Maoxi Tian

Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model

Maoxi Tian, Muneer M. Alshater, Seong‐Min Yoon · Energy Economics · 2022 · 48 citations

Business, Economics, Finance +17

The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies

Maoxi Tian, Rim El Khoury, Muneer M. Alshater · Journal of International Financial Markets Institutions and Money · 2022 · 42 citations

Business, Economics, Finance +17

High-dimensional nonlinear dependence and risk spillovers analysis between China’s carbon market and its major influence factors

Shaobin Zhang, Hao Ji, Maoxi Tian et al. · Annals of Operations Research · 2022 · 35 citations · Full text

Management, Economics, Risk Management +17

GARCH copula quantile regression model for risk spillover analysis

Maoxi Tian, Hao Ji · Finance research letters · 2021 · 30 citations

Business, Economics, Finance +14

Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model

Maoxi Tian, Fei Guo, Rong Niu · The North American Journal of Economics and Finance · 2022 · 26 citations

Business, Economics, Finance +14