Qiang Ji
Personal Details
| First Name: | Qiang |
| Middle Name: | |
| Last Name: | Ji |
| Suffix: | |
| RePEc Short-ID: | pji183 |
| [This author has chosen not to make the email address public] | |
| https://www.researchgate.net/profile/Qiang_Ji2 | |
Affiliation
Institutes of Science and Development
Chinese Academy of Sciences
Beijing, Chinahttp://www.casisd.cn/
RePEc:edi:smcascn (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2025. "Unraveling Financial Fragility of Global Markets Using Machine Learning," Working Papers 202511, University of Pretoria, Department of Economics.
- Yingtong Chen & Fei Wu & Dayong Zhang & Qiang Ji, 2025.
"International Tourism and Global Biodiversity Risks,"
Papers
2505.15289, arXiv.org.
- Chen, Yingtong & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2025. "International tourism and global biodiversity risks," Annals of Tourism Research, Elsevier, vol. 113(C).
- Chen, Yingtong & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2025. "International Tourism And Global Biodiversity Risks," SocArXiv m2xy4_v1, Center for Open Science.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024.
"Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach,"
Working Papers
202418, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024. "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 67(PB).
- Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024.
"How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence,"
Working Papers
202405, University of Pretoria, Department of Economics.
- Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024. "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, vol. 136(C).
- Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024.
"Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets,"
Working Papers
202422, University of Pretoria, Department of Economics.
- Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026. "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, vol. 70(2), pages 1-41, February.
- Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024.
"Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks,"
Working Papers
202415, University of Pretoria, Department of Economics.
- Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
- Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024.
"Can Municipal Bonds Hedge US State-Level Climate Risks?,"
Working Papers
202419, University of Pretoria, Department of Economics.
- Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
- Xin Sheng & Rangan Gupta & Qiang Ji, 2023.
"The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States,"
Working Papers
202302, University of Pretoria, Department of Economics.
- Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, vol. 11(11), pages 1-9, October.
- Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023.
"Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023,"
Working Papers
202318, University of Pretoria, Department of Economics.
- Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023. "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, vol. 58(PC).
- Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022.
"Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks,"
Working Papers
202237, University of Pretoria, Department of Economics.
- Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023. "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, vol. 54(C).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022.
"Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets,"
Working Papers
202222, University of Pretoria, Department of Economics.
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024. "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Zhaobo Zhu & Licheng Sun & Jun Tu & Qiang Ji, 2022. "Oil price shocks and stock market anomalies," Post-Print hal-03712237, HAL.
- Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021.
"Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies,"
Working Papers
202113, University of Pretoria, Department of Economics.
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022. "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021.
"The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence,"
Working Papers
202174, University of Pretoria, Department of Economics.
- Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2023. "The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence," Research in International Business and Finance, Elsevier, vol. 64(C).
- Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021.
"Forecasting Oil Price over 150 Years: The Role of Tail Risks,"
Working Papers
202120, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
- Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang, 2021.
"Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning,"
QBS Working Paper Series
2021/04, Queen's University Belfast, Queen's Business School.
- Jiawen Luo & Tony Klein & Thomas Walther & Qiang Ji, 2024. "Forecasting realized volatility of crude oil futures prices based on machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1422-1446, August.
- Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021.
"Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries,"
Working Papers
202126, University of Pretoria, Department of Economics.
- Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(3), pages 365-381, July.
- Xin Sheng & Won Joong Kim & Rangan Gupta & Qiang Ji, 2021.
"The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?,"
Working Papers
202184, University of Pretoria, Department of Economics.
- Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
- Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021.
"Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks,"
Working Papers
202130, University of Pretoria, Department of Economics.
- Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, vol. 105(C).
- Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021. "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers 202106, University of Pretoria, Department of Economics.
- Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021.
"Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices,"
Working Papers
202119, University of Pretoria, Department of Economics.
- Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022. "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020.
"Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities,"
Working Papers
202078, University of Pretoria, Department of Economics.
- Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021. "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 289-298.
- Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020.
"Time-Varying Impact of Pandemics on Global Output Growth,"
Working Papers
202062, University of Pretoria, Department of Economics.
- Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021. "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, vol. 41(C).
- Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020.
"Monetary Policy and Speculative Spillovers in Financial Markets,"
Working Papers
202032, University of Pretoria, Department of Economics.
- Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021. "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, vol. 56(C).
- Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020.
"The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach,"
Working Papers
202043, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020. "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, vol. 54(C).
- Xin Sheng & Rangan Gupta & Qiang Ji, 2020.
"Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty,"
Working Papers
202092, University of Pretoria, Department of Economics.
- Xin Sheng & Rangan Gupta & Qiang Ji, 2022. "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 927-931, June.
- Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Qiang Ji, 2020.
"Copula-based local dependence among energy, agriculture and metal commodities markets,"
Working Papers
hal-02501815, HAL.
- Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, vol. 202(C).
- Claudiu Albulescu & Aviral Tiwari & Qiang Ji, 2020. "Copula-based local dependence between energy, agriculture and metal commodity markets," Papers 2003.04007, arXiv.org.
- Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020.
"House Price Synchronization across the US States: The Role of Structural Oil Shocks,"
Working Papers
202076, University of Pretoria, Department of Economics.
- Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021. "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions," Working Papers 202051, University of Pretoria, Department of Economics.
- Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2019. "Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models," QBS Working Paper Series 2019/10, Queen's University Belfast, Queen's Business School.
- Qiang Ji & Walid Bahloul & Jiang-bo Geng & Rangan Gupta, 2019. "Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment," Working Papers 201930, University of Pretoria, Department of Economics.
- Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019.
"Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach,"
Research Africa Network Working Papers
19/092, Research Africa Network (RAN).
- Satish Kumar & Aviral Kumar Tiwari & I. D. Raheem & Qiang Ji, 2020. "Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach," Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3055-3072, June.
- Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers of the African Governance and Development Institute. 19/092, African Governance and Development Institute..
- Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers 19/092, European Xtramile Centre of African Studies (EXCAS).
- Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying, 2019.
"Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates,"
MPRA Paper
101387, University Library of Munich, Germany, revised Jan 2020.
- Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021. "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2612-2636, April.
- Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019.
"Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains,"
Working Papers
201909, University of Pretoria, Department of Economics.
- Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020. "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 105-130.
- Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.
- Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018.
"Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States,"
Working Papers
201850, University of Pretoria, Department of Economics.
- Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019. "Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states," The Journal of Economic Asymmetries, Elsevier, vol. 19(C), pages 1-1.
- David Roubaud & Bouri Elie & Qiang Ji, 2018.
"Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities,"
Post-Print
hal-02081506, HAL.
- Ji, Qiang & Bouri, Elie & Roubaud, David, 2018. "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 1-12.
- Qiang Ji & Hardik A. Marfatia & Rangan Gupta, 2018.
"Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis,"
Working Papers
201815, University of Pretoria, Department of Economics.
- Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018. "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 103-113.
- Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017.
"Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data,"
Working Papers
201759, University of Pretoria, Department of Economics.
- Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020. "Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017.
"Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach,"
Working Papers
201729, University of Pretoria, Department of Economics.
- Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018. "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 203-213.
Articles
- Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026.
"Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets,"
Empirical Economics, Springer, vol. 70(2), pages 1-41, February.
- Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
- Zhang, Zhiwei & Wu, Fei & Ji, Qiang & Zhang, Dayong, 2026. "Climate policy uncertainty and bank risk management: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 109(C).
- Ying Tung Chan & Qiang Ji & Dayong Zhang, 2026. "Optimal Climate Policy Mix for Green Transition: A Growth Model with Endogenous Labor Supply," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 34(1), pages 3-40, January.
- Qiang Ji & Song Nie, 2025. "Impact of relaxing internal-migration restrictions on agricultural TFP of rural households: evidence from China," Applied Economics Letters, Taylor & Francis Journals, vol. 32(10), pages 1363-1367, June.
- Huang, Shupei & Wang, Xinya & Ji, Qiang, 2025. "How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?," Energy Economics, Elsevier, vol. 142(C).
- Ma, Rufei & Fu, Xinxin & Ji, Qiang & Zhai, Pengxiang, 2025. "Climate awareness in management and deviation from target leverage: Evidence from China," Finance Research Letters, Elsevier, vol. 76(C).
- Liu, Zhenhua & Wang, Yushu & Yuan, Xinting & Ding, Zhihua & Ji, Qiang, 2025. "Geopolitical risk and vulnerability of energy markets," Energy Economics, Elsevier, vol. 141(C).
- Xiaoyun Xing & Xiuya Wang & Qiang Ji, 2025. "The impact of climate policy on the risk contagion in China’s stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 32(17), pages 2524-2529, October.
- Chan, Ying Tung & Ji, Qiang & Zhang, Dayong, 2025. "The Macroeconomics of Strategic Petroleum Reserve," International Review of Economics & Finance, Elsevier, vol. 99(C).
- Kun Guo & Liyuan Luan & Dayong Zhang & Qiang Ji, 2025. "Does climate risk affect the performance of companies in China?," Applied Economics Letters, Taylor & Francis Journals, vol. 32(6), pages 843-849, March.
- Guo, Kun & Liu, Yu & Cao, Shanwei & Zhai, Xiangyang & Ji, Qiang, 2025. "Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia," Energy, Elsevier, vol. 315(C).
- Tu, Qiang & Wang, Jianing & Zuo, Limei & Yao, Ye & Ji, Qiang, 2025. "Can ESG enhance the efficacy of emissions trading systems on enterprise productivity: Evidence from China," Research in International Business and Finance, Elsevier, vol. 76(C).
- Xiaohang Ren & Yiying Li & Qiang Ji & Pengxiang Zhai, 2025. "Climate policy uncertainty and the green bond market: fresh insights from the QARDL model," Applied Economics Letters, Taylor & Francis Journals, vol. 32(4), pages 464-469, February.
- Chen, Yingtong & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2025.
"International tourism and global biodiversity risks,"
Annals of Tourism Research, Elsevier, vol. 113(C).
- Yingtong Chen & Fei Wu & Dayong Zhang & Qiang Ji, 2025. "International Tourism and Global Biodiversity Risks," Papers 2505.15289, arXiv.org.
- Chen, Yingtong & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2025. "International Tourism And Global Biodiversity Risks," SocArXiv m2xy4_v1, Center for Open Science.
- Ma, Rufei & Chen, Yuhua & Ji, Qiang & Zhai, Pengxiang, 2025. "How does environmental regulatory stringency shape ESG? Evidence from cross-listing," International Review of Financial Analysis, Elsevier, vol. 104(PB).
- Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025.
"Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks,"
Research in International Business and Finance, Elsevier, vol. 74(C).
- Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024. "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers 202415, University of Pretoria, Department of Economics.
- Chai, Shanglei & Huo, Wenjing & Li, Qiang & Ji, Qiang & Shi, Xunpeng, 2025. "Effects of carbon tax on energy transition, emissions and economy amid technological progress," Applied Energy, Elsevier, vol. 377(PC).
- Chai, Shanglei & Zhou, Qianqian & Ji, Qiang & Liu, Zuankuo & Liu, Changyu & Chu, Wenjun, 2025. "Inhibition or inducement? The impact of carbon emissions trading scheme (ETS) on corporate earnings management from the perspective of public pressure," International Review of Financial Analysis, Elsevier, vol. 101(C).
- Ma, Dandan & Ji, Qiang & Zhang, Dayong & Zhao, Wanli, 2025. "Spillover among biodiversity attention, climate policy uncertainty and global stock markets," Finance Research Letters, Elsevier, vol. 73(C).
- Zhou, Chengchen & Chen, Yajie & Ji, Qiang & Zhang, Dayong, 2025. "Does public attention to biodiversity matter to stock markets?," International Review of Financial Analysis, Elsevier, vol. 98(C).
- Bo Yu & Dayong Zhang & Qiang Ji, 2025. "Forecasting portfolio variance: a new decomposition approach," Annals of Operations Research, Springer, vol. 348(1), pages 543-578, May.
- Zhang, Yunhan & Ji, Qiang & Zhang, Dayong & Guo, Kun, 2024. "How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties," Energy Economics, Elsevier, vol. 131(C).
- Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024.
"Can municipal bonds hedge US state-level climate risks?,"
Finance Research Letters, Elsevier, vol. 67(PB).
- Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.
