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Publications

by members of

Business School
Hunan University
Changsha, China

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2023

  1. Jian, L. & Linton, O. B. & Tang, H. & Zhang, Y., 2023. "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Cambridge Working Papers in Economics 2366, Faculty of Economics, University of Cambridge.
  2. Wu, Y. & Liu, Y. & Chen, Y. & Liu, Y. & Lobanov-Rostovsky, S. & Zhang, Y. & Liu, Y. & Brunner, E. & Liu, Y. & Liu, Y., 2023. "Projections of socioeconomic costs of dementia in China 2020-2050: modelling study," Cambridge Working Papers in Economics 2378, Faculty of Economics, University of Cambridge.

2021

  1. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021. "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers 202182, University of Pretoria, Department of Economics.
  2. Longfeng Zhao & Chao Wang & Gang-Jin Wang & H. Eugene Stanley & Lin Chen, 2021. "Community detection and portfolio optimization," Papers 2112.13383, arXiv.org.
  3. Gang-Jin Wang & Hui-Bin Si & Yang-Yang Chen & Chi Xie & Julien Chevallier, 2021. "Time domain and frequency domain Granger causality networks: Application to China’s financial institutions," Post-Print halshs-04250263, HAL.
  4. Gang-Jin Wang & Yang-Yang Chen & Hui-Bin Si & Chi Xie & Julien Chevallier, 2021. "Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions," Post-Print halshs-04250264, HAL.

2020

  1. Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta, 2020. "Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach," Working Papers 202027, University of Pretoria, Department of Economics.
  2. Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020. "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers 202097, University of Pretoria, Department of Economics.
  3. Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Sector connectedness in the Chinese stock markets," Papers 2002.09097, arXiv.org.
  4. Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Predicting tail events in a RIA-EVT-Copula framework," Papers 2004.03190, arXiv.org, revised Apr 2020.

2018

  1. Yu-Lei Wan & Gang-Jin Wang & Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2018. "The cooling-off effect of price limits in the Chinese stock markets," Papers 1803.09422, arXiv.org.

2017

  1. Longfeng Zhao & Gang-Jin Wang & Mingang Wang & Weiqi Bao & Wei Li & H. Eugene Stanley, 2017. "Stock market as temporal network," Papers 1712.04863, arXiv.org.

2016

  1. Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2016. "Short term prediction of extreme returns based on the recurrence interval analysis," Papers 1610.08230, arXiv.org.
  2. Zhi-Qiang Jiang & Yan-Hong Yang & Gang-Jin Wang & Wei-Xing Zhou, 2016. "Joint multifractal analysis based on wavelet leaders," Papers 1611.00897, arXiv.org.

2015

  1. Yue-Jun Zhang & Ting Yao & Ling-Yun He, 2015. "Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?," Papers 1512.01676, arXiv.org.

2013

  1. Hao Yu & Bing Wang & Yue-Jun Zhang & Yi-Ming Wei, 2013. "Public perception of climate change in China: Results from the questionnaire survey," CEEP-BIT Working Papers 42, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
  2. Yue-Jun Zhang & Ya-Bin Da, 2013. "Decomposing the changes of energy-related carbon emissions in China: Evidence from the PDA approach," CEEP-BIT Working Papers 45, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.

2012

  1. Tian-Jian Yang & Yue-Jun Zhang & Jin Huang & Ruo-Hong Peng, 2012. "Estimating the energy saving potential of telecom operators in China," CEEP-BIT Working Papers 37, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.

2010

  1. Yue-Jun Zhang & Jing-Li Fan & Hao-Ran Chang, 2010. "Impact of China's stock market development on energy consumption: An empirical analysis," CEEP-BIT Working Papers 10, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
  2. Yue-Jun Zhang, 2010. "Interpreting the dynamic nexus between energy consumption and economic growth: Empirical evidence from Russia," CEEP-BIT Working Papers 7, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
  3. Yue-Jun Zhang, 2010. "The impact of financial development on carbon emissions: an empirical analysis in China," CEEP-BIT Working Papers 8, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
  4. Zhi-Fu Mi & Yue-Jun Zhang, 2010. "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," CEEP-BIT Working Papers 9, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.

2009

  1. Yue-Jun Zhang & Yi-Ming Wei, 2009. "An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect," CEEP-BIT Working Papers 3, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
  2. Yue-Jun Zhang & Yi-Ming Wei, 2009. "The crude oil market and the gold market: Evidence for cointegration, causality and price discovery," CEEP-BIT Working Papers 5, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.

