Access Statistics for Qiang Ji

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 0 4 11 46
Copula-based local dependence among energy, agriculture and metal commodities markets 0 1 1 26 0 5 23 65
Copula-based local dependence between energy, agriculture and metal commodity markets 0 0 0 24 0 1 7 36
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 0 0 1 0 4 11 28
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 1 1 4 0 2 8 22
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 1 1 8 0 6 13 54
Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries 0 0 0 4 0 4 15 43
Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment 0 0 0 2 0 2 8 59
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 15 0 4 16 52
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 0 0 1 4 14 52
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 1 5 19 34
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 0 2 21 118
Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty 0 0 0 7 0 1 9 69
Forecasting Oil Price over 150 Years: The Role of Tail Risks 0 0 0 29 2 7 21 122
Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions 0 0 0 27 0 7 39 267
Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks 0 0 0 23 0 3 16 96
Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models 0 0 0 0 4 10 18 23
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 0 10 25 35
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 1 3 9 16
Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility 0 0 0 15 1 9 25 140
House Price Synchronization across the US States: The Role of Structural Oil Shocks 0 0 0 3 0 2 9 43
How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence 0 0 0 19 0 4 16 66
INTERNATIONAL TOURISM AND GLOBAL BIODIVERSITY RISKS 0 1 4 9 0 4 26 31
Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities 0 0 0 3 0 3 12 81
Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis 0 0 0 6 0 3 11 132
International Tourism and Global Biodiversity Risks 0 0 7 7 0 4 29 30
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 0 3 11 27
Monetary Policy and Speculative Spillovers in Financial Markets 0 0 0 15 0 4 8 61
Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach 0 0 0 33 0 4 21 224
Oil price shocks and stock market anomalies 0 0 1 5 0 0 3 12
Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks 0 0 0 0 0 2 13 44
Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets 0 0 0 14 0 3 11 39
Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices 0 0 0 2 0 2 10 42
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 0 0 0 60 1 2 12 183
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 0 4 20 70
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 0 3 8 98
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 1 3 11 72
The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States 0 0 0 10 0 4 13 32
The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different? 0 0 0 10 0 4 14 41
The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence 0 0 0 7 1 7 14 32
The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach 0 0 0 27 0 6 16 120
Time-Varying Impact of Pandemics on Global Output Growth 0 0 0 11 0 2 13 87
Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets 0 0 3 9 0 4 35 52
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 0 1 14 1 5 26 38
Total Working Papers 0 4 19 554 14 175 690 3,034


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic analysis on global natural gas trade network 0 0 1 34 0 5 22 132
A dynamic hedging approach for refineries in multiproduct oil markets 0 0 0 8 0 2 10 57
A new time-varying optimal copula model identifying the dependence across markets 1 2 4 43 1 9 21 109
A text-based managerial climate attention index of listed firms in China 5 8 21 40 8 21 74 116
An evaluation framework for oil import security based on the supply chain with a case study focused on China 1 3 4 41 2 9 17 204
Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models 0 1 2 14 1 2 21 65
Assessment and optimization of provincial CO2 emission reduction scheme in China: An improved ZSG-DEA approach 0 1 2 9 2 7 17 70
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications 0 0 0 2 1 5 13 17
Board characteristics, external governance and the use of renewable energy: International evidence 1 2 5 18 2 3 32 66
CLIMATE RISKS AND FINANCIAL MARKETS: A REVIEW OF THE LITERATURE 1 3 22 52 4 9 51 125
Calendar anomalies in passion investments: Price patterns and profit opportunities 0 1 3 17 0 5 26 63
