Risk spillovers between FinTech and traditional financial institutions: Evidence from the US J Li, J Li, X Zhu, Y Yao, B Casu International Review of Financial Analysis 71, 101544, 2020 | 177 | 2020 |
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective X Sun, J Wang, Y Yao, J Li, J Li International Review of Financial Analysis 68, 101271, 2020 | 84 | 2020 |
Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19 J Li, R Liu, Y Yao, Q Xie Resources Policy 77, 102646, 2022 | 53 | 2022 |
Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach Q Xie, R Liu, T Qian, J Li Energy Economics 102, 105484, 2021 | 48 | 2021 |
Carbon price prediction considering climate change: A text-based framework Q Xie, J Hao, J Li, X Zheng Economic Analysis and Policy 74, 382-401, 2022 | 42 | 2022 |
Consumer’s risk perception on the Belt and Road countries: Evidence from the cross-border e-commerce J Li, Y Yao, Y Xu, J Li, L Wei, X Zhu Electronic Commerce Research 19, 823-840, 2019 | 38 | 2019 |
Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions J Li, Y Yao, J Li, X Zhu Emerging Markets Review 40, 100624, 2019 | 35 | 2019 |
Risk dependence between energy corporations: A text-based measurement approach J Li, J Li, X Zhu International Review of Economics & Finance 68, 33-46, 2020 | 28 | 2020 |
COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis Q Xie, L Cheng, R Liu, X Zheng, J Li Finance Research Letters 52, 103545, 2023 | 22 | 2023 |