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Yahua Xu
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Cited by
Cited by
Year
Spillovers in higher moments and jumps across US stock and strategic commodity markets
E Bouri, X Lei, N Jalkh, Y Xu, H Zhang
Resources Policy 72, 102060, 2021
1272021
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
H Zhang, C Jin, E Bouri, W Gao, Y Xu
Journal of Commodity Markets, 100275, 2022
542022
National culture and corporate risk-taking around the world
B Frijns, F Hubers, D Kim, TY Roh, Y Xu
Global Finance Journal, 100710, 2022
452022
Connectedness in implied higher-order moments of precious metals and energy markets
E Bouri, X Lei, Y Xu, H Zhang
Energy, 125588, 2022
292022
Intraday return predictability in the cryptocurrency markets: momentum, reversal, or both
Z Wen, E Bouri, Y Xu, Y Zhao
The North American Journal of Economics and Finance, 101733, 2022
292022
Intraday momentum and return predictability: Evidence from the crude oil market
Z Wen, X Gong, D Ma, Y Xu
Economic Modelling, 2020
262020
The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market
X Zhang, E Bouri, Y Xu, G Zhang
Energy Economics 109, 105950, 2022
232022
Intraday return predictability: Evidence from commodity ETFs and their related volatility indices
Y Xu, E Bouri, T Saeed, Z Wen
Resources Policy 69, 101830, 2020
212020
Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition
J Da Fonseca, Y Xu
Energy Economics 67, 410-422, 2017
192017
Global predictive power of the upside and downside variances of the US equity market
Y Xu, X Jun, L Zhang
Economic Modelling, 2020
142020
Volatility‐of‐volatility risk in the crude oil market
TY Roh, A Tourani‐Rad, Y Xu, Y Zhao
Journal of Futures Markets, 2020
122020
Cross-asset time-series momentum: Crude oil volatility and global stock markets
A Fernandez-Perez, I Indriawan, Y Tse, Y Xu
Journal of Banking & Finance 154, 106704, 2023
112023
Dynamic asymmetric dependence and portfolio management in cryptocurrency markets
D Li, Y Shi, L Xu, Y Xu, Y Zhao
Finance Research Letters, 102829, 2022
102022
Variance and skew risk premiums for the volatility market: The VIX evidence
J Da Fonseca, Y Xu
Journal of Futures Markets 39 (3), 302-321, 2019
102019
Bad volatility is not always bad: evidence from the commodity markets
I Indriawan, D Lien, TY Roh, Y Xu
Applied Economics, 1-19, 2020
72020
Downside uncertainty shocks in the oil and gold markets
TY Roh, SJ Byun, Y Xu
International Review of Economics & Finance 66, 291-307, 2020
62020
Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak
F Su, F Wang, Y Xu
Asia-Pacific Financial Markets, 1-30, 2024
22024
Extracting gold risk premium via dimension reduction tools: implication on the gold–inflation relationship
TY Roh, BY Lee, Y Xu
Applied Economics Letters, 1-10, 2024
2024
Intraday and overnight tail risks in the crude oil market: Evidence from oil-related regular news and extreme shocks
C Wang, E Bouri, Y Xu, D Zhang
Energy Economics, 107121, 2023
2023
Intraday Return Predictability in the Crude Oil Market: The Role of EIA Inventory Announcements
Z Wen, I Indriawan, D Lien, Y Xu
The Energy Journal 44 (5), 2023
2023
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