Journal articles

2024

  1. Lin, Xin-Yi & Liu, Jing-Yue & Zhang, Yue-Jun, 2024. "Does corporate social responsibility affect stock liquidity? Evidence from China," Finance Research Letters, Elsevier, vol. 60(C).
  2. Wang, Gang-Jin & Chen, Yan & Zhu, You & Xie, Chi, 2024. "Systemic risk prediction using machine learning: Does network connectedness help prediction?," International Review of Financial Analysis, Elsevier, vol. 93(C).
  3. Gong, Jue & Wang, Gang-Jin & Xie, Chi & Uddin, Gazi Salah, 2024. "How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  4. Yahya, Muhammad & Allahdadi, Mohammad Reza & Uddin, Gazi Salah & Park, Donghyun & Wang, Gang-Jin, 2024. "Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets," Finance Research Letters, Elsevier, vol. 59(C).
  5. Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin, 2024. "Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system," Finance Research Letters, Elsevier, vol. 59(C).
  6. Foglia, Matteo & Di Tommaso, Caterina & Wang, Gang-Jin & Pacelli, Vincenzo, 2024. "Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  7. Ouyang, Zisheng & Zhou, Xuewei & Wang, Gang-jin & Liu, Shuwen & Lu, Min, 2024. "Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 909-928.
  8. Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Gong, Jue & Li, Zhao-Chen & Zhu, You, 2024. "Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 329-358.
  9. Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Zeng, Zhi-Jian & Gong, Jue, 2024. "Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 673-711.
  10. Federica Miglietta & Matteo Foglia & Gang-Jin Wang, 2024. "Interconnectedness between Islamic and conventional banks: a multilayer network view," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(5), pages 883-914, August.

2023

  1. Du, Mengfan & Zhang, Yue-Jun, 2023. "The impact of producer services agglomeration on green economic development: Evidence from 278 Chinese cities," Energy Economics, Elsevier, vol. 124(C).
  2. Peng, Hua-Rong & Zhang, Yue-Jun & Liu, Jing-Yue, 2023. "The energy rebound effect of digital development: Evidence from 285 cities in China," Energy, Elsevier, vol. 270(C).
  3. Sun, Ya-Fang & Yu, Shiwei & Zhang, Yue-Jun & Su, Bin, 2023. "How do imports change the energy consumption of China? An analysis of its role in intermediate inputs and final demands," Energy, Elsevier, vol. 270(C).
  4. Zhang, Yue-Jun & Zhang, Han, 2023. "Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?," International Review of Financial Analysis, Elsevier, vol. 85(C).
  5. Wang, Li & Zhang, Xin-Hua & Zhang, Yue-Jun, 2023. "Designing the pricing mechanism of residents’ self-selection sales electricity based on household size," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 860-878.
  6. Yue-Jun Zhang & Han Zhang, 2023. "Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?," The Energy Journal, , vol. 44(1), pages 175-194, January.
  7. Yue-Jun Zhang & Ya-Fang Sun & Bao-Feng Huo, 2023. "The optimal product pricing and carbon emissions reduction profit allocation of CET-covered enterprises in the cooperative supply chain," Annals of Operations Research, Springer, vol. 329(1), pages 871-899, October.
  8. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2023. "A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
  9. Tian-Tian Zhu & Ya-Hua Lu & Yue-Jun Zhang, 2023. "Evaluating the scientific and technological innovation efficiency of universities in China: evidence from the global Malmquist–Luenberger index model," Applied Economics, Taylor & Francis Journals, vol. 55(12), pages 1341-1355, March.
  10. Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi, 2023. "Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries," Emerging Markets Review, Elsevier, vol. 55(C).
  11. Li, Zhao-Chen & Xie, Chi & Zeng, Zhi-Jian & Wang, Gang-Jin & Zhang, Ting, 2023. "Forecasting global stock market volatilities in an uncertain world," International Review of Financial Analysis, Elsevier, vol. 85(C).
  12. Wang, Gang-Jin & Wan, Li & Feng, Yusen & Xie, Chi & Uddin, Gazi Salah & Zhu, You, 2023. "Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
  13. Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023. "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, vol. 87(C).
  14. Chen, Yan & Wang, Gang-Jin & Zhu, You & Xie, Chi & Uddin, Gazi Salah, 2023. "Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China," Global Finance Journal, Elsevier, vol. 58(C).
  15. Gong, Jue & Wang, Gang-Jin & Zhou, Yang & Zhu, You & Xie, Chi & Foglia, Matteo, 2023. "Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
  16. Foglia, Matteo & Pacelli, Vincenzo & Wang, Gang-Jin, 2023. "Systemic risk propagation in the Eurozone: A multilayer network approach," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 332-346.
  17. Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You & Uddin, Gazi Salah, 2023. "Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
  18. Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Long, Jian-You & Zhou, Yang, 2023. "Forecasting stock market volatility under parameter and model uncertainty," Research in International Business and Finance, Elsevier, vol. 66(C).

