Tangyong Liu

Analyzing time-varying volatility spillovers between the crude oil markets using a new method

Tangyong Liu, Xu Gong · Energy Economics · 2020 · 205 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +15

What drives oil prices? — A Markov switching VAR approach

Xu Gong, Keqin Guan, Liqing Chen et al. · Resources Policy · 2021 · 37 citations

Dynamic Economic Model, Economics, Volatility Modeling +7

Analyzing quantile spillover effects among international financial markets

Jie Wang, Tangyong Liu, Na Pan · The North American Journal of Economics and Finance · 2023 · 25 citations

Empirical Finance, Quantile Spillover Effects, Economics +6

Analyzing pure contagion between crude oil and agricultural futures markets

Xu Gong, Yujing Jin, Tangyong Liu · Energy · 2023 · 23 citations

Economics, Trade, Crude Oil +6

Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets

Tangyong Liu, Xu Gong, Boqiang Lin · Journal of Futures Markets · 2021 · 22 citations

Economics, Volatility Modeling, Financial Economics +14