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Liya Hau

Ningbo University

H指数:12

被引数:610

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Time-Frequency Quantile Co-movement Between Agricultural Commodities and Sovereign CDS: Evidence from Latin America Countries

农业商品与主权CDS之间的时频分位数协同运动：来自拉丁美洲国家的证据

Research in International Business and Finance

IF6.9

2025-09-300

PRE

Multiscale information network among fossil energy, renewable energy and ESG investment under the Russo-Ukrainian conflict

俄乌冲突下化石能源、可再生能源与ESG投资之间的多尺度信息网络

Research in International Business and Finance

IF6.9

2025-09-290

PRE

Dynamic tail risk connectedness among green REITs, sustainability products, and fossil energy assets under external shocks

外部冲击下绿色房地产投资信托基金、可持续发展产品和化石能源资产之间的动态尾部风险关联性

FINANCE RESEARCH LETTERS

IF6.9

2025-04-012

PRE

Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2024-10-011

PRE

Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2023-07-0128

PRE

Quantile Dependence between Crude Oil and China's Biofuel Feedstock Commodity Market

IF3.3

2023-06-021

OA

Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2022-07-0118

PRE

Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2022-07-0119

PRE

How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2022-01-0112

PRE

Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2021-07-0151

PREAI

Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2021-01-0126

PREAI

Heterogeneous dependence between crude oil price volatility and China's agriculture commodity futures: Evidence from quantile-on-quantile regression

IF9.4

2020-12-0163

PREAI

Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2020-11-0111

PREAI

Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2020-10-0171

PREAI