- Zhao, Wanli & Zhai, Xiangyang & Ji, Qiang & Liu, Zhenhua, 2024. "Measuring crisis from climate risk spillovers in European electricity markets," Energy Economics, Elsevier, vol. 134(C).
- Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024.
"How connected is the oil-bank network? Firm-level and high-frequency evidence,"
Energy Economics, Elsevier, vol. 136(C).
- Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024. "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers 202405, University of Pretoria, Department of Economics.
- Liu, Changyu & Wang, Jing & Ji, Qiang & Zhang, Dayong, 2024. "To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Liu, Changyu & Gong, Wanrong & Dong, Guanglong & Ji, Qiang, 2024. "Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises," Energy Economics, Elsevier, vol. 135(C).
- Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024.
"Price effects after one-day abnormal returns and crises in the stock markets,"
Research in International Business and Finance, Elsevier, vol. 70(PA).
- Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022. "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers 202222, University of Pretoria, Department of Economics.
- Ma, Dandan & Zhang, Yunhan & Ji, Qiang & Zhao, Wan-Li & Zhai, Pengxiang, 2024. "Heterogeneous impacts of climate change news on China's financial markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Guo, Kun & Bian, Yuan & Zhang, Dayong & Ji, Qiang, 2024. "ESG performance and corporate external financing in China: The role of rating disagreement," Research in International Business and Finance, Elsevier, vol. 69(C).
- Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
- Xiaohang Ren & Wenting Jiang & Qiang Ji & Pengxiang Zhai, 2024. "Seeing is believing: Forecasting crude oil price trend from the perspective of images," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2809-2821, November.
- Ma, Dandan & Zhang, Dayong & Guo, Kun & Ji, Qiang, 2024. "Coupling between global climate policy uncertainty and economic policy uncertainty," Finance Research Letters, Elsevier, vol. 69(PB).
- Fei Wu & Qiang Ji & Yan-Ran Ma & Dayong Zhang, 2024. "Investor sentiments and extreme risk spillovers from oil to stock markets: evidence from Asian countries," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 29(3), pages 1257-1283, July.
- Kun Guo & Yuxin Kang & Qiang Ji & Dayong Zhang, 2024. "Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-39, December.
- Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Abdullah, Mohammad & Ji, Qiang & Sulong, Zunaidah, 2024. "Monetary policy uncertainty and ESG performance across energy firms," Energy Economics, Elsevier, vol. 136(C).
- Jiawen Luo & Tony Klein & Thomas Walther & Qiang Ji, 2024.
"Forecasting realized volatility of crude oil futures prices based on machine learning,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1422-1446, August.
- Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang, 2021. "Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning," QBS Working Paper Series 2021/04, Queen's University Belfast, Queen's Business School.
- Yingtong Chen & Fei Wu & Dayong Zhang & Qiang Ji, 2024. "Tourism in pandemic: the role of digital travel vouchers in China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
- Xing, Xiaoyun & Guo, Kun & Zhang, Dayong & Ji, Qiang, 2024. "On the interactive effects of climate policies: Insights from a stock-flow consistent model," Applied Energy, Elsevier, vol. 358(C).
- Dandan Ma & Pengxiang Zhai & Dayong Zhang & Qiang Ji, 2024. "Excess stock returns and corporate environmental performance in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-30, December.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024.
"Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach,"
Finance Research Letters, Elsevier, vol. 67(PB).
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024. "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers 202418, University of Pretoria, Department of Economics.
- Xue, Jiashun & Poon, Jessie & Yang, Yu & Ji, Qiang, 2024. "Effect of green industrial policy on China's outward renewable energy investment," Energy Economics, Elsevier, vol. 138(C).
- Pengxiang Zhai & Fei Wu & Qiang Ji & Duc Khuong Nguyen, 2024. "From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 551-580, January.
- Zhang, Yunhan & Li, Yan & Zhao, Wanli & Ji, Qiang, 2024. "Climate risk performance and returns integration of Chinese listed energy companies," Energy Economics, Elsevier, vol. 129(C).
- Chen, Yajie & Zhang, Dayong & Guo, Kun & Ji, Qiang, 2024. "Emission trading schemes and cross-border mergers and acquisitions," Journal of Environmental Economics and Management, Elsevier, vol. 124(C).
- Changyu Liu & Wei Li & Le Chang & Qiang Ji, 2024. "How to govern greenwashing behaviors in green finance products: a tripartite evolutionary game approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.
- Jun Li & Jiajia Li & Kun Guo & Qiang Ji & Dayong Zhang, 2024.
"Policy spillovers from climate actions to energy poverty: international evidence,"
Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
- Li, Jun & Li, Jiajia & Guo, Kun & Ji, Qiang & Zhang, Dayong, 2024. "Policy spillovers from climate actions to energy poverty: International evidence," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11.
- Zhang, Dayong & Wu, Yalin & Ji, Qiang & Guo, Kun & Lucey, Brian, 2024. "Climate impacts on the loan quality of Chinese regional commercial banks," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Chan, Ying Tung & Ji, Qiang & Zhang, Dayong, 2024. "Optimal monetary policy responses to carbon and green bubbles:A two-sector DSGE analysis," Energy Economics, Elsevier, vol. 130(C).
- Ma, Rufei & Fu, Xinxin & Ji, Qiang & Zhai, Pengxiang, 2024. "Do climate-exposed firms hold more cash? Global evidence," Economics Letters, Elsevier, vol. 237(C).
- Dayong Zhang & Kun Guo & Qiang Ji, 2024. "Resolve climate-policy uncertainties in the US and China," Nature, Nature, vol. 625(7996), pages 663-663, January.
- Guo, Kun & Luan, Liyuan & Cai, Xiaoli & Zhang, Dayong & Ji, Qiang, 2024. "Energy trade stability of China: Policy options with increasing climate risks," Energy Policy, Elsevier, vol. 184(C).
- Pengxiang Zhai & Ying Fan & Qiang Ji & Yan-Ran Ma, 2024. "Climate Risks And Financial Markets: A Review Of The Literature," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-25, November.
- Sun, Xiaolei & Shen, Yiran & Guo, Kun & Ji, Qiang, 2023. "Sovereign ratings change under climate risks," Research in International Business and Finance, Elsevier, vol. 66(C).