2022

  1. Sun, Ya-Fang & Zhang, Yue-Jun & Su, Bin, 2022. "How does global transport sector improve the emissions reduction performance? A demand-side analysis," Applied Energy, Elsevier, vol. 311(C).
  2. Wang, Wei & Zhang, Yue-Jun, 2022. "Does China's carbon emissions trading scheme affect the market power of high-carbon enterprises?," Energy Economics, Elsevier, vol. 108(C).
  3. Xing, Li-Min & Zhang, Yue-Jun, 2022. "Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?," Energy Economics, Elsevier, vol. 110(C).
  4. Sun, Ya-Fang & Zhang, Yue-Jun & Su, Bin, 2022. "Impact of government subsidy on the optimal R&D and advertising investment in the cooperative supply chain of new energy vehicles," Energy Policy, Elsevier, vol. 164(C).
  5. Zhang, Yuan-Yuan & Zhang, Yue-Jun, 2022. "The impact of institutional analyst forecast divergence on crude oil market: Evidence from the mixed frequency models," International Review of Financial Analysis, Elsevier, vol. 84(C).
  6. Wang, Chao & Zhang, Yue-Jun, 2022. "The effect of environmental regulation and skill premium on the inflow of FDI:Evidence from Chinese industrial sectors," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 227-242.
  7. Ai, Hongshan & Wang, Mengyuan & Zhang, Yue-Jun & Zhu, Tian-Tian, 2022. "How does air pollution affect urban innovation capability? Evidence from 281 cities in China," Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 166-178.
  8. Liang, Ting & Zhang, Yue-Jun & Qiang, Wei, 2022. "Does technological innovation benefit energy firms’ environmental performance? The moderating effect of government subsidies and media coverage," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
  9. Qian, Biyu & Wang, Gang-Jin & Feng, Yusen & Xie, Chi, 2022. "Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  10. Ling, Yu-Xiu & Xie, Chi & Wang, Gang-Jin, 2022. "Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective," Emerging Markets Review, Elsevier, vol. 52(C).
  11. Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana, 2022. "Bearish Vs Bullish risk network: A Eurozone financial system analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  12. Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022. "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
  13. Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo, 2022. "Multilayer network analysis of investor sentiment and stock returns," Research in International Business and Finance, Elsevier, vol. 62(C).
  14. Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2022. "Sector connectedness in the Chinese stock markets," Empirical Economics, Springer, vol. 62(2), pages 825-852, February.