Can ESG enhance the efficacy of emissions trading systems on enterprise productivity: Evidence from China 0 0 0 0 0 5 20 22
Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia 0 1 6 6 1 5 33 41
Can municipal bonds hedge US state-level climate risks? 0 0 0 2 0 4 9 13
Capital sudden stop, savings rate difference and economic growth: evidence based on 49 emerging economies 0 0 3 8 0 1 7 17
China’s Natural Gas Demand Projections and Supply Capacity Analysis in 2030 0 0 0 0 0 4 13 13
China’s crude oil futures: Introduction and some stylized facts 0 1 1 20 0 8 12 126
Climate awareness in management and deviation from target leverage: Evidence from China 0 0 1 1 1 4 10 11
Climate events matter in the global natural gas market 0 1 3 10 0 6 21 39
Climate impacts on the loan quality of Chinese regional commercial banks 0 1 9 44 0 4 47 113
Climate policy uncertainty and bank risk management: Evidence from China 0 1 1 1 1 10 12 12
Climate policy uncertainty and the green bond market: fresh insights from the QARDL model 0 1 6 8 0 5 22 25
Climate risk performance and returns integration of Chinese listed energy companies 0 0 0 4 0 4 12 24
Climate variations, culture and economic behaviour of Chinese households 0 0 1 10 1 4 16 49
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets 0 0 0 2 0 3 6 19
Competition, transmission and pattern evolution: A network analysis of global oil trade 0 1 1 24 1 5 10 129
Complex risk contagions among large international energy firms: A multi-layer network analysis 0 0 0 7 1 4 17 43
Copula-based local dependence among energy, agriculture and metal commodities markets 0 0 0 4 0 3 15 64
Coupling between global climate policy uncertainty and economic policy uncertainty 1 4 14 22 4 13 47 73
Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers 0 0 0 3 1 1 19 24
Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies 0 0 0 2 1 4 11 17
Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach 0 0 0 6 0 2 15 43
Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach 0 0 1 23 0 4 13 104
Dependency, centrality and dynamic networks for international commodity futures prices 0 0 2 27 1 3 14 85
Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics 0 0 0 1 0 3 6 12
Do climate-exposed firms hold more cash? Global evidence 1 1 5 10 3 7 19 33
Do oil price changes really matter for clean energy returns? 0 1 5 13 0 3 16 36
Do oil shocks affect Chinese bank risk? 0 1 1 30 0 5 11 77
Does better access to credit help reduce energy intensity in China? Evidence from manufacturing firms 0 1 4 13 0 3 15 58
Does climate risk affect the performance of companies in China? 1 3 11 14 1 9 33 38
Does gender inequality affect household green consumption behaviour in China? 0 0 0 48 1 8 24 152
Does public attention to biodiversity matter to stock markets? 0 0 1 1 0 2 18 22
Dynamic connectedness and integration in cryptocurrency markets 0 0 14 94 8 20 107 420
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 8 2 4 9 40
Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities 0 0 1 18 0 4 14 105
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model 0 0 0 24 1 2 11 125
Dynamic structural impacts of oil shocks on exchange rates: lessons to learn 0 1 1 17 0 3 12 72
Dynamic transmission mechanisms in global crude oil prices: Estimation and implications 0 0 2 10 1 6 20 65
ENERGY INSECURITY, ECONOMIC GROWTH, AND THE ROLE OF RENEWABLE ENERGY: A CROSS-COUNTRY PANEL ANALYSIS 0 0 0 9 1 3 6 26
ESG performance and corporate external financing in China: The role of rating disagreement 1 2 4 13 4 19 62 98
Economic policy uncertainty in the US and China and their impact on the global markets 0 0 4 206 1 11 40 637
Effect of green industrial policy on China's outward renewable energy investment 0 0 4 10 0 3 24 40
Effects of Structural Oil Shocks on Output, Exchange Rate, and Inflation in the BRICS Countries: A Structural Vector Autoregression Approach 0 0 2 9 0 5 14 46
Effects of carbon tax on energy transition, emissions and economy amid technological progress 0 1 5 10 0 6 29 39
Emission reduction mode of China's provincial transportation sector: Based on “Energy+” carbon efficiency evaluation 0 0 1 2 1 7 14 31
Emission trading schemes and cross-border mergers and acquisitions 0 1 4 6 0 10 41 67
Energy market reforms in China and the time-varying connectedness of domestic and international markets 0 0 0 5 2 8 20 41
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 0 1 2 8 25 32
Energy trade stability of China: Policy options with increasing climate risks 0 0 4 9 0 4 19 31
