Yin overall
Papers from Libo Yin's perspective
Ordered by how strongly the researchers Libo Yin trusts endorse each paper. Same corpus, a different order for every researcher.
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Predicting stock returns: A regime-switching combination approach and economic links.
- Generalized autoregressive conditional heteroskedasticity
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- A Reality Check for Data Snooping
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- Combination forecasts of output growth in a seven-country data set
- Real-Time Measurement of Business Conditions
- Predictability of Stock Returns: Robustness and Economic Significance
- Estimating the Dimension of a Model
Their papers
- Predicting the oil prices: Do technical indicators help? (2016) — 126 citations
- Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model (2017) — 189 citations
- Oil and the short-term predictability of stock return volatility (2018) — 199 citations
- Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market (2020) — 120 citations
- Understanding stock market volatility: What is the role of U.S. uncertainty? (2019) — 119 citations
- Can investor attention predict oil prices (2017) — 122 citations