Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis

Lu Yang, Xiao Jing Cai, Shigeyuki Hamori

International Review of Economics & Finance

EconomicsMacroeconomicsTradeOil-exporting CountriesExchange Rate Movement +9

Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective

Lu Yang

Energy Economics

Dynamic Economic ModelEconomicsExternal ShockHigh UncertaintyEconomic Policy +11

Interdependence of foreign exchange markets: A wavelet coherence analysis

Lu Yang, Xiao Jing Cai, Huimin Zhang, +1

Economic Modelling

Global MarketsEconomicsInternational FinanceBusinessExchange Rate +4

Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis

Kai Wu, Jingran Zhu, Mingli Xu, +1

The North American Journal of Economics and Finance

EconomicsInternational FinanceMacroeconomicsMarket TrendFinancial Time Series Analysis +6

Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network

Weiping Zhang, Zhuang Xin-tian, Jian Wang, +1

The North American Journal of Economics and Finance

EconomicsChinese SectorsFinancial Risk ManagementFinancial NetworkRisk Management +7

Asymmetric risk spillover between financial market uncertainty and the carbon market: A GAS–DCS–copula approach

Nannan Yuan, Lu Yang

Journal of Cleaner Production

Empirical FinanceEconomicsFinancial EconomicsFinancial Risk ManagementManagement +6

Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework

Weiping Zhang, Zhuang Xin-tian, Lu Yang, +1

International Review of Financial Analysis

EconomicsVolatility ModelingFinancial EconomicsAsset PricingG20 Stock Markets +8

Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries

Lu Yang, Lei Yang, Shigeyuki Hamori

International Review of Financial Analysis

EconomicsInternational FinanceDependence StructuresSovereign Credit DefaultCredit Market +9

Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market

Kung‐Cheng Ho, Lu Yang, Sijia Luo

Journal of Business Research

Financial EconomicsInformation Disclosure RatingsAccountingChinese Capital MarketBusiness +5

The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?

Lu Yang, Shigeyuki Hamori

International Review of Financial Analysis

EconomicsCarbon MarketsFintechOnly DiversificationCarbon Emission Trading +8