Yong Jiang

Nanjing University of Aeronautics and Astronautics (per OpenAlex) · ORCID · OpenAlex

6 papers in scope · 5 published · 2 on the econ.EM arXiv · 105 citations · h-index 4 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 6)

Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model

published2018 · Sustainability · 10 citations

with Chaoqun Ma, Xiaoguang Yang, Yi-Shuai Ren

Sustainability

Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis

published2018 · Economic Modelling · 44 citations

with Zhongbao Zhou, Yan Liu, Ling Lin, Qing Liu

Economic Modelling

Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis

published2018 · Finance research letters · 41 citations

with Ling Lin, Zhongbao Zhou, Qing Liu

Finance research letters

Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain

working paper2018 · arXiv · 1 citations

with Zhongbao Zhou

Paper profile arXiv arXiv:1803.02962

Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market

published2017 · International Review of Finance · 9 citations

with Chaoqun Ma, Danyan Wen, Gang-Jin Wang

International Review of Finance

A Trend‐Switching Financial Time Series Model with Level‐Duration Dependence

published2012 · Mathematical Problems in Engineering

with Qingsheng Wang, Aifan Ling, Tao Huang, Min Chen

Mathematical Problems in Engineering

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.