- Chen, Yajie & Guo, Kun & Ji, Qiang & Zhang, Dayong, 2023. "“Not all climate risks are alike”: Heterogeneous responses of financial firms to natural disasters in China," Finance Research Letters, Elsevier, vol. 52(C).
- Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023.
"Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(3), pages 365-381, July.
- Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers 202126, University of Pretoria, Department of Economics.
- Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2023.
"The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence,"
Research in International Business and Finance, Elsevier, vol. 64(C).
- Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021. "The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence," Working Papers 202174, University of Pretoria, Department of Economics.
- Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
- Donglan Liu & Xin Liu & Kun Guo & Qiang Ji & Yingxian Chang, 2023. "Spillover Effects among Electricity Prices, Traditional Energy Prices and Carbon Market under Climate Risk," IJERPH, MDPI, vol. 20(2), pages 1-18, January.
- Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).
- Fei Wu & Zhiwei Zhang & Dayong Zhang & Qiang Ji, 2023. "Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach," Annals of Operations Research, Springer, vol. 330(1), pages 119-153, November.
- Xin Sheng & Rangan Gupta & Qiang Ji, 2023.
"The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States,"
Risks, MDPI, vol. 11(11), pages 1-9, October.
- Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers 202302, University of Pretoria, Department of Economics.
- Liu, Zhenhua & Ji, Qiang & Zhai, Pengxiang & Ding, Zhihua, 2023. "Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications," Research in International Business and Finance, Elsevier, vol. 66(C).
- Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023.
"Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023,"
Finance Research Letters, Elsevier, vol. 58(PC).
- Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023. "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers 202318, University of Pretoria, Department of Economics.
- Guo, Kun & Liu, Fengqi & Sun, Xiaolei & Zhang, Dayong & Ji, Qiang, 2023. "Predicting natural gas futures’ volatility using climate risks," Finance Research Letters, Elsevier, vol. 55(PA).
- Zhang, Qi & Gu, Baihe & Zhang, Haiying & Ji, Qiang, 2023. "Emission reduction mode of China's provincial transportation sector: Based on “Energy+” carbon efficiency evaluation," Energy Policy, Elsevier, vol. 177(C).
- Lei, Lei & Zhang, Dayong & Ji, Qiang & Guo, Kun & Wu, Fei, 2023. "A text-based managerial climate attention index of listed firms in China," Finance Research Letters, Elsevier, vol. 55(PA).
- Luo, Jiawen & Marfatia, Hardik A. & Ji, Qiang & Klein, Tony, 2023. "Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets," Energy Economics, Elsevier, vol. 117(C).
- Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023.
"Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks,"
Finance Research Letters, Elsevier, vol. 54(C).
- Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022. "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers 202237, University of Pretoria, Department of Economics.
- Guo, Kun & Li, Yichong & Zhang, Yunhan & Ji, Qiang & Zhao, Wanli, 2023. "How are climate risk shocks connected to agricultural markets?," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023.
"The impacts of oil price volatility on financial stress: Is the COVID-19 period different?,"
International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
- Xin Sheng & Won Joong Kim & Rangan Gupta & Qiang Ji, 2021. "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers 202184, University of Pretoria, Department of Economics.
- Chai, Shanglei & Cao, Mengjun & Li, Qiang & Ji, Qiang & Liu, Zuankuo, 2023. "Exploring the nexus between ESG disclosure and corporate sustainable growth: Moderating role of media attention," Finance Research Letters, Elsevier, vol. 58(PC).
- Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022. "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 134-157, January.
- Zhaobo Zhu & Licheng Sun & Jun Tu & Qiang Ji, 2022. "Oil price shocks and stock market anomalies," Financial Management, Financial Management Association International, vol. 51(2), pages 573-612, June.
- Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022.
"Forecasting oil prices over 150 years: The role of tail risks,"
Resources Policy, Elsevier, vol. 75(C).
- Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers 202120, University of Pretoria, Department of Economics.
- Qiang Ji & Ronald D. Ripple & Dayong Zhang & Yuqian Zhao, 2022. "Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies," The Energy Journal, , vol. 43(1_suppl), pages 1-24, June.
- Hardik A. Marfatia & Qiang Ji & Jiawen Luo, 2022. "Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 383-404, March.
- Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
- Wang, Tiantian & Qu, Wan & Zhang, Dayong & Ji, Qiang & Wu, Fei, 2022. "Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach," Energy, Elsevier, vol. 259(C).
- Zhao, Wan-Li & Fan, Ying & Ji, Qiang, 2022. "Extreme risk spillover between crude oil price and financial factors," Finance Research Letters, Elsevier, vol. 46(PA).
- Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022.
"Forecasting oil and gold volatilities with sentiment indicators under structural breaks,"
Energy Economics, Elsevier, vol. 105(C).
- Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers 202130, University of Pretoria, Department of Economics.
- Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang, 2022. "Calendar anomalies in passion investments: Price patterns and profit opportunities," Research in International Business and Finance, Elsevier, vol. 61(C).
- Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022.
"Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices,"
The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021. "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers 202119, University of Pretoria, Department of Economics.
- Ding, Hao & Ji, Qiang & Ma, Rufei & Zhai, Pengxiang, 2022. "High-carbon screening out: A DCC-MIDAS-climate policy risk method," Finance Research Letters, Elsevier, vol. 47(PA).
- Xin Sheng & Rangan Gupta & Qiang Ji, 2022.
"Forecasting charge-off rates with a panel Tobit model: the role of uncertainty,"
Applied Economics Letters, Taylor & Francis Journals, vol. 29(10), pages 927-931, June.
- Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers 202092, University of Pretoria, Department of Economics.
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022.
"Evolving United States stock market volatility: The role of conventional and unconventional monetary policies,"
The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021. "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers 202113, University of Pretoria, Department of Economics.
- Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022. "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, vol. 313(1), pages 77-103, June.
- Qiang Ji & Ronald D. Ripple & Dayong Zhang, 2022. "Introduction to the Special Issue on “Energy Market Transition, Financialization and Integrationâ€," The Energy Journal, , vol. 43(1_suppl), pages 1-4, June.
- Chen, Yingtong & Zhang, Dayong & Ji, Qiang, 2022. "Impacts of regional cooperation agreements on international tourism: Evidence from a quasi-natural experiment," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 663-676.
