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Author

Yue Shang

ORCID: 0000-0001-5962-6698
Observed ORCID: 0000-0001-5962-6698
OpenAlex ID: A5079940407
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets
2019 · Jingyu Jin, Jiang Yu, et al. · Physica A Statistical Mechanics and its Applications · 99
Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach
2018 · Likun Lei, Yue Shang, et al. · Finance research letters · 41
Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains
2019 · Sheng Zeng, Xinchun Liu, et al. · Physica A Statistical Mechanics and its Applications · 27
Can China's national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market
2023 · Pengfei Zhu, Tuantuan Lu, et al. · Finance research letters · 18
Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occam's window approach
2022 · Yue Shang, Yu Wei, et al. · Finance research letters · 15
Dependence and Risk Spillover among Hedging Assets: Evidence from Bitcoin, Gold, and USD
2021 · Jiang Yu, Yue Shang, et al. · Discrete Dynamics in Nature and Society · 11
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Do economic policy uncertainties matter for economic growth? Evidence from MIDAS approaches
2024 · Zhuo Wang, Yu Wei, et al. · Research in International Business and Finance · 7
Are brown stocks valuable to green stocks? Evidence from China
2025 · Sha Zhu, Hai Fu, et al. · Finance research letters · 5
The Impacts of the Infectious Disease Epidemic on the Permanent Volatility of Precious Metal and Crude Oil Futures Markets: A Long-Term Perspective
2021 · Yue Shang, Xiaodan Chen, et al. · Discrete Dynamics in Nature and Society · 5
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Forecasting volatility of the Chinese stock markets using TVP HAR-type models
2019 · Guangqiang Liu, Yan Wang, et al. · Physica A Statistical Mechanics and its Applications · 5
Are the leading indicators really leading? Evidence from mixed-frequency spillover approach
2024 · Yu Wei, Zhuo Wang, et al. · Finance research letters · 3
The impacts of infectious disease pandemic on China’s edible vegetable oil futures markets: A long-term perspective
2022 · Yue Shang, Hongwen Cai, et al. · Economic Research-Ekonomska Istraživanja · 1
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From black gold to green bond: The structural shift in pricing power of non-ferrous metals
2026 · Yue Shang, Yonghuai Chen, et al. · Finance research letters
Harnessing Sunshine: A Dynamic Spillover Analysis of the Diversification Effects of China's Photovoltaic Weather Index
2026 · Yu Wei, Yue Shang, et al. · Journal of Futures Markets
Works count: 14
Citation count: 237
H-index: 7
I10-index: 6
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