Environmental regulations, clean energy access, and household energy poverty: Evidence from China 0 1 1 4 2 6 13 22
Evolution of the world crude oil market integration: A graph theory analysis 0 0 0 44 0 5 15 176
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 0 2 9 1 3 22 54
Excess stock returns and corporate environmental performance in China 0 0 0 2 1 6 24 37
Exploring the nexus between ESG disclosure and corporate sustainable growth: Moderating role of media attention 2 6 23 40 3 12 49 76
Extreme risk spillover between chinese and global crude oil futures 0 0 0 5 1 3 16 46
Extreme risk spillover between crude oil price and financial factors 0 0 0 11 1 4 23 45
Financial Integration in Asia: A Systemic View on Currency Markets* 0 0 0 28 1 5 15 85
Financial markets under the global pandemic of COVID-19 1 4 19 152 8 21 119 732
Financialization, idiosyncratic information and commodity co-movements 0 0 1 15 1 2 16 73
Forecasting China’s natural gas demand based on optimised nonlinear grey models 0 0 0 13 0 3 10 85
Forecasting charge-off rates with a panel Tobit model: the role of uncertainty 0 0 0 1 0 1 8 12
Forecasting oil and gold volatilities with sentiment indicators under structural breaks 0 0 0 8 2 7 20 54
Forecasting oil prices over 150 years: The role of tail risks 0 1 1 3 2 5 18 32
Forecasting portfolio variance: a new decomposition approach 1 1 3 3 1 7 19 20
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models 0 0 5 16 1 9 30 66
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 0 2 2 12 25 31
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 0 4 15 21
Forecasting the volatility of agricultural commodity futures: The role of co‐volatility and oil volatility 0 0 3 19 0 3 14 47
From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic 0 0 3 6 0 7 21 29
Further evidence on the debate of oil-gas price decoupling: A long memory approach 0 0 0 32 1 3 18 154
Geopolitical risk and vulnerability of energy markets 1 1 4 6 9 25 59 67
Global climate policy uncertainty and financial markets 0 3 16 21 4 20 69 100
Global renewable energy development: Influencing factors, trend predictions and countermeasures 1 1 3 62 4 5 33 242
Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 1 1 1 38 4 7 16 104
Heterogeneous impacts of climate change news on China's financial markets 0 2 4 16 1 8 30 59
High-carbon screening out: A DCC-MIDAS-climate policy risk method 0 0 0 6 2 8 16 38
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system 0 1 2 24 1 6 22 84
High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets 1 2 2 34 1 8 31 161
House price synchronization across the US states: The role of structural oil shocks 0 0 1 7 0 2 13 35
How are climate risk shocks connected to agricultural markets? 0 5 18 33 2 11 55 96
How connected is the oil-bank network? Firm-level and high-frequency evidence 0 0 0 0 1 7 29 33
How do China's oil markets affect other commodity markets both domestically and internationally? 0 0 0 14 0 3 18 111
How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties 0 0 2 4 1 11 23 33
How does environmental regulatory stringency shape ESG? Evidence from cross-listing 1 1 5 5 1 7 24 24
How does market concern derived from the Internet affect oil prices? 0 0 0 11 0 0 8 78
How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index 1 1 2 44 2 8 16 204
How much does financial development contribute to renewable energy growth and upgrading of energy structure in China? 0 0 3 51 1 1 16 212
How to govern greenwashing behaviors in green finance products: a tripartite evolutionary game approach 0 1 1 4 1 10 27 51
How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets? 0 1 4 7 3 9 23 28
Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach 0 0 3 3 2 9 29 33
Impact of relaxing internal-migration restrictions on agricultural TFP of rural households: evidence from China 0 0 0 0 1 2 9 9
Impacts of China-US trade conflicts on the energy sector 0 0 1 39 0 6 17 153
Impacts of regional cooperation agreements on international tourism: Evidence from a quasi-natural experiment 0 0 0 3 0 6 16 25
Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities 0 0 0 11 1 4 22 69
Information interdependence among energy, cryptocurrency and major commodity markets 0 0 2 75 0 2 16 220
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis 1 1 1 8 2 2 11 58
Information spillovers and connectedness networks in the oil and gas markets 0 0 2 21 0 7 15 96