2021

  1. Liu, Jing-Yue & Zhang, Yue-Jun, 2021. "Has carbon emissions trading system promoted non-fossil energy development in China?," Applied Energy, Elsevier, vol. 302(C).
  2. Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao, 2021. "Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  3. Zhang, Yue-Jun & Wang, Wei, 2021. "How does China's carbon emissions trading (CET) policy affect the investment of CET-covered enterprises?," Energy Economics, Elsevier, vol. 98(C).
  4. Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021. "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, vol. 43(C).
  5. Zhang, Yue-Jun & Li, Zhao-Chen, 2021. "Forecasting the stock returns of Chinese oil companies: Can investor attention help?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 531-555.
  6. Zhang, Yue-Jun & Cheng, Hao-Sen, 2021. "The impact mechanism of the ETS on CO2 emissions from the service sector: Evidence from Beijing and Shanghai," Technological Forecasting and Social Change, Elsevier, vol. 173(C).
  7. Yue-Jun Zhang & Xu Pan, 2021. "Does the risk aversion of crude oil market investors have directional predictability for the precious metal and agricultural markets?," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 13(4), pages 894-911, April.
  8. Zhao Liu & Yu He & Yue-Jun Zhang & Chang-Xiong Qin, 2021. "The life cycle environmental rebound effect of battery electric vehicles in China: a provincial level analysis," Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2888-2904, May.
  9. Tian-Tian Zhu & Hua-Rong Peng & Yue-Jun Zhang & Jing-Yue Liu, 2021. "Does higher education development facilitate carbon emissions reduction in China," Applied Economics, Taylor & Francis Journals, vol. 53(47), pages 5490-5502, October.
  10. Yue‐Jun Zhang & Shu‐Jiao Ma, 2021. "Exploring the dynamic price discovery, risk transfer and spillover among INE, WTI and Brent crude oil futures markets: Evidence from the high‐frequency data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2414-2435, April.
  11. Wang, Gang-Jin & Zhu, Chun-Long, 2021. "BP-CVaR: A novel model of estimating CVaR with back propagation algorithm," Economics Letters, Elsevier, vol. 209(C).
  12. Wang, Gang-Jin & Si, Hui-Bin & Chen, Yang-Yang & Xie, Chi & Chevallier, Julien, 2021. "Time domain and frequency domain Granger causality networks: Application to China’s financial institutions," Finance Research Letters, Elsevier, vol. 39(C).
  13. Jiang, Yong & Wang, Gang-Jin & Ma, Chaoqun & Yang, Xiaoguang, 2021. "Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 1-15.
  14. Wang, Gang-Jin & Chen, Yang-Yang & Si, Hui-Bin & Xie, Chi & Chevallier, Julien, 2021. "Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 325-347.
  15. Gang-Jin Wang & Shuyue Yi & Chi Xie & H. Eugene Stanley, 2021. "Multilayer information spillover networks: measuring interconnectedness of financial institutions," Quantitative Finance, Taylor & Francis Journals, vol. 21(7), pages 1163-1185, July.

2020

  1. Yue‐Jun Zhang & Wei Shi & Lin Jiang, 2020. "Does China's carbon emissions trading policy improve the technology innovation of relevant enterprises?," Business Strategy and the Environment, Wiley Blackwell, vol. 29(3), pages 872-885, March.
  2. Zhang, Yue-Jun & Liang, Ting & Jin, Yan-Lin & Shen, Bo, 2020. "The impact of carbon trading on economic output and carbon emissions reduction in China’s industrial sectors," Applied Energy, Elsevier, vol. 260(C).
  3. Liu, Zhao & Zhang, Huan & Zhang, Yue-Jun & Zhu, Tian-Tian, 2020. "How does industrial policy affect the eco-efficiency of industrial sector? Evidence from China," Applied Energy, Elsevier, vol. 272(C).
  4. Zhang, Yue-Jun & Liu, Jing-Yue & Su, Bin, 2020. "Carbon congestion effects in China's industry: Evidence from provincial and sectoral levels," Energy Economics, Elsevier, vol. 86(C).
  5. Zhang, Yue-Jun & Jiang, Lin & Shi, Wei, 2020. "Exploring the growth-adjusted energy-emission efficiency of transportation industry in China," Energy Economics, Elsevier, vol. 90(C).
  6. Wei, Jin & Ni, Yang & Zhang, Yue-Jun, 2020. "The mitigation strategies for bottom environment of service-oriented public building from a micro-scale perspective: A case study in China," Energy, Elsevier, vol. 205(C).
  7. Zhang, Yue-Jun & Yan, Xing-Xing, 2020. "The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 750-768.
  8. Yue-Jun Zhang & Yan-Lin Jin & Bo Shen, 2020. "Measuring the Energy Saving and CO2 Emissions Reduction Potential Under China’s Belt and Road Initiative," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1095-1116, April.
  9. Chao Wang & Yue‐Jun Zhang, 2020. "Does environmental regulation policy help improve green production performance? Evidence from China's industry," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 27(2), pages 937-951, March.
  10. Wen, Tiange & Wang, Gang-Jin, 2020. "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 54(C).
  11. Wang, Gang-Jin & Ma, Xin-yu & Wu, Hao-yu, 2020. "Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?," Research in International Business and Finance, Elsevier, vol. 54(C).
  12. Yong Jiang & Gang-Jin Wang & Dan-Yan Wen & Xiao-guang Yang, 2020. "Business conditions, uncertainty shocks and Bitcoin returns," Evolutionary and Institutional Economics Review, Springer, vol. 17(2), pages 415-424, July.

