What is he best known for?
The fields of study he is best known for:
- Finance
- Econometrics
- Inflation
Stock market, Monetary economics, Econometrics, Cointegration and Volatility are his primary areas of study.
His research in the fields of Emerging stock markets overlaps with other disciplines such as Diversification.
He studies Monetary economics, namely Monetary policy.
His Cointegration study combines topics in areas such as Variance decomposition of forecast errors, Financial economics and Commodity.
His study looks at the intersection of Financial economics and topics like International stock markets with Error correction model.
Jian Yang does research in Volatility, focusing on Autoregressive conditional heteroskedasticity specifically.
His most cited work include:
- The structure of interdependence in international stock markets (311 citations)
- Stock market integration and financial crises: the case of Asia (207 citations)
- Asset storability and price discovery in commodity futures markets: A new look (181 citations)
What are the main themes of his work throughout his whole career to date?
Jian Yang spends much of his time researching Monetary economics, Financial economics, Econometrics, Futures contract and Stock market.
His biological study spans a wide range of topics, including Cointegration, Error correction model, Variance decomposition of forecast errors, Stock exchange and International stock markets.
His work in the fields of Econometrics, such as Volatility and Conditional variance, overlaps with other areas such as Computer science, Proxy and Predictability.
His Volatility research incorporates elements of Risk premium and Structural break.
The Futures contract study which covers Asset that intersects with Multivariate garch and Bivariate garch.
His research in Stock market intersects with topics in Bond, Autoregressive conditional heteroskedasticity, Financial crisis and Hedge.
He most often published in these fields:
- Monetary economics (42.06%)
- Financial economics (34.13%)
- Econometrics (30.16%)
What were the highlights of his more recent work (between 2014-2021)?
- Econometrics (30.16%)
- Monetary economics (42.06%)
- Financial economics (34.13%)
In recent papers he was focusing on the following fields of study:
Jian Yang mainly focuses on Econometrics, Monetary economics, Financial economics, Futures contract and Financial crisis.
His work deals with themes such as Market data and Default, which intersect with Econometrics.
He interconnects Hedge and Stock market in the investigation of issues within Monetary economics.
His research integrates issues of Maturity, Renminbi, Cointegration and Forward rate in his study of Financial economics.
His Cointegration study combines topics in areas such as Price discovery, Cash and Market price.
In the field of Futures contract, his study on Oil futures, Normal backwardation and Contango overlaps with subjects such as Lag.
Between 2014 and 2021, his most popular works were:
- Are there exploitable trends in commodity futures prices (18 citations)
- Are there exploitable trends in commodity futures prices (18 citations)
- Housing price spillovers in China: A high-dimensional generalized VAR approach (17 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Inflation
- Econometrics
His primary areas of investigation include Futures contract, Normal backwardation, Recession, Lag and Contango.
Jian Yang has researched Futures contract in several fields, including Oil-storage trade, Maturity and Price response.
The Normal backwardation study combines topics in areas such as Market timing, Transaction cost and Econometrics.
This overview was generated by a machine learning system which analysed the scientist’s
body of work. If you have any feedback, you can
contact us
here.
