|
Domain Stabilization for Model-Free Option Implied Moment Estimation
|
Journal of Financial Econometrics |
2025 |
A* |
|
Informativeness of truncation in the options market
|
Finance Research Letters |
2025 |
A |
|
Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis
|
The North American Journal of Economics and Finance |
2018 |
B |
|
Predictability of crude oil prices: An investor perspective
|
Energy Economics |
2018 |
A* |
|
Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model
|
Energy Economics |
2018 |
A* |
|
Forecasting crude oil market volatility: A Markov switching multifractal volatility approach
|
International Journal of Forecasting |
2016 |
A |
|
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?
|
Management Science |
2015 |
A* |
|
Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets
|
The North American Journal of Economics and Finance |
2014 |
B |
|
Hedging crude oil using refined product: A regime switching asymmetric DCC approach
|
Energy Economics |
2014 |
A* |
|
Oil price shocks and agricultural commodity prices
|
Energy Economics |
2014 |
A* |
|
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures-Cash Basis
|
The Journal of Futures Markets |
2013 |
A |
|
Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries
|
Journal of Comparative Economics |
2013 |
A |
|
Dynamic and asymmetric dependences between Chinese yuan and other Asia-pacific currencies
|
The Journal of Futures Markets |
2013 |
A |
|
The Informational Role of Stock and Warrant Trades: Empirical Evidence from China
|
Emerging Markets Finance and Trade |
2010 |
B |
|
Weather, Inventory and Common Jump Dynamics in Natural Gas Futures and Spot Markets
|
The Journal of Futures Markets |
2010 |
A |
|
Intraday return and volatility spill-over across international copper futures markets
|
International Journal of Managerial Finance |
2009 |
A |
|
The Effects of Structural Breaks and Long Memory on Currency Hedging
|
The Journal of Futures Markets |
2009 |
A |
|
Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets
|
Journal of Banking & Finance |
2008 |
A* |
|
Hedging with Chinese metal futures
|
Global Finance Journal |
2008 |
A |
|
Spot-futures spread, time-varying correlation, and hedging with currency futures
|
The Journal of Futures Markets |
2006 |
A |
|
Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data
|
Quarterly Review of Economics and Finance |
2005 |
B |
|
Alternative settlement methods and Australian individual share futures contracts
|
Journal of International Financial Markets, Institutions and Money |
2004 |
A |
|
Return Autocorrelations on Individual Stocks and Corresponding Futures: Evidence from Australian, Hong Kong, and United Kingdom Markets
|
Review of Pacific Basin Financial Markets and Policies |
2004 |
B |
|
Return Autocorrelations on individual Stocks and Corresponding Futures: Evidence from Australian, Hong Kong, and United kingdom Markets
|
Review of Pacific Basin Financial Markets and Policies |
2004 |
B |
|
Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market
|
International Review of Economics |
2003 |
C |
|
Options expiration effects and the role of individual share futures contracts
|
The Journal of Futures Markets |
2003 |
A |
|
The value of public information in commodity futures markers
|
Journal of Economic Behavior and Organization |
1997 |
A* |