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 7 0 2 44 88
What drives long-term oil market volatility? Fundamentals versus Speculation 0 0 0 35 0 3 18 134
Total Working Papers 0 0 0 42 0 5 62 222

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adjusted dividend-price ratios and stock return predictability: Evidence from China 0 1 3 16 1 3 27 67
Aggregate profit instability and time variations in momentum returns: Evidence from China 0 0 0 15 0 1 13 74
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 0 0 3 33 0 4 31 171
Can investor attention predict oil prices? 0 0 0 28 2 7 15 186
Can investors attention on oil markets predict stock returns? 0 0 0 4 1 1 10 52
Can skewness of the futures‐spot basis predict currency spot returns? 0 0 1 16 0 1 7 78
Can skewness predict currency excess returns? 0 0 2 35 2 3 12 107
Can the intermediary capital risk predict foreign exchange rates? 0 0 0 12 1 2 11 37
Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets 0 0 0 8 0 0 12 79
Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach 0 0 0 11 0 0 14 62
Chinese Stock Returns and the Role of News-Based Uncertainty 0 0 0 5 1 1 5 18
Co-movements in commodity prices: Global, sectoral and commodity-specific factors 0 0 0 35 1 2 11 109
Common idiosyncratic volatility and returns: From an investment horizon perspective 0 0 0 4 2 2 9 28
Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships 0 0 0 9 0 4 13 54
Currency strategies based on momentum, carry trade and skewness 0 1 1 38 2 4 26 136
Do foreign institutional investors stabilize the capital market? 0 1 1 25 2 6 20 132
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets 0 0 0 2 0 0 4 75
Does investor attention matter? The attention-return relationships in FX markets 0 1 2 27 0 3 23 159
Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors 0 0 0 7 0 1 4 104
Does oil price respond to macroeconomic uncertainty? New evidence 0 0 1 17 1 4 10 93
Dynamic link between oil prices and exchange rates: A non-linear approach 0 0 1 25 0 1 14 112
Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 0 0 1 25 0 1 15 109
Environmental Efficiency and Its Determinants for Manufacturing in China 0 0 0 10 0 0 15 103
Exogenous Shocks and Information Transmission in Global Copper Futures Markets 0 0 0 0 0 0 10 88
Exogenous impacts on the links between energy and agricultural commodity markets 0 0 0 13 0 2 11 116
Exogenous shocks and the spillover effects between uncertainty and oil price 0 0 0 28 0 3 13 162
Firms' profit instability and the cross-section of stock returns: Evidence from China 0 1 4 14 1 6 33 72
Firm’s quality increases and the cross-section of stock returns: Evidence from China 1 1 3 31 1 3 17 91
Forecasting the CNY-CNH pricing differential: The role of investor attention 0 0 0 17 1 3 26 130
Forecasting the oil prices: What is the role of skewness risk? 0 0 0 5 0 1 10 26
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance 0 0 4 35 1 1 24 117
Intermediary asset pricing in commodity futures returns 0 0 0 14 0 1 14 59
International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming 0 0 0 5 1 1 10 35
Investor Attention and Stock Returns: International Evidence 0 0 2 12 0 0 12 52
Investor attention and currency performance: international evidence 0 0 1 9 0 0 9 36
Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty 0 0 1 8 2 5 19 60
It's not that important: The negligible effect of oil market uncertainty 0 0 0 6 0 2 9 56
Macroeconomic impacts on commodity prices: China vs. the United States 0 0 1 14 2 2 12 65
Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis 1 3 7 45 1 6 16 134
Macroeconomic uncertainty: does it matter for commodity prices? 0 1 1 56 1 2 14 155
News implied volatility and long-term foreign exchange market volatility 0 0 1 14 0 2 19 76
Oil and the short-term predictability of stock return volatility 0 0 2 32 1 4 19 147
Oil market uncertainty and international business cycle dynamics 0 1 1 10 0 2 7 52
Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model 2 3 11 107 3 12 43 341
Oil prices and news-based uncertainty: Novel evidence 0 0 0 31 0 1 8 114
Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach 0 0 1 9 0 0 15 42
Oil volatility risk and stock market volatility predictability: Evidence from G7 countries 0 0 0 21 1 2 5 114
Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? 0 1 1 29 2 8 30 160
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming 0 0 1 11 0 1 16 58
Our currency, your attention: Contagion spillovers of investor attention on currency returns 0 0 0 9 1 1 8 47
Predictability of structural co-movement in commodity prices: the role of technical indicators 0 0 0 12 0 1 12 60
Predicting the oil prices: Do technical indicators help? 0 1 3 70 0 1 27 242
Spillovers of macroeconomic uncertainty among major economies 0 0 1 49 1 1 9 110
Systemic risk and dynamics of contagion: a duplex inter-bank network 0 0 1 14 0 1 14 64
Systemic risk in international stock markets: Role of the oil market 0 0 1 9 0 0 6 58
The effect of oil returns on the stock markets network 0 0 0 2 0 0 8 13
The effects of investor attention on commodity futures markets 0 0 1 19 1 4 11 86
The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China 0 0 1 14 1 2 6 62
The predictive performance of the currency futures basis for spot returns 0 0 0 9 0 0 11 70
The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China 0 0 0 4 2 2 15 48
The role of news-based implied volatility among US financial markets 0 0 0 33 0 1 11 102
Uncertainty and currency performance: A quantile-on-quantile approach 0 0 0 27 0 0 10 126
Understanding cryptocurrency volatility: The role of oil market shocks 0 0 3 36 1 5 43 155
Understanding stock market volatility: What is the role of U.S. uncertainty? 1 2 3 59 3 5 23 226
What drives long-term oil market volatility? Fundamentals versus speculation 0 0 1 12 0 1 17 94
Total Journal Articles 5 18 73 1,361 44 146 973 6,266

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07