2019

  1. Zhang, Yue-Jun & Wang, Jin-Li, 2019. "Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models," Energy Economics, Elsevier, vol. 78(C), pages 192-201.
  2. Zhang, Yue-Jun & Ma, Shu-Jiao, 2019. "How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective," Energy Economics, Elsevier, vol. 84(C).
  3. Zhang, Yue-Jun & Lin, Jia-Juan, 2019. "Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?," International Review of Financial Analysis, Elsevier, vol. 66(C).
  4. Zhang, Yue-Jun & Yao, Ting & He, Ling-Yun & Ripple, Ronald, 2019. "Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 302-317.
  5. Zhang, Yue-Jun & Wu, Yao-Bin, 2019. "The time-varying spillover effect between WTI crude oil futures returns and hedge funds," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 156-169.
  6. Yue-Jun Zhang & Jing-Yue Liu, 2019. "Does carbon emissions trading affect the financial performance of high energy-consuming firms in China?," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 95(1), pages 91-111, January.
  7. Yue-Jun Zhang & Shu-Hui Li, 2019. "The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach," Quantitative Finance, Taylor & Francis Journals, vol. 19(8), pages 1357-1371, August.
  8. Lu‐Tao Zhao & Ya Meng & Yue‐Jun Zhang & Yun‐Tao Li, 2019. "The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 186-203, January.
  9. Fenghua Wen & Feng Min & Yue‐Jun Zhang & Can Yang, 2019. "Crude oil price shocks, monetary policy, and China's economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 812-827, April.
  10. Chaoqun Ma & Danyan Wen & Gang‐Jin Wang & Yong Jiang, 2019. "Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market," International Review of Finance, International Review of Finance Ltd., vol. 19(2), pages 413-433, June.
  11. Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong, 2019. "Risk spillovers between oil and stock markets: A VAR for VaR analysis," Energy Economics, Elsevier, vol. 80(C), pages 524-535.
  12. Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng, 2019. "When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin," Finance Research Letters, Elsevier, vol. 31(C).
  13. Zhu, You & Zhou, Li & Xie, Chi & Wang, Gang-Jin & Nguyen, Truong V., 2019. "Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach," International Journal of Production Economics, Elsevier, vol. 211(C), pages 22-33.
  14. Chai, Jian & Du, Mengfan & Liang, Ting & Sun, Xiaojie Christine & Yu, Ji & Zhang, Zhe George, 2019. "Coal consumption in China: How to bend down the curve?," Energy Economics, Elsevier, vol. 80(C), pages 38-47.

2018

  1. Zhang, Yue-Jun & Liu, Zhao & Zhou, Si-Ming & Qin, Chang-Xiong & Zhang, Huan, 2018. "The impact of China's Central Rise Policy on carbon emissions at the stage of operation in road sector," Economic Modelling, Elsevier, vol. 71(C), pages 159-173.
  2. Zhang, Yue-Jun & Chen, Ming-Ying, 2018. "Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function," European Journal of Operational Research, Elsevier, vol. 269(1), pages 64-78.
  3. Zhang, Yue-Jun & Sun, Ya-Fang & Huang, Junling, 2018. "Energy efficiency, carbon emission performance, and technology gaps: Evidence from CDM project investment," Energy Policy, Elsevier, vol. 115(C), pages 119-130.
  4. Yue-Jun Zhang & Yao-Bin Wu, 2018. "The dynamic information spill-over effect of WTI crude oil prices on China’s traditional energy sectors," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 10(3), pages 516-534, July.
  5. Feng Dong & Jingyun Li & Yue-Jun Zhang & Ying Wang, 2018. "Drivers Analysis of CO 2 Emissions from the Perspective of Carbon Density: The Case of Shandong Province, China," IJERPH, MDPI, vol. 15(8), pages 1-24, August.
  6. Yue-Jun Zhang & Xiao-Juan Bian & Weiping Tan, 2018. "The linkages of sectoral carbon dioxide emission caused by household consumption in China: evidence from the hypothetical extraction method," Empirical Economics, Springer, vol. 54(4), pages 1743-1775, June.
  7. Tian-Tian Zhu & Yue-Jun Zhang & Ke Wang, 2018. "The allocation of PhD enrolment quotas in China’s research-oriented universities based on equity and efficiency principles," Applied Economics, Taylor & Francis Journals, vol. 50(37), pages 3992-4004, August.
  8. Yue‐Jun Zhang & Jin‐Liang Zhang, 2018. "Volatility forecasting of crude oil market: A new hybrid method," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(8), pages 781-789, December.
  9. Wang, Gang-Jin & Jiang, Zhi-Qiang & Lin, Min & Xie, Chi & Stanley, H. Eugene, 2018. "Interconnectedness and systemic risk of China's financial institutions," Emerging Markets Review, Elsevier, vol. 35(C), pages 1-18.
  10. Yi, Shuyue & Xu, Zishuang & Wang, Gang-Jin, 2018. "Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 98-114.
  11. Wang, Gang-Jin & Xie, Chi & Zhao, Longfeng & Jiang, Zhi-Qiang, 2018. "Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 205-230.
  12. Lin, Min & Wang, Gang-Jin & Xie, Chi & Stanley, H. Eugene, 2018. "Cross-correlations and influence in world gold markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 504-512.
  13. Wan, Yu-Lei & Wang, Gang-Jin & Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2018. "The cooling-off effect of price limits in the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 153-163.
  14. Wen, Danyan & Ma, Chaoqun & Wang, Gang-Jin & Wang, Senzhang, 2018. "Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 903-918.
  15. Zhao, Longfeng & Wang, Gang-Jin & Wang, Mingang & Bao, Weiqi & Li, Wei & Stanley, H. Eugene, 2018. "Stock market as temporal network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1104-1112.
  16. Gang-Jin Wang & Chi Xie & H. Eugene Stanley, 2018. "Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 607-635, March.
  17. Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2018. "Short term prediction of extreme returns based on the recurrence interval analysis," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 353-370, March.