- Liu, Bing-Yue & Fan, Ying & Ji, Qiang & Hussain, Nazim, 2022. "High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system," Energy Economics, Elsevier, vol. 105(C).
- Plakandaras, Vasilios & Ji, Qiang, 2022. "Intrinsic decompositions in gold forecasting," Journal of Commodity Markets, Elsevier, vol. 28(C).
- Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2022. "Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models," International Journal of Forecasting, Elsevier, vol. 38(1), pages 51-73.
- Ma, Rufei & Deng, Liqian & Ji, Qiang & Zhai, Pengxiang, 2022. "Environmental regulations, clean energy access, and household energy poverty: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
- Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021.
"Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities,"
International Review of Economics & Finance, Elsevier, vol. 71(C), pages 289-298.
- Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020. "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers 202078, University of Pretoria, Department of Economics.
- Li, Chunzhi & Xiao, Wei & Zhang, Dayong & Ji, Qiang, 2021. "Low-carbon transformation of cities: Understanding the demand for dockless bike sharing in China," Energy Policy, Elsevier, vol. 159(C).
- Geng, Jiang-Bo & Liu, Changyu & Ji, Qiang & Zhang, Dayong, 2021. "Do oil price changes really matter for clean energy returns?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 150(C).
- Ma, Yan-Ran & Ji, Qiang & Wu, Fei & Pan, Jiaofeng, 2021. "Financialization, idiosyncratic information and commodity co-movements," Energy Economics, Elsevier, vol. 94(C).
- Zhiwei Zhang & Dayong Zhang & Fei Wu & Qiang Ji, 2021. "Systemic risk in the Chinese financial system: A copula‐based network approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2044-2063, April.
- Xiang Xu & Jian Yu & Dayong Zhang & Qiang Ji, 2021. "Energy Insecurity, Economic Growth, And The Role Of Renewable Energy: A Cross-Country Panel Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 66(02), pages 323-343, March.
- Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021.
"Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2612-2636, April.
- Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying, 2019. "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," MPRA Paper 101387, University Library of Munich, Germany, revised Jan 2020.
- Ji, Qiang & Bouri, Elie & Kristoufek, Ladislav & Lucey, Brian, 2021. "Realised volatility connectedness among Bitcoin exchange markets," Finance Research Letters, Elsevier, vol. 38(C).
- Geng, Jiang-Bo & Du, Ya-Juan & Ji, Qiang & Zhang, Dayong, 2021. "Modeling return and volatility spillover networks of global new energy companies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
- Ma, Yu & Zhang, Yang & Ji, Qiang, 2021. "Do oil shocks affect Chinese bank risk?," Energy Economics, Elsevier, vol. 96(C).
- Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021.
"Time-varying impact of pandemics on global output growth,"
Finance Research Letters, Elsevier, vol. 41(C).
- Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020. "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers 202062, University of Pretoria, Department of Economics.
- Dayong Zhang & Qiang Ji & Wan-Li Zhao & Nicholas J Horsewood, 2021. "Regional housing price dependency in the UK: A dynamic network approach," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 1014-1031, April.
- Dayong Zhang & Jun Li & Qiang Ji & Shunsuke Managi, 2021. "Climate variations, culture and economic behaviour of Chinese households," Climatic Change, Springer, vol. 167(1), pages 1-18, July.
- Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021.
"House price synchronization across the US states: The role of structural oil shocks,"
The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020. "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers 202076, University of Pretoria, Department of Economics.
- Ma, Rufei & Cai, Huan & Ji, Qiang & Zhai, Pengxiang, 2021. "The impact of feed-in tariff degression on R&D investment in renewable energy: The case of the solar PV industry," Energy Policy, Elsevier, vol. 151(C).
- Liu, Xiaoguang & Ji, Qiang & Yu, Jian, 2021. "Sustainable development goals and firm carbon emissions: Evidence from a quasi-natural experiment in China," Energy Economics, Elsevier, vol. 103(C).
- Wu, Fei & Zhang, Dayong & Ji, Qiang, 2021. "Systemic risk and financial contagion across top global energy companies," Energy Economics, Elsevier, vol. 97(C).
- Rangan Gupta & Xin Sheng & Qiang Ji, 2021.
"Movements in real estate uncertainty in the United States: the role of oil shocks,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(13), pages 1059-1065, July.
- Rangan Gupta & Xin Sheng & Qiang Ji, 2020. "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers 202035, University of Pretoria, Department of Economics.
- Geng, Jiang-Bo & Chen, Fu-Rui & Ji, Qiang & Liu, Bing-Yue, 2021. "Network connectedness between natural gas markets, uncertainty and stock markets," Energy Economics, Elsevier, vol. 95(C).
- Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021.
"Monetary policy and speculative spillovers in financial markets,"
Research in International Business and Finance, Elsevier, vol. 56(C).
- Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020. "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers 202032, University of Pretoria, Department of Economics.
- Yang, Yuying & Ma, Yan-Ran & Hu, Min & Zhang, Dayong & Ji, Qiang, 2021. "Extreme risk spillover between chinese and global crude oil futures," Finance Research Letters, Elsevier, vol. 40(C).
- Chevallier, Julien & Goutte, Stéphane & Ji, Qiang & Guesmi, Khaled, 2021. "Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," Energy Policy, Elsevier, vol. 149(C).
- Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021. "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, vol. 58(C).
- Zhang, Dayong & Zhang, Zhiwei & Ji, Qiang & Lucey, Brian & Liu, Jia, 2021. "Board characteristics, external governance and the use of renewable energy: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Liu, Jiaguo & Li, Sujuan & Ji, Qiang, 2021. "Regional differences and driving factors analysis of carbon emission intensity from transport sector in China," Energy, Elsevier, vol. 224(C).
- Zhu, Zhaobo & Ji, Qiang & Sun, Licheng & Zhai, Pengxiang, 2020. "Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Geng, Jiang-Bo & Xu, Xiao-Yue & Ji, Qiang, 2020. "The time-frequency impacts of natural gas prices on US economic activity," Energy, Elsevier, vol. 205(C).
- Satish Kumar & Aviral Kumar Tiwari & I. D. Raheem & Qiang Ji, 2020.
"Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach,"
Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3055-3072, June.
- Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Research Africa Network Working Papers 19/092, Research Africa Network (RAN).
- Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers of the African Governance and Development Institute. 19/092, African Governance and Development Institute..
- Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers 19/092, European Xtramile Centre of African Studies (EXCAS).
- Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020.
"Spillover of sentiment in the European Union: Evidence from time- and frequency-domains,"
International Review of Economics & Finance, Elsevier, vol. 68(C), pages 105-130.
- Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019. "Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains," Working Papers 201909, University of Pretoria, Department of Economics.
- Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020.
"Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017. "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers 201759, University of Pretoria, Department of Economics.
- Li, Yanfei & Ji, Qiang & Zhang, Dayong, 2020. "Technological catching up and innovation policies in China: What is behind this largely successful story?," Technological Forecasting and Social Change, Elsevier, vol. 153(C).
- Wang, Ying & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Regional renewable energy development in China: A multidimensional assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 124(C).
- Luo, Jiawen & Ji, Qiang & Klein, Tony & Todorova, Neda & Zhang, Dayong, 2020. "On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks," Energy Economics, Elsevier, vol. 89(C).
- Ji, Qiang & Liu, Bing-Yue & Zhao, Wan-Li & Fan, Ying, 2020. "Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS," International Review of Financial Analysis, Elsevier, vol. 68(C).
- Dayong Zhang & Wanli Zhao & Fei Wu & Qiang Ji, 2020. "Financial Integration in Asia: A Systemic View on Currency Markets," Asian Economic Papers, MIT Press, vol. 19(2), pages 41-58, Summer.
- Xia, Tongshui & Ji, Qiang & Geng, Jiang-Bo, 2020. "Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
- Zhang, Dayong & Li, Jun & Ji, Qiang, 2020. "Does better access to credit help reduce energy intensity in China? Evidence from manufacturing firms," Energy Policy, Elsevier, vol. 145(C).
- Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020.
"The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach,"
Research in International Business and Finance, Elsevier, vol. 54(C).
- Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers 202043, University of Pretoria, Department of Economics.
- Qiang Ji & Syed Jawad Hussain Shahzad & Elie Bouri & Muhammad Tahir Suleman, 2020. "Dynamic structural impacts of oil shocks on exchange rates: lessons to learn," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-19, December.
- Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020.
"Copula-based local dependence among energy, agriculture and metal commodities markets,"
Energy, Elsevier, vol. 202(C).
- Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Qiang Ji, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Working Papers hal-02501815, HAL.
- Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, vol. 196(C).
- Hu, Min & Zhang, Dayong & Ji, Qiang & Wei, Lijian, 2020. "Macro factors and the realized volatility of commodities: A dynamic network analysis," Resources Policy, Elsevier, vol. 68(C).
- Yu Ma & Jun Shi & Qiang Ji, 2020. "Capital sudden stop, savings rate difference and economic growth: evidence based on 49 emerging economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 16(8), pages 2117-2135, July.
- Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020.
"The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries,"
Energy Economics, Elsevier, vol. 91(C).
- Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers 202024, University of Pretoria, Department of Economics.
- Ji, Qiang & Bahloul, Walid & Geng, Jiang-Bo & Gupta, Rangan, 2020. "Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective," Research in International Business and Finance, Elsevier, vol. 52(C).
- Zhang, Dayong & Hu, Min & Ji, Qiang, 2020. "Financial markets under the global pandemic of COVID-19," Finance Research Letters, Elsevier, vol. 36(C).
- Ji, Qiang & Zhang, Dayong & Zhao, Yuqian, 2020. "Searching for safe-haven assets during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Wu, Fei & Zhao, Wan-Li & Ji, Qiang & Zhang, Dayong, 2020. "Dependency, centrality and dynamic networks for international commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 118-132.
- Marfatia, Hardik & Zhao, Wan-Li & Ji, Qiang, 2020. "Uncovering the global network of economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 53(C).
- Yang, Mian & Hou, Yaru & Ji, Qiang & Zhang, Dayong, 2020. "Assessment and optimization of provincial CO2 emission reduction scheme in China: An improved ZSG-DEA approach," Energy Economics, Elsevier, vol. 91(C).
- Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019.
"Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states,"
The Journal of Economic Asymmetries, Elsevier, vol. 19(C), pages 1-1.
- Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018. "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers 201850, University of Pretoria, Department of Economics.
- Zhang, Dayong & Lei, Lei & Ji, Qiang & Kutan, Ali M., 2019. "Economic policy uncertainty in the US and China and their impact on the global markets," Economic Modelling, Elsevier, vol. 79(C), pages 47-56.
- Ji, Qiang & Li, Jianping & Sun, Xiaolei, 2019. "Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports," Finance Research Letters, Elsevier, vol. 30(C), pages 420-425.
- Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang, 2019. "Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 273-284.
- Zhang, Dayong & Ji, Qiang & Kutan, Ali M., 2019. "Dynamic transmission mechanisms in global crude oil prices: Estimation and implications," Energy, Elsevier, vol. 175(C), pages 1181-1193.
- Ji, Qiang & Zhang, Dayong, 2019. "How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?," Energy Policy, Elsevier, vol. 128(C), pages 114-124.
- Yan‐ran Ma & Qiang Ji & Jiaofeng Pan, 2019. "Oil financialization and volatility forecast: Evidence from multidimensional predictors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(6), pages 564-581, September.
- Song, Yingjie & Ji, Qiang & Du, Ya-Juan & Geng, Jiang-Bo, 2019. "The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets," Energy Economics, Elsevier, vol. 84(C).
- Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019. "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 257-272.
- Li, Jiajia & Zhang, Jian & Zhang, Dayong & Ji, Qiang, 2019. "Does gender inequality affect household green consumption behaviour in China?," Energy Policy, Elsevier, vol. 135(C).
- Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2019. "Information interdependence among energy, cryptocurrency and major commodity markets," Energy Economics, Elsevier, vol. 81(C), pages 1042-1055.
- Boako, Gideon & Tiwari, Aviral Kumar & Ibrahim, Muazu & Ji, Qiang, 2019. "Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models," Finance Research Letters, Elsevier, vol. 31(C).
- Qiang Ji & Jianping Li & Xiaolei Sun, 2019. "New Challenge and Research Development in Global Energy Financialization," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(12), pages 2669-2672, September.