Inhibition or inducement? The impact of carbon emissions trading scheme (ETS) on corporate earnings management from the perspective of public pressure 0 0 0 1 1 7 20 21
International tourism and global biodiversity risks 0 0 2 2 3 11 32 32
Intra-day co-movements of crude oil futures: China and the international benchmarks 0 0 0 1 2 9 28 45
Intrinsic decompositions in gold forecasting 0 0 3 10 1 5 20 31
Introduction to the Special Issue on “Energy Market Transition, Financialization and Integration†0 0 0 0 0 0 5 7
Investor sentiments and extreme risk spillovers from oil to stock markets: evidence from Asian countries 0 0 0 0 0 2 9 12
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 0 2 0 3 25 34
Low-carbon transformation of cities: Understanding the demand for dockless bike sharing in China 0 0 1 8 0 3 13 42
Macro factors and the realized volatility of commodities: A dynamic network analysis 0 0 0 12 1 3 10 62
Market interdependence among commodity prices based on information transmission on the Internet 0 0 0 4 1 2 13 36
Market reforms and determinants of import natural gas prices in China 0 0 3 20 0 0 10 76
Measuring crisis from climate risk spillovers in European electricity markets 0 1 3 8 2 7 22 35
Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports 0 0 0 15 0 2 12 76
Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions 0 0 1 9 1 2 20 51
Modeling return and volatility spillover networks of global new energy companies 0 0 2 10 0 2 12 44
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS 0 0 3 39 1 1 13 109
Modelling the joint dynamics of oil prices and investor fear gauge 0 0 0 5 0 2 12 76
Monetary policy and speculative spillovers in financial markets 0 1 1 9 0 7 16 51
Monetary policy uncertainty and ESG performance across energy firms 0 1 2 4 1 9 60 72
Movements in real estate uncertainty in the United States: the role of oil shocks 0 0 1 12 0 3 10 42
Multi-perspective analysis of China's energy supply security 0 0 1 13 0 0 4 80
Multiscale Market Integration and Nonlinear Granger Causality between Natural Gas Futures and Physical Markets 0 0 0 3 1 2 10 43
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach 0 0 1 35 1 8 28 198
Network connectedness between natural gas markets, uncertainty and stock markets 0 0 2 17 1 10 24 91
New Challenge and Research Development in Global Energy Financialization 0 0 0 1 0 1 7 17
Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis 0 0 0 3 0 2 9 36
Oil financialization and volatility forecast: Evidence from multidimensional predictors 0 0 1 27 0 2 9 72
Oil price shocks and stock market anomalies 0 0 0 2 0 1 6 28
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry 0 0 4 22 0 1 34 122
Oil price volatility and oil-related events: An Internet concern study perspective 0 0 5 47 0 4 21 176
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks 0 0 0 10 0 6 19 60
On the interactive effects of climate policies: Insights from a stock-flow consistent model 0 0 7 11 2 7 27 39
Optimal Climate Policy Mix for Green Transition: A Growth Model with Endogenous Labor Supply 0 2 7 7 1 7 17 17
Optimal monetary policy responses to carbon and green bubbles:A two-sector DSGE analysis 0 0 6 28 2 8 36 71
Policy spillovers from climate actions to energy poverty: International evidence 0 0 0 1 1 1 11 15
Policy spillovers from climate actions to energy poverty: international evidence 0 0 0 0 0 3 12 14
Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks 0 0 0 4 0 0 11 21
Predicting natural gas futures’ volatility using climate risks 0 1 1 11 0 4 14 34
Price effects after one-day abnormal returns and crises in the stock markets 1 1 4 5 1 6 22 26
Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices 0 0 4 18 0 6 27 79
Prospects of Pakistan–China Energy and Economic Corridor 0 0 1 73 1 5 19 244
Realised volatility connectedness among Bitcoin exchange markets 0 0 2 13 1 4 24 69
Regional differences and driving factors analysis of carbon emission intensity from transport sector in China 0 0 2 14 0 3 17 57
Regional housing price dependency in the UK: A dynamic network approach 0 0 2 20 1 3 13 60
Regional renewable energy development in China: A multidimensional assessment 0 0 1 13 0 3 20 100
Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises 2 2 4 9 2 8 45 59
Resolve climate-policy uncertainties in the US and China 2 3 11 43 2 6 38 115
Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model 0 0 4 44 0 1 25 219
Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model 1 2 6 52 2 6 30 221
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 0 0 1 10 1 5 14 68