2017

  1. Zhang, Yue-Jun & Peng, Hua-Rong, 2017. "Exploring the direct rebound effect of residential electricity consumption: An empirical study in China," Applied Energy, Elsevier, vol. 196(C), pages 132-141.
  2. Yao, Ting & Zhang, Yue-Jun & Ma, Chao-Qun, 2017. "How does investor attention affect international crude oil prices?," Applied Energy, Elsevier, vol. 205(C), pages 336-344.
  3. Zhang, Yue-Jun & Peng, Hua-Rong & Su, Bin, 2017. "Energy rebound effect in China's Industry: An aggregate and disaggregate analysis," Energy Economics, Elsevier, vol. 61(C), pages 199-208.
  4. Zhang, Yue-Jun & Chevallier, Julien & Guesmi, Khaled, 2017. "“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets," Energy Economics, Elsevier, vol. 68(C), pages 228-239.
  5. Zhang, Yue-Jun & Liu, Zhao & Qin, Chang-Xiong & Tan, Tai-De, 2017. "The direct and indirect CO2 rebound effect for private cars in China," Energy Policy, Elsevier, vol. 100(C), pages 149-161.
  6. Zhang, Yue-Jun & Peng, Yu-Lu & Ma, Chao-Qun & Shen, Bo, 2017. "Can environmental innovation facilitate carbon emissions reduction? Evidence from China," Energy Policy, Elsevier, vol. 100(C), pages 18-28.
  7. Fan, Jing-Li & Zhang, Yue-Jun & Wang, Bing, 2017. "The impact of urbanization on residential energy consumption in China: An aggregated and disaggregated analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 220-233.
  8. Yue-Jun Zhang & Jun-Fang Hao, 2017. "Carbon emission quota allocation among China’s industrial sectors based on the equity and efficiency principles," Annals of Operations Research, Springer, vol. 255(1), pages 117-140, August.
  9. Tian-Tian Zhu & Yue-Jun Zhang, 2017. "An investigation of disaster education in elementary and secondary schools: evidence from China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 89(3), pages 1009-1029, December.
  10. Wang, Gang-Jin & Xie, Chi & Lin, Min & Stanley, H. Eugene, 2017. "Stock market contagion during the global financial crisis: A multiscale approach," Finance Research Letters, Elsevier, vol. 22(C), pages 163-168.
  11. Gang-Jin Wang & Chi Xie & Shou Chen, 2017. "Multiscale correlation networks analysis of the US stock market: a wavelet analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 561-594, October.
  12. Gang-Jin Wang & Chi Xie & Kaijian He & H. Eugene Stanley, 2017. "Extreme risk spillover network: application to financial institutions," Quantitative Finance, Taylor & Francis Journals, vol. 17(9), pages 1417-1433, September.