- Xu, Xiaofeng & Wei, Zhifei & Ji, Qiang & Wang, Chenglong & Gao, Guowei, 2019. "Global renewable energy development: Influencing factors, trend predictions and countermeasures," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
- Cuilin Li & Ya-Juan Du & Qiang Ji & Jiang-bo Geng, 2019. "Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets," Sustainability, MDPI, vol. 11(19), pages 1-23, October.
- Xia, Yan & Kong, Yishu & Ji, Qiang & Zhang, Dayong, 2019. "Impacts of China-US trade conflicts on the energy sector," China Economic Review, Elsevier, vol. 58(C).
- Ji, Qiang & Liu, Bing-Yue & Fan, Ying, 2019. "Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model," Energy Economics, Elsevier, vol. 77(C), pages 80-92.
- Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
- Ji, Qiang & Zhang, Dayong, 2019. "China’s crude oil futures: Introduction and some stylized facts," Finance Research Letters, Elsevier, vol. 28(C), pages 376-380.
- Ji, Qiang & Zhang, Hai-Ying & Zhang, Dayong, 2019. "The impact of OPEC on East Asian oil import security: A multidimensional analysis," Energy Policy, Elsevier, vol. 126(C), pages 99-107.
- Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018.
"Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis,"
The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 103-113.
- Qiang Ji & Hardik A. Marfatia & Rangan Gupta, 2018. "Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis," Working Papers 201815, University of Pretoria, Department of Economics.
- Luo, Jiawen & Ji, Qiang, 2018. "High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets," Energy Economics, Elsevier, vol. 76(C), pages 424-438.
- Qiang Ji & Ying Fan & Mike Troilo & Ronald D. Ripple & Lianyong Feng, 2018. "China’s Natural Gas Demand Projections and Supply Capacity Analysis in 2030," The Energy Journal, , vol. 39(6), pages 53-70, November.
- Zhang, Dayong & Ji, Qiang, 2018. "Further evidence on the debate of oil-gas price decoupling: A long memory approach," Energy Policy, Elsevier, vol. 113(C), pages 68-75.
- Ji, Qiang & Geng, Jiang-Bo & Tiwari, Aviral Kumar, 2018. "Information spillovers and connectedness networks in the oil and gas markets," Energy Economics, Elsevier, vol. 75(C), pages 71-84.
- Ji, Qiang & Bouri, Elie & Roubaud, David, 2018.
"Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities,"
International Review of Financial Analysis, Elsevier, vol. 57(C), pages 1-12.
- David Roubaud & Bouri Elie & Qiang Ji, 2018. "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," Post-Print hal-02081506, HAL.
- Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018.
"Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 203-213.
- Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017. "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers 201729, University of Pretoria, Department of Economics.
- Ji, Qiang & Liu, Bing-Yue & Nehler, Henrik & Uddin, Gazi Salah, 2018. "Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach," Energy Economics, Elsevier, vol. 76(C), pages 115-126.
- Qiang Ji, Ying Fan, Mike Troilo, Ronald D. Ripple, and Lianyong Feng, 2018. "China's Natural Gas Demand Projections and Supply Capacity Analysis in 2030," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
- Jia, Jun-Jun & Xu, Jin-Hua & Fan, Ying & Ji, Qiang, 2018. "Willingness to accept energy-saving measures and adoption barriers in the residential sector: An empirical analysis in Beijing, China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 95(C), pages 56-73.
- Zhang, Yi & Ji, Qiang & Fan, Ying, 2018. "The price and income elasticity of China's natural gas demand: A multi-sectoral perspective," Energy Policy, Elsevier, vol. 113(C), pages 332-341.
- Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, vol. 75(C), pages 14-27.
- Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018. "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, vol. 69(C), pages 79-88.
- Liu, Bing-Yue & Ji, Qiang & Fan, Ying, 2017. "Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model," Energy Economics, Elsevier, vol. 68(C), pages 53-65.
- Shaikh, Faheemullah & Ji, Qiang & Shaikh, Pervez Hameed & Mirjat, Nayyar Hussain & Uqaili, Muhammad Aslam, 2017. "Forecasting China’s natural gas demand based on optimised nonlinear grey models," Energy, Elsevier, vol. 140(P1), pages 941-951.
- Bing-Yue Liu & Qiang Ji & Ying Fan, 2017. "A new time-varying optimal copula model identifying the dependence across markets," Quantitative Finance, Taylor & Francis Journals, vol. 17(3), pages 437-453, March.
- Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2017. "The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective," Energy Economics, Elsevier, vol. 67(C), pages 98-110.
- Ji, Qiang & Fan, Ying, 2016. "How do China's oil markets affect other commodity markets both domestically and internationally?," Finance Research Letters, Elsevier, vol. 19(C), pages 247-254.
- Jiang-Bo Geng & Qiang Ji, 2016. "Technological innovation and renewable energy development: evidence based on patent counts," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 15(3), pages 217-234.
- Ji, Qiang & Fan, Ying, 2016. "Modelling the joint dynamics of oil prices and investor fear gauge," Research in International Business and Finance, Elsevier, vol. 37(C), pages 242-251.
- David C. Broadstock & Ying Fan & Qiang Ji & Dayong Zhang, 2016.
"Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms,"
The Energy Journal, , vol. 37(1_suppl), pages 55-86, January.
- David C. Broadstock, Ying Fan, Qiang Ji, and Dayong Zhang, 2016. "Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
- Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2016. "The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective," Energy, Elsevier, vol. 101(C), pages 266-277.
- Ji, Qiang & Fan, Ying, 2016. "Evolution of the world crude oil market integration: A graph theory analysis," Energy Economics, Elsevier, vol. 53(C), pages 90-100.
- Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2016. "The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model," Energy Policy, Elsevier, vol. 96(C), pages 167-178.
- Shaikh, Faheemullah & Ji, Qiang & Fan, Ying, 2016. "Prospects of Pakistan–China Energy and Economic Corridor," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 253-263.
- Qiang Ji & Ming-Lei Liu & Ying Fan, 2015. "Effects of Structural Oil Shocks on Output, Exchange Rate, and Inflation in the BRICS Countries: A Structural Vector Autoregression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1129-1140, November.