Searching for safe-haven assets during the COVID-19 pandemic 0 1 3 68 0 9 24 219
Seeing is believing: Forecasting crude oil price trend from the perspective of images 0 2 10 18 0 8 33 50
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 1 3 0 6 10 22
Separated influence of crude oil prices on regional natural gas import prices 0 0 0 36 0 2 8 182
Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms 0 0 0 0 0 3 12 16
Sovereign ratings change under climate risks 1 1 7 19 1 6 37 59
Spillover Effects among Electricity Prices, Traditional Energy Prices and Carbon Market under Climate Risk 0 0 0 1 0 3 16 30
Spillover among biodiversity attention, climate policy uncertainty and global stock markets 0 0 3 3 0 8 21 26
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 0 0 3 0 3 10 25
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 1 4 0 3 8 31
Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter? 0 1 3 22 1 10 19 114
Sustainable development goals and firm carbon emissions: Evidence from a quasi-natural experiment in China 0 0 1 12 0 3 11 53
Systemic risk and financial contagion across top global energy companies 2 2 3 25 3 5 19 80
Systemic risk in the Chinese financial system: A copula‐based network approach 0 1 3 23 3 11 21 71
Technological catching up and innovation policies in China: What is behind this largely successful story? 0 0 5 48 1 9 35 165
Technological innovation and renewable energy development: evidence based on patent counts 0 0 1 15 0 1 7 78
The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States 0 0 0 0 0 2 7 8
The Macroeconomics of Strategic Petroleum Reserve 0 0 4 4 3 9 27 29
The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective 1 1 1 9 1 3 7 68
The diagnosis of an electricity crisis and alternative energy development in Pakistan 0 0 1 23 0 3 14 130
The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets 0 0 2 37 1 5 22 149
The impact of OPEC on East Asian oil import security: A multidimensional analysis 0 0 0 16 1 3 16 90
The impact of climate policy on the risk contagion in China’s stock markets 0 0 0 0 0 3 6 6
The impact of feed-in tariff degression on R&D investment in renewable energy: The case of the solar PV industry 0 0 1 11 11 16 28 71
The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model 0 0 1 10 4 14 27 87
The impacts of oil price volatility on financial stress: Is the COVID-19 period different? 0 0 0 3 0 3 18 34
The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries 0 0 0 26 2 3 14 77
The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence 1 1 1 4 2 3 13 23
The price and income elasticity of China's natural gas demand: A multi-sectoral perspective 0 0 0 44 0 4 11 200
The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective 0 0 0 33 0 4 15 160
The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach 0 0 3 21 0 3 17 95
The time-frequency impacts of natural gas prices on US economic activity 0 1 1 7 0 3 10 35
Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach 0 0 0 1 0 3 9 16
Time-varying impact of pandemics on global output growth 0 0 0 6 0 4 15 37
Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets 1 1 1 1 1 10 14 14
To be green or not to be: How governmental regulation shapes financial institutions' greenwashing behaviors in green finance 0 1 2 16 1 11 26 57
Tourism in pandemic: the role of digital travel vouchers in China 0 0 0 0 0 3 15 27
Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 0 0 0 12 1 3 20 87
Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach 0 0 4 28 1 11 30 123
Uncovering the global network of economic policy uncertainty 0 0 2 12 1 4 16 61
What drives natural gas prices in the United States? – A directed acyclic graph approach 0 0 0 37 1 8 20 156
What drives the formation of global oil trade patterns? 0 0 1 21 1 8 21 152
Willingness to accept energy-saving measures and adoption barriers in the residential sector: An empirical analysis in Beijing, China 0 0 0 8 0 0 14 61
“Not all climate risks are alike”: Heterogeneous responses of financial firms to natural disasters in China 0 1 3 28 0 4 21 70
Total Journal Articles 36 106 492 3,500 209 1,111 4,206 15,542
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Energy Market Financialization and Its Policy Implications 0 0 0 1 3 9 28 85
Intermarket Risk Transmission Across Energy, Carbon, and Commodities 0 0 1 2 0 0 5 21
Review of the Development of Energy Finance 0 0 0 0 0 2 11 29
Total Chapters 0 0 1 3 3 11 44 135


Statistics updated 2026-07-10