2016

  1. Yang, Tian-Jian & Zhang, Yue-Jun & Tang, Su & Zhang, Jing, 2016. "How to assess and manage energy performance of numerous telecommunication base stations: Evidence in China," Applied Energy, Elsevier, vol. 164(C), pages 436-445.
  2. Zhang, Yue-Jun & Hao, Jun-Fang & Song, Juan, 2016. "The CO2 emission efficiency, reduction potential and spatial clustering in China’s industry: Evidence from the regional level," Applied Energy, Elsevier, vol. 174(C), pages 213-223.
  3. Zhang, Yue-Jun & Yao, Ting, 2016. "Interpreting the movement of oil prices: Driven by fundamentals or bubbles?," Economic Modelling, Elsevier, vol. 55(C), pages 226-240.
  4. Zhang, Yue-Jun & Jin, Yan-Lin & Chevallier, Julien & Shen, Bo, 2016. "The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis," Technological Forecasting and Social Change, Elsevier, vol. 112(C), pages 220-227.
  5. Yue-Jun Zhang, 2016. "Research on carbon emission trading mechanisms: current status and future possibilities," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 39(1/2), pages 89-107.
  6. Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Eugene Stanley, H., 2016. "Who are the net senders and recipients of volatility spillovers in China’s financial markets?," Finance Research Letters, Elsevier, vol. 18(C), pages 255-262.
  7. Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene, 2016. "Extreme risk spillover effects in world gold markets and the global financial crisis," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 55-77.
  8. You Zhu & Chi Xie & Bo Sun & Gang-Jin Wang & Xin-Guo Yan, 2016. "Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models," Sustainability, MDPI, vol. 8(5), pages 1-17, May.
  9. Chi Xie & Yang Liu & Gang-Jin Wang & Yan Xu, 2016. "The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing," Advances in Mathematical Physics, Hindawi, vol. 2016, pages 1-8, February.

2015

  1. Zhang, Yue-Jun & Zhang, Lu, 2015. "Interpreting the crude oil price movements: Evidence from the Markov regime switching model," Applied Energy, Elsevier, vol. 143(C), pages 96-109.
  2. Zhang, Jin-Liang & Zhang, Yue-Jun & Zhang, Lu, 2015. "A novel hybrid method for crude oil price forecasting," Energy Economics, Elsevier, vol. 49(C), pages 649-659.
  3. Zhang, Yue-Jun & Wang, Ao-Dong & Tan, Weiping, 2015. "The impact of China's carbon allowance allocation rules on the product prices and emission reduction behaviors of ETS-covered enterprises," Energy Policy, Elsevier, vol. 86(C), pages 176-185.
  4. Zhang, Yue-Jun & Peng, Hua-Rong & Liu, Zhao & Tan, Weiping, 2015. "Direct energy rebound effect for road passenger transport in China: A dynamic panel quantile regression approach," Energy Policy, Elsevier, vol. 87(C), pages 303-313.
  5. Zhang, Yue-Jun & Wang, Jing, 2015. "Exploring the WTI crude oil price bubble process using the Markov regime switching model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 377-387.
  6. Zhang, Yue-Jun & Da, Ya-Bin, 2015. "The decomposition of energy-related carbon emission and its decoupling with economic growth in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 41(C), pages 1255-1266.
  7. Yue-Jun Zhang & Ting Yao & Zi-Yi Wang, 2015. "The bubble process of international crude oil futures prices: empirical evidence from the STAR model," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 109-125.
  8. Lan-Cui Liu & Gang Wu & Yue-Jun Zhang, 2015. "Investigating the residential energy consumption behaviors in Beijing: a survey study," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 75(1), pages 243-263, January.
  9. Zhao Liu & Ling Li & Yue-Jun Zhang, 2015. "Investigating the CO 2 emission differences among China’s transport sectors and their influencing factors," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(2), pages 1323-1343, June.
  10. Yue-Jun Zhang & Jun-Fang Hao, 2015. "The allocation of carbon emission intensity reduction target by 2020 among provinces in China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 79(2), pages 921-937, November.
  11. Wang, Gang-Jin & Xie, Chi, 2015. "Correlation structure and dynamics of international real estate securities markets: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 176-193.
  12. Chi Xie & Zhou Mao & Gang-Jin Wang, 2015. "Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-10, July.