- Zhang, Hai-Ying & Ji, Qiang & Fan, Ying, 2015. "What drives the formation of global oil trade patterns?," Energy Economics, Elsevier, vol. 49(C), pages 639-648.
- Ji, Qiang & Guo, Jian-Feng, 2015. "Market interdependence among commodity prices based on information transmission on the Internet," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 426(C), pages 35-44.
- Shaikh, Faheemullah & Ji, Qiang & Fan, Ying, 2015. "The diagnosis of an electricity crisis and alternative energy development in Pakistan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1172-1185.
- Ji, Qiang & Guo, Jian-Feng, 2015. "Oil price volatility and oil-related events: An Internet concern study perspective," Applied Energy, Elsevier, vol. 137(C), pages 256-264.
- Ji, Qiang & Geng, Jiang-Bo & Fan, Ying, 2014. "Separated influence of crude oil prices on regional natural gas import prices," Energy Policy, Elsevier, vol. 70(C), pages 96-105.
- Geng, Jiang-Bo & Ji, Qiang & Fan, Ying, 2014. "A dynamic analysis on global natural gas trade network," Applied Energy, Elsevier, vol. 132(C), pages 23-33.
- Zhang, Hai-Ying & Ji, Qiang & Fan, Ying, 2014. "Competition, transmission and pattern evolution: A network analysis of global oil trade," Energy Policy, Elsevier, vol. 73(C), pages 312-322.
- Geng, Jiang-Bo & Ji, Qiang, 2014. "Multi-perspective analysis of China's energy supply security," Energy, Elsevier, vol. 64(C), pages 541-550.
- Zhang, Hai-Ying & Ji, Qiang & Fan, Ying, 2013. "An evaluation framework for oil import security based on the supply chain with a case study focused on China," Energy Economics, Elsevier, vol. 38(C), pages 87-95.
- Liu, Ming-Lei & Ji, Qiang & Fan, Ying, 2013. "How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index," Energy, Elsevier, vol. 55(C), pages 860-868.
- Guo, Jian-Feng & Ji, Qiang, 2013. "How does market concern derived from the Internet affect oil prices?," Applied Energy, Elsevier, vol. 112(C), pages 1536-1543.
- Ji, Qiang & Fan, Ying, 2011. "A dynamic hedging approach for refineries in multiproduct oil markets," Energy, Elsevier, vol. 36(2), pages 881-887.
Chapters
- Fei Wu & Dayong Zhang & Qiang Ji, 2023. "Intermarket Risk Transmission Across Energy, Carbon, and Commodities," Springer Books, in: Farhad Taghizadeh-Hesary & Dayong Zhang (ed.), The Handbook of Energy Policy, chapter 27, pages 761-786, Springer.
- Fei Wu & Dayong Zhang & Qiang Ji, 2023. "Energy Market Financialization and Its Policy Implications," Springer Books, in: Farhad Taghizadeh-Hesary & Dayong Zhang (ed.), The Handbook of Energy Policy, chapter 14, pages 403-425, Springer.
- Dayong Zhang & Qiang Ji, 2022. "Review of the Development of Energy Finance," Springer Books, in: Christos Floros & Ioannis Chatziantoniou (ed.), Applications in Energy Finance, chapter 0, pages 3-24, Springer.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 36 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (16) 2017-08-27 2020-03-30 2020-03-30 2020-04-27 2020-06-15 2020-08-17 2020-09-07 2021-03-08 2021-03-15 2021-12-13 2023-07-17 2024-03-11 2024-05-13 2024-05-13 2024-06-24 2025-04-07. Author is listed
- NEP-ENE: Energy Economics (15) 2018-10-08 2020-06-22 2020-08-17 2020-09-07 2021-02-01 2021-03-15 2021-04-26 2021-11-08 2021-12-13 2022-09-12 2023-02-13 2023-07-17 2024-03-11 2024-04-29 2024-05-13. Author is listed
- NEP-MAC: Macroeconomics (9) 2020-05-04 2020-06-15 2020-06-22 2020-08-24 2020-09-07 2020-09-07 2021-03-08 2021-04-26 2021-11-08. Author is listed
- NEP-FOR: Forecasting (6) 2020-06-15 2020-06-22 2020-10-26 2021-03-15 2021-04-26 2025-04-07. Author is listed
- NEP-FMK: Financial Markets (5) 2021-04-26 2022-06-13 2024-04-29 2024-05-13 2025-04-07. Author is listed
- NEP-ENV: Environmental Economics (4) 2024-04-29 2024-05-13 2025-06-09 2025-08-11
- NEP-SEA: South East Asia (4) 2018-03-05 2020-06-15 2020-06-22 2022-09-12
- NEP-CBA: Central Banking (3) 2020-05-04 2021-03-08 2021-04-26
- NEP-CWA: Central and Western Asia (3) 2021-03-08 2021-03-15 2021-04-26
- NEP-ORE: Operations Research (3) 2020-10-26 2021-03-15 2021-04-26
- NEP-URE: Urban and Real Estate Economics (3) 2018-03-05 2018-08-27 2020-09-07
- NEP-AGR: Agricultural Economics (2) 2020-03-30 2020-03-30
- NEP-BAN: Banking (2) 2020-10-26 2024-03-11
- NEP-BIG: Big Data (2) 2021-04-26 2025-04-07
- NEP-TUR: Tourism Economics (2) 2025-06-09 2025-08-11
- NEP-CFN: Corporate Finance (1) 2017-08-27
- NEP-CIS: Confederation of Independent States (1) 2022-06-13
- NEP-CMP: Computational Economics (1) 2025-04-07
- NEP-CNA: China (1) 2024-03-11
- NEP-EEC: European Economics (1) 2019-02-11
- NEP-FDG: Financial Development and Growth (1) 2025-04-07
- NEP-HIS: Business, Economic and Financial History (1) 2017-08-27
- NEP-IFN: International Finance (1) 2025-04-07
- NEP-INT: International Trade (1) 2020-06-15
- NEP-ISF: Islamic Finance (1) 2021-03-15
- NEP-MON: Monetary Economics (1) 2021-04-26
- NEP-OPM: Open Economy Macroeconomics (1) 2024-05-13
- NEP-PAY: Payment Systems and Financial Technology (1) 2017-04-30
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