Xie He

Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

Wenting Zhang, Xie He, Shigeyuki Hamori · International Review of Financial Analysis · 2022 · 127 citations

Empirical Finance, Volatility Spillover, Economics +10

The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments

Wenting Zhang, Xie He, Shigeyuki Hamori · International Review of Financial Analysis · 2023 · 67 citations

Economics, International Finance, Higher Order Moments +8

Is volatility spillover enough for investor decisions? A new viewpoint from higher moments

Xie He, Shigeyuki Hamori · Journal of International Money and Finance · 2021 · 62 citations

Empirical Finance, Market Microstructure, Economics +8

Spillover effects between energies, gold, and stock: the United States versus China

Xie He, Tetsuya Takiguchi, Tadahiro Nakajima et al. · Energy & Environment · 2020 · 48 citations

Volatility Modeling, Trade, Commodity Market +18

How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe

Wenting Zhang, Xie He, Tadahiro Nakajima et al. · Energies · 2020 · 41 citations · Full text

Volatility Modeling, Greater Volatility Spillover, Economic Fluctuation +17