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Lin Gao

Personal Details

First Name:Lin
Middle Name:
Last Name:Gao
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RePEc Short-ID:pga704
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Affiliation

Department of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg

Luxembourg, Luxembourg
https://wwwen.uni.lu/research/fdef/df
RePEc:edi:sfsculu (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Lin Gao & Lu Liu, 2014. "The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(1), pages 93-101, January.

Citations

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Articles

  1. Lin Gao & Lu Liu, 2014. "The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(1), pages 93-101, January.

    Cited by:

    1. Stephanie-Carolin Grosche, 2014. "What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 65(2), pages 279-302, June.
    2. Tangyong Liu & Xu Gong & Boqiang Lin, 2021. "Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1375-1396, September.
    3. Selma Izadi & M. Kabir Hassan, 2018. "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 183-213, August.
    4. Amrouk, El Mamoun & Grosche, Stephanie-Carolin & Heckelei, Thomas, 2017. "An analysis of the interdependence between cash crop and staple food futures prices," Discussion Papers 265665, University of Bonn, Institute for Food and Resource Economics.
    5. Grosche, Stephanie & Heckelei, Thomas, 2014. "Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets," Discussion Papers 166079, University of Bonn, Institute for Food and Resource Economics.
    6. Heckelei, T. & Amrouk, E.M. & Grosche, S., 2018. "International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277376, International Association of Agricultural Economists.
    7. Reboredo, Juan Carlos & Ugolini, Andrea & Hernandez, Jose Arreola, 2021. "Dynamic spillovers and network structure among commodity, currency, and stock markets," Resources Policy, Elsevier, vol. 74(C).
    8. Xiaoqian Wen & Duc Khuong Nguyen, 2017. "Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?," Working Papers 2017-004, Department of Research, Ipag Business School.
    9. Grosche, Stephanie & Heckelei, Thomas, 2014. "Price dynamics and financialization effects in corn futures markets with heterogeneous traders," Discussion Papers 172077, University of Bonn, Institute for Food and Resource Economics.
    10. Jana Vychytilová, 2014. "Intermarket Technical Research of the U.S. Capital Markets and the Czech Stock Market Performance," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 62(6), pages 1509-1519.
    11. Gagnon, Marie-Hélène & Manseau, Guillaume & Power, Gabriel J., 2020. "They're back! Post-financialization diversification benefits of commodities," International Review of Financial Analysis, Elsevier, vol. 71(C).
    12. Chang, Kuang-Liang, 2016. "Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 72-87.
    13. Chang, Kuang-Liang, 2020. "Are cyclical patterns of international housing markets interdependent?," Economic Modelling, Elsevier, vol. 88(C), pages 14-24.
    14. Demiralay, Sercan & Ulusoy, Veysel, 2014. "Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises," MPRA Paper 59727, University Library of Munich, Germany.

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