Lu Yang

Economics and Econometrics · with Cai · 2016–2020

A researcher in the Science corpus: 4 papers; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 83 citations into it; #21,555 of 23,481 by trust here, #16,755 by citations
• Finance — 32 citations into it
• Renewable Energy, Sustainability and the Environment — 21 citations into it; #4,781 of 5,212 by trust here, #5,046 by citations
• Computer Vision and Pattern Recognition — 5 citations into it

Whom Lu Yang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. George Filis
2. Lutz Kilian
3. James D. Hamilton
4. Wensheng Kang
5. Ramazan Gencay
6. Francis X. Diebold
7. Donald B. Percival
8. Nicholas Bloom
9. Dayong Zhang
10. Juan Carlos Reboredo

Who trusts Lu Yang overall

1. Claudiu Tiberiu Albulescu
2. S. Althaqeb
3. Boqiang Lin

Papers from Lu Yang's perspective

Ordered by how strongly the researchers Lu Yang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
2. Dynamic Conditional Correlation
3. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
4. MODELING AND FORECASTING REALIZED VOLATILITY
5. What is an Oil Shock
6. Generalized autoregressive conditional heteroskedasticity
7. Measuring Economic Policy Uncertainty
8. Time-Varying Effects of Oil Supply Shocks on the US Economy
9. What Do We Learn from the Price of Crude Oil Futures
10. The Impact of Oil Price Shocks on the U.S. Stock Market

Their papers

• Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective (2019) — 145 citations
• Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis (2020) — 110 citations
• Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis (2017) — 197 citations
• Interdependence of foreign exchange markets: A wavelet coherence analysis (2016) — 111 citations