Access Statistics for Libo Yin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does investor attention matter? The attention-return relation in gold futures market 0 0 0 5 1 1 8 23
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 1 32 0 6 16 92
Total Working Papers 0 0 1 37 1 7 24 115

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can investor attention predict oil prices? 0 0 7 19 1 4 38 116
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 0 3 22 0 0 6 68
Do foreign institutional investors stabilize the capital market? 0 0 2 20 1 2 13 95
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 1 1 2 1 8 32 51
Does investor attention matter? The attention-return relationships in FX markets 0 0 6 15 2 7 45 91
Does oil price respond to macroeconomic uncertainty? New evidence 0 0 1 10 2 4 9 64
Environmental Efficiency and Its Determinants for Manufacturing in China 1 1 2 5 1 2 14 62
Exogenous Shocks and Information Transmission in Global Copper Futures Markets 0 0 0 0 0 0 2 70
Exogenous impacts on the links between energy and agricultural commodity markets 0 0 0 10 0 0 6 88
Exogenous shocks and the spillover effects between uncertainty and oil price 0 1 2 17 0 3 16 99
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 2 7 2 4 14 52
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 0 1 3 22 0 3 14 74
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 1 5 0 0 1 24
Macroeconomic impacts on commodity prices: China vs. the United States 0 0 0 7 0 1 8 25
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 0 0 5 20 1 5 19 58
Macroeconomic uncertainty: does it matter for commodity prices? 0 1 3 48 0 5 10 115
Oil and the short-term predictability of stock return volatility 0 0 3 10 0 3 16 45
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 0 2 12 46 2 13 58 150
Oil prices and news-based uncertainty: Novel evidence 3 7 8 17 5 11 25 57
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 1 5 15 0 4 19 62
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 2 5 15 0 3 27 72
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 1 2 2 4 2 4 10 27
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 1 5 0 0 6 13
Predicting the oil prices: Do technical indicators help? 0 1 9 22 0 1 27 109
Spillovers of macroeconomic uncertainty among major economies 2 3 8 40 4 7 16 84
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 1 2 7 0 2 9 30
The effects of investor attention on commodity futures markets 0 1 4 14 2 3 14 48
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China 0 0 0 4 0 2 3 18
The role of news-based implied volatility among US financial markets 1 5 10 21 3 8 21 55
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 2 8 2 3 14 51
Total Journal Articles 8 30 109 457 31 112 512 1,973

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Statistics updated 2020-09-04