Lu Yang

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 · 2017 · 200 citations

Economics, Macroeconomics, Trade +11

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

Lu Yang · Energy Economics · 2019 · 157 citations

Dynamic Economic Model, Economics, External Shock +13

Interdependence of foreign exchange markets: A wavelet coherence analysis

Lu Yang, Xiao Jing Cai, Huimin Zhang et al. · Economic Modelling · 2016 · 119 citations

Global Markets, Economics, International Finance +6

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

Kai Wu, Jingran Zhu, Mingli Xu et al. · The North American Journal of Economics and Finance · 2020 · 114 citations

Economics, International Finance, Macroeconomics +8

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

Weiping Zhang, Zhuang Xin-tian, Jian Wang et al. · The North American Journal of Economics and Finance · 2020 · 113 citations · Full text

Economics, Chinese Sectors, Financial Risk Management +9