Concepedia

Yahua Xu

YX

Statistics

Publications

14

Citations

540

H-Index

12

Active since

2017

Affiliations

Central University of Finance and Economics(Current)

Lebanese American University

Auckland University of Technology

Central South University

Université Paris 1 Panthéon-Sorbonne

Yahua Xu is an author at Central University of Finance and Economics specializing in finance, asset pricing, and business.

Top concepts

FinanceBusinessAsset PricingEconomicsFinancial EconomicsEmpirical FinanceEconomic AnalysisVolatility ModelingGlobal FinanceMarket Microstructure

Publications per year

2017–2022

14

Publications

14

Spillovers in higher moments and jumps across US stock and strategic commodity markets

Elie Bouri, Xiaojie Lei, Naji Jalkh et al. · Resources Policy · 2021 · 156 citations

Market Microstructure, Empirical Finance, Economics +11

Realized higher-order moments spillovers between commodity and stock markets: Evidence from China

Hongwei Zhang, Jin Chen, Elie Bouri et al. · Journal of commodity markets · 2022 · 85 citations

Economics, Financial Economics, Asset Pricing +10

Connectedness in implied higher-order moments of precious metals and energy markets

Elie Bouri, Xiaojie Lei, Yahua Xu et al. · Energy · 2022 · 56 citations

Market Microstructure, Econophysics, Economics +9

National culture and corporate risk-taking around the world

Bart Frijns, Frank Hubers, Donghoon Kim et al. · Global Finance Journal · 2022 · 50 citations · Full text

The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market

Xinxin Zhang, Elie Bouri, Yahua Xu et al. · Energy Economics · 2022 · 34 citations

Empirical Finance, Volatility Modeling, Economics +9

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