2014

  1. Wu, Gang & Zhang, Yue-Jun, 2014. "Does China factor matter? An econometric analysis of international crude oil prices," Energy Policy, Elsevier, vol. 72(C), pages 78-86.
  2. Zhang, Yue-Jun & Wang, Ao-Dong & Da, Ya-Bin, 2014. "Regional allocation of carbon emission quotas in China: Evidence from the Shapley value method," Energy Policy, Elsevier, vol. 74(C), pages 454-464.
  3. Yue-Jun Zhang & Zhao Liu & Huan Zhang & Tai-De Tan, 2014. "The impact of economic growth, industrial structure and urbanization on carbon emission intensity in China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 73(2), pages 579-595, September.
  4. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.
  5. Gang-Jin Wang & Chi Xie & Peng Zhang & Feng Han & Shou Chen, 2014. "Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-11, May.
  6. Chi Xie & Jiao-Jiao Yang & Gang-Jin Wang, 2014. "A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-11, March.
  7. Gang-Jin Wang & Chi Xie & Shou Chen & Feng Han, 2014. "Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-13, January.

2013

  1. Zhang, Yue-Jun & Wang, Zi-Yi, 2013. "Investigating the price discovery and risk transfer functions in the crude oil and gasoline futures markets: Some empirical evidence," Applied Energy, Elsevier, vol. 104(C), pages 220-228.
  2. Zhang, Yue-Jun, 2013. "Speculative trading and WTI crude oil futures price movement: An empirical analysis," Applied Energy, Elsevier, vol. 107(C), pages 394-402.
  3. Yang, Tian-Jian & Zhang, Yue-Jun & Huang, Jin & Peng, Ruo-Hong, 2013. "Estimating the energy saving potential of telecom operators in China," Energy Policy, Elsevier, vol. 61(C), pages 448-459.
  4. Yue-Jun Zhang & Ya-Bin Da, 2013. "Decomposing the changes of energy-related carbon emissions in China: evidence from the PDA approach," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 69(1), pages 1109-1122, October.
  5. Hao Yu & Bing Wang & Yue-Jun Zhang & Shouyang Wang & Yi-Ming Wei, 2013. "Public perception of climate change in China: results from the questionnaire survey," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 69(1), pages 459-472, October.
  6. Wang, Gang-Jin & Xie, Chi & Chen, Shou & Yang, Jiao-Jiao & Yang, Ming-Yan, 2013. "Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3715-3730.
  7. Wang, Gang-Jin & Xie, Chi, 2013. "Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1418-1428.

2012

  1. Yue-Jun Zhang & Hao-Ran Chang, 2012. "The impact of acid rain on China’s socioeconomic vulnerability," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 64(2), pages 1671-1683, November.
  2. Wang, Gang-Jin & Xie, Chi & Han, Feng & Sun, Bo, 2012. "Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4136-4146.

2011

  1. Zhang, Yue-Jun, 2011. "The impact of financial development on carbon emissions: An empirical analysis in China," Energy Policy, Elsevier, vol. 39(4), pages 2197-2203, April.
  2. Zhang, Yue-Jun, 2011. "Interpreting the dynamic nexus between energy consumption and economic growth: Empirical evidence from Russia," Energy Policy, Elsevier, vol. 39(5), pages 2265-2272, May.
  3. Zhi-Fu Mi & Yue-Jun Zhang, 2011. "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(2/3/4), pages 145-157.
  4. Yue-Jun Zhang & Yi-Ming Wei, 2011. "The dynamic influence of advanced stock market risk on international crude oil returns: an empirical analysis," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 967-978.

2010

  1. Zhang, Yue-Jun & Wei, Yi-Ming, 2010. "An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect," Applied Energy, Elsevier, vol. 87(6), pages 1804-1814, June.
  2. Zhang, Yue-Jun & Wei, Yi-Ming, 2010. "The crude oil market and the gold market: Evidence for cointegration, causality and price discovery," Resources Policy, Elsevier, vol. 35(3), pages 168-177, September.

2009

  1. Yikai Yu & Yuejun Zhang, 2009. "Review of Study on Resin Dye-Fixatives on Cotton Fabrics," Modern Applied Science, Canadian Center of Science and Education, vol. 3(10), pages 1-9, October.

2008

  1. Fan, Ying & Zhang, Yue-Jun & Tsai, Hsien-Tang & Wei, Yi-Ming, 2008. "Estimating 'Value at Risk' of crude oil price and its spillover effect using the GED-GARCH approach," Energy Economics, Elsevier, vol. 30(6), pages 3156-3171, November.
  2. Zhang, Yue-Jun & Fan, Ying & Tsai, Hsien-Tang & Wei, Yi-Ming, 2008. "Spillover effect of US dollar exchange rate on oil prices," Journal of Policy Modeling, Elsevier, vol. 30(6), pages 973-991.

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