Xu Gong

Best Publications

• Forecasting the volatility of crude oil futures using HAR-type models with structural breaks

  Fenghua Wen;Fenghua Wen;Fenghua Wen;Xu Gong;Shenghua Cai

  331
  Citations

• Geopolitical risk and dynamic connectedness between commodity markets

  Unknown

  293
  Citations

• China's carbon emissions trading and stock returns

  Fenghua Wen;Fenghua Wen;Fenghua Wen;Nan Wu;Xu Gong

  263
  Citations

• Forecasting the good and bad uncertainties of crude oil prices using a HAR framework

  Xu Gong;Boqiang Lin

  222
  Citations

• The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market

  Xu Gong;Boqiang Lin

  218
  Citations

• Analyzing time-varying volatility spillovers between the crude oil markets using a new method

  Tangyong Liu;Xu Gong

  216
  Citations

• Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method

  Unknown

  193
  Citations

• Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective

  Xu Gong;Rong Shi;Jun Xu;Boqiang Lin

  170
  Citations

• Structural breaks and volatility forecasting in the copper futures market

  Unknown

  151
  Citations

• Time-varying effects of oil supply and demand shocks on China's macro-economy

  Xu Gong;Boqiang Lin

  122
  Citations

• Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach

  Unknown

  114
  Citations

• Geopolitical risk and China's oil security

  Unknown

  105
  Citations

• International political uncertainty and climate risk in the stock market

  Unknown

  96
  Citations

• Assessing dynamic China’s energy security: Based on functional data analysis

  Xu Gong;You Wang;Boqiang Lin

  82
  Citations

• Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect

  Unknown

  82
  Citations

• Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model

  Chuangxia Huang;Xu Gong;Xiaohong Chen;Fenghua Wen

  75
  Citations

• The effects of oil price shocks on inflation in the G7 countries

  Fenghua Wen;Fenghua Wen;Fenghua Wen;Keli Zhang;Xu Gong

  73
  Citations

• The role of China's crude oil futures in world oil futures market and China's financial market

  Unknown

  73
  Citations

• Does financial development have a non-linear impact on energy consumption? Evidence from 30 provinces in China

  You Wang;Xu Gong

  68
  Citations

• Investigating the risk-return trade-off for crude oil futures using high-frequency data

  Xu Gong;Xu Gong;Fenghua Wen;Fenghua Wen;X.H. Xia;Jianbai Huang

  67
  Citations