Xu Gong

Economics and Econometrics · 2013–2021

A researcher in the Science corpus: 10 papers; trusts 30 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 225 citations into it; #9,287 of 23,481 by trust here, #4,709 by citations
• Finance — 127 citations into it; #4,455 of 10,518 by trust here, #2,140 by citations
• Renewable Energy, Sustainability and the Environment — 75 citations into it
• General Energy — 25 citations into it
• Management Science and Operations Research — 19 citations into it
• Global and Planetary Change — 12 citations into it

Whom Xu Gong trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Tim Bollerslev
3. Torben G. Andersen
4. Fulvio Corsi
5. N. Shephard
6. Boqiang Lin
7. Francis X. Diebold
8. Robert F. Engle
9. P. R. Hansen
10. Fenghua Wen

Who trusts Xu Gong overall

1. Boqiang Lin
2. Fenghua Wen
3. Jihong Xiao
4. Jinyu Chen
5. Feng Ma
6. Paresh Kumar Narayan

Papers from Xu Gong's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. The distribution of realized stock return volatility
3. Consistent Ranking of Volatility Models
4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
7. A Simple Long Memory Model of Realized Volatility
8. Dynamic Conditional Correlation
9. Separating Microstructure Noise from Volatility
10. Power and bipower variation with stochastic volatility and jumps

Their papers

• Forecasting the good and bad uncertainties of crude oil prices using a HAR framework (2017) — 179 citations
• Forecasting the volatility of crude oil futures using HAR-type models with structural breaks (2016) — 259 citations
• Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model (2013) — 60 citations
• Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective (2021) — 170 citations
• Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method (2021) — 185 citations
• Analyzing time-varying volatility spillovers between the crude oil markets using a new method (2020) — 188 citations
• Assessing dynamic China’s energy security: Based on functional data analysis (2020) — 86 citations
• China's carbon emissions trading and stock returns (2020) — 246 citations
• The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market (2018) — 176 citations
• Structural breaks and volatility forecasting in the copper futures market (2018